R: Fully Flexible Probabilities for Stress Testing and Portfolio Construction

# Fully Flexible Probabilities for Stress Testing and Portfolio Construction

## Documentation for package ‘ffp’ version 0.2.2

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

A B C D E F H I K P R S V

## -- A --

as_ffp | Manipulate the 'ffp' Class
as_ffp.default | Manipulate the 'ffp' Class
as_ffp.integer | Manipulate the 'ffp' Class
autoplot.ffp | Inspection of a 'ffp' object with ggplot2

## -- B --

bind_probs | Stack Flexible Probabilities
bind_views | Stack Different Views
bootstrap_scenarios | Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.data.frame | Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.matrix | Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.numeric | Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.tbl | Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.ts | Flexible Probabilities Driven Bootstrap
bootstrap_scenarios.xts | Flexible Probabilities Driven Bootstrap

## -- C --

crisp | Full Information by Market Conditioning
crisp.data.frame | Full Information by Market Conditioning
crisp.default | Full Information by Market Conditioning
crisp.matrix | Full Information by Market Conditioning
crisp.numeric | Full Information by Market Conditioning
crisp.tbl_df | Full Information by Market Conditioning
crisp.ts | Full Information by Market Conditioning
crisp.xts | Full Information by Market Conditioning

## -- D --

db | Dataset used in Historical Scenarios with Fully Flexible Probabilities ('matrix' format).
db_tbl | Dataset used in Historical Scenarios with Fully Flexible Probabilities ('tibble' format).
double_decay | Flexible Probabilities using Partial Information
double_decay.data.frame | Flexible Probabilities using Partial Information
double_decay.default | Flexible Probabilities using Partial Information
double_decay.matrix | Flexible Probabilities using Partial Information
double_decay.numeric | Flexible Probabilities using Partial Information
double_decay.tbl | Flexible Probabilities using Partial Information
double_decay.ts | Flexible Probabilities using Partial Information
double_decay.xts | Flexible Probabilities using Partial Information

## -- E --

empirical_stats | Summary Statistics for Empirical Distributions
empirical_stats.data.frame | Summary Statistics for Empirical Distributions
empirical_stats.default | Summary Statistics for Empirical Distributions
empirical_stats.matrix | Summary Statistics for Empirical Distributions
empirical_stats.numeric | Summary Statistics for Empirical Distributions
empirical_stats.tbl_df | Summary Statistics for Empirical Distributions
empirical_stats.ts | Summary Statistics for Empirical Distributions
empirical_stats.xts | Summary Statistics for Empirical Distributions
ens | Effective Number of Scenarios
entropy_pooling | Numerical Entropy Minimization
exp_decay | Full Information by Exponential Decay
exp_decay.data.frame | Full Information by Exponential Decay
exp_decay.default | Full Information by Exponential Decay
exp_decay.matrix | Full Information by Exponential Decay
exp_decay.numeric | Full Information by Exponential Decay
exp_decay.tbl | Full Information by Exponential Decay
exp_decay.ts | Full Information by Exponential Decay
exp_decay.xts | Full Information by Exponential Decay

## -- F --

ffp | Manipulate the 'ffp' Class
ffp_moments | Moments with Flexible Probabilities
ffp_moments.data.frame | Moments with Flexible Probabilities
ffp_moments.default | Moments with Flexible Probabilities
ffp_moments.matrix | Moments with Flexible Probabilities
ffp_moments.numeric | Moments with Flexible Probabilities
ffp_moments.tbl_df | Moments with Flexible Probabilities
ffp_moments.xts | Moments with Flexible Probabilities

## -- H --

half_life | Half-Life Calculation

## -- I --

is_ffp | Manipulate the 'ffp' Class

## -- K --

kernel_entropy | Partial Information Kernel-Damping
kernel_entropy.data.frame | Partial Information Kernel-Damping
kernel_entropy.default | Partial Information Kernel-Damping
kernel_entropy.matrix | Partial Information Kernel-Damping
kernel_entropy.numeric | Partial Information Kernel-Damping
kernel_entropy.tbl_df | Partial Information Kernel-Damping
kernel_entropy.ts | Partial Information Kernel-Damping
kernel_entropy.xts | Partial Information Kernel-Damping
kernel_normal | Full Information by Kernel-Damping
kernel_normal.data.frame | Full Information by Kernel-Damping
kernel_normal.default | Full Information by Kernel-Damping
kernel_normal.matrix | Full Information by Kernel-Damping
kernel_normal.numeric | Full Information by Kernel-Damping
kernel_normal.tbl_df | Full Information by Kernel-Damping
kernel_normal.ts | Full Information by Kernel-Damping
kernel_normal.xts | Full Information by Kernel-Damping

## -- P --

plot.ffp | Inspection of a 'ffp' object with ggplot2

## -- R --

relative_entropy | Relative Entropy

## -- S --

scenario_density | Plot Scenarios
scenario_histogram | Plot Scenarios

## -- V --

view_on_copula | Views on Copulas
view_on_copula.default | Views on Copulas
view_on_copula.matrix | Views on Copulas
view_on_copula.tbl_df | Views on Copulas
view_on_copula.xts | Views on Copulas
view_on_correlation | Views on Correlation Structure
view_on_correlation.default | Views on Correlation Structure
view_on_correlation.matrix | Views on Correlation Structure
view_on_correlation.tbl_df | Views on Correlation Structure
view_on_correlation.xts | Views on Correlation Structure
view_on_joint_distribution | Views on Joint Distribution
view_on_joint_distribution.default | Views on Joint Distribution
view_on_joint_distribution.matrix | Views on Joint Distribution
view_on_joint_distribution.tbl_df | Views on Joint Distribution
view_on_joint_distribution.xts | Views on Joint Distribution
view_on_marginal_distribution | Views on Marginal Distribution
view_on_marginal_distribution.default | Views on Marginal Distribution
view_on_marginal_distribution.matrix | Views on Marginal Distribution
view_on_marginal_distribution.tbl_df | Views on Marginal Distribution
view_on_marginal_distribution.xts | Views on Marginal Distribution
view_on_mean | Views on Expected Returns
view_on_mean.default | Views on Expected Returns
view_on_mean.matrix | Views on Expected Returns
view_on_mean.tbl_df | Views on Expected Returns
view_on_mean.xts | Views on Expected Returns
view_on_rank | Views on Relative Performance
view_on_rank.default | Views on Relative Performance
view_on_rank.matrix | Views on Relative Performance
view_on_rank.tbl_df | Views on Relative Performance
view_on_rank.xts | Views on Relative Performance
view_on_volatility | Views on Volatility
view_on_volatility.default | Views on Volatility
view_on_volatility.matrix | Views on Volatility
view_on_volatility.tbl_df | Views on Volatility
view_on_volatility.xts | Views on Volatility