jpicerno1
jpicerno1
/ combo.forecast.22dec2016.R
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September 18, 2018 14:55
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| # R code re: CapitalSpecator.com post for analyzing combination forecasts in R | |
| # "Projecting The Payrolls Trend With Combination Forecasts" | |
| # http://www.capitalspectator.com/projecting-the-payrolls-trend-with-combination-forecasts/#more-8309 | |
| # 22 Dec 2016 | |
| # By James Picerno | |
| # http://www.capitalspectator.com/ | |
| # (c) 2016 by Beta Publishing LLC | |
| # load packages | |
| library(TTR) |
jpicerno1
/ evt.risk.07feb2017.R
Last active
February 7, 2017 17:26
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| # R code re: CapitalSpecator.com post for analyzing tail risk with extreme value theory in R | |
| # "Tail-Risk Analysis In R: Part II - Extreme Value Theory" | |
| # http://www.capitalspectator.com/tail-risk-analysis-in-r-part-ii-extreme-value-theory/ | |
| # 7 Feb 2017 | |
| # By James Picerno | |
| # http://www.capitalspectator.com/ | |
| # (c) 2017 by Beta Publishing LLC | |
| # load packages |
jpicerno1
/ replicate.10oct2017
Last active
November 24, 2022 04:11
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| # R code re: CapitalSpecator.com post for replicating indexes in R | |
| # "Replicating Indexes In R With Style Analysis: Part I" | |
| # http://www.capitalspectator.com/replicating-indexes-in-r-with-style-analysis-part-i/ | |
| # 10 Oct 2017 | |
| # By James Picerno | |
| # http://www.capitalspectator.com/ | |
| # (c) 2017 by Beta Publishing LLC | |
| # load packages | |
| library(quadprog) |
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