R: Computing a New Informative Distribution Set of Asset Returns

# Computing a New Informative Distribution Set of Asset Returns

## Documentation for package ‘INFOSET’ version 4.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

asset.label | Data for clustering and labeling ETFs
create_overlapping_windows | Function to create overlapping windows.
g_ret | Function to compute gross returns.
infoset | Procedure to find the most-left distribution set.
LR_cp | Function to compute Left risk measure.
plot_LR_cp | Plot methods for a LR_cp object
plot_ptf | Plot methods for a ptf_construction object
ptf_construction | Function to compute portfolio values
sample.data | Data for infoset function
sample.data.ts | Data with time points for portfolio construction using the LR_cp measure
summary_ptf | Plot methods for a ptf_construction object
tail_mixture | Function to find the most-left distribution set.