Open romanlykhnenko opened 7 years ago
> library(yamldebugger) > workdir = "/home/rama/Masterarbeit/pricing_kernels_and_implied_volatility/" > d_init = yaml.debugger.init(workdir, show_keywords = TRUE) [1] "plot" [2] "graphical representation" [3] "visualization" [4] "data visualization" [5] "financial" [6] "simulation" [7] "time-series" [8] "distribution" [9] "option" [10] "normal" [11] "returns" [12] "density" [13] "scatterplot" [14] "volatility" [15] "call" [16] "black-scholes" [17] "regression" [18] "portfolio" [19] "estimation" [20] "asset" [21] "var" [22] "stochastic-process" [23] "kernel" [24] "pca" [25] "random" [26] "stock-price" [27] "process" [28] "stochastic" [29] "binomial" [30] "cdf" [31] "eigenvalues" [32] "normal-distribution" [33] "implied-volatility" [34] "garch" [35] "option-price" [36] "pdf" [37] "principal-components" [38] "put" [39] "random-number-generation" [40] "dsfm" [41] "nonparametric" [42] "forecast" [43] "copula" [44] "dimension-reduction" [45] "dax" [46] "index" [47] "autocorrelation" [48] "correlation" [49] "cluster-analysis" [50] "histogram" [51] "price" [52] "boxplot" [53] "interest-rate" [54] "discrete" [55] "3d" [56] "approximation" [57] "cat bond" [58] "quantile" [59] "pareto" [60] "standardize" [61] "empirical" [62] "descriptive-statistics" [63] "mean" [64] "acf" [65] "scaling" [66] "uniform" [67] "autoregressive" [68] "expectile" [69] "greeks" [70] "screeplot" [71] "multivariate" [72] "factor-loadings" [73] "clayton" [74] "moving-average" [75] "log-returns" [76] "hac" [77] "wiener-process" [78] "mds" [79] "univariate" [80] "likelihood" [81] "factor analysis" [82] "european-option" [83] "continuous" [84] "transformation" [85] "skewness" [86] "standard-normal" [87] "dendrogram" [88] "gaussian" [89] "risk" [90] "bond" [91] "linear" [92] "smoothing" [93] "maximum-likelihood" [94] "linear-regression" [95] "multi-dimensional" [96] "tail" [97] "neural-network" [98] "extreme-value" [99] "multivariate normal" [100] "fpca" [101] "gev" [102] "credit risk" [103] "kde" [104] "standard" [105] "variance" [106] "pav" [107] "delta" [108] "kurtosis" [109] "t-distribution" [110] "brownian-motion" [111] "arch" [112] "stable" [113] "frechet" [114] "spectral-decomposition" [115] "descriptive" [116] "testing" [117] "expected shortfall" [118] "test" [119] "bivariate" [120] "classification" [121] "contour" [122] "pot" [123] "block-maxima" [124] "eigenvectors" [125] "decomposition" [126] "svd" [127] "loss-distribution" [128] "nonparametric estimation" [129] "normalization" [130] "expected loss" [131] "five number summary" [132] "lasso" [133] "weibull" [134] "optimization" [135] "interactive" [136] "log-likelihood" [137] "tail area (of a distribution)" [138] "mle" [139] "crypto" [140] "qq-plot" [141] "term structure" [142] "confidence-interval" [143] "standardization" [144] "parameter" [145] "filter" [146] "equity tranche" [147] "derivative" [148] "factor analysis" [149] "cdo" [150] "exceedance" [151] "bernoulli" [152] "clt" [153] "varimax" [154] "stable distribution" [155] "risk measure" [156] "linear-model" [157] "chi-square" [158] "factor" [159] "multivariate analysis" [160] "quantile regression" [161] "variable selection" [162] "hedging" [163] "delta-gamma-models" [164] "pp-plot" [165] "risk process" [166] "covariance" [167] "confidence-bands" [168] "binwidth" [169] "euclidean-distance-matrix" [170] "communalities" [171] "robust estimation" [172] "median" [173] "ftse100" [174] "pacf" [175] "cir" [176] "npca" [177] "normal approximation" [178] "factorial" [179] "r-squared" [180] "kalman filter" [181] "projection-pursuit" [182] "linear programming" [183] "random-walk" [184] "bandwidth" [185] "poisson process" [186] "statistics" [187] "hypothesis-testing" [188] "nadaraya watson" [189] "spline" [190] "gumbel" [191] "stationary" [192] "student" [193] "spectral" [194] "correspondence-analysis" [195] "singular value" [196] "cauchy" [197] "risk management" [198] "geometric-brownian-motion" [199] "logit" [200] "parametric" [201] "least-squares" [202] "poisson" [203] "ancova" [204] "gamma" [205] "partial" [206] "l1-norm penalty" [207] "lasso" [208] "tree" [209] "hill-estimator" [210] "numeric" [211] "mef" [212] "vasicek" [213] "yield" [214] "orthogonal series" [215] "fft" [216] "canonical" [217] "flury faces" [218] "silverman" [219] "kernel smoothing" [220] "discrimination" [221] "summary" [222] "rotation" [223] "varimax" [224] "probability" [225] "hyperplain" [226] "analysis" [227] "local polynomial" [228] "risk aversion" [229] "binomial-tree" [230] "currency" [231] "epp" [232] "population" [233] "hexagon-plot" [234] "error" [235] "contingency-table" [236] "exchange-rate" [237] "lognormal" [238] "iterative" [239] "heavy-tailed" [240] "spd" [241] "fibonacci" [242] "interpolation" [243] "uscrime" [244] "loss function" [245] "caplet" [246] "simplicial-depth" [247] "white noise" [248] "edf" [249] "principal factors method" [250] "gauss kronrod" [251] "numerical integration" [252] "integration" [253] "characteristic function" [254] "us crime data set" [255] "semiparametric" [256] "svm" [257] "covariance-matrix" [258] "quartic" [259] "bitcoin" [260] "mortality" [261] "descriptive methods" [262] "systemic risk" [263] "sampling" [264] "vdax" [265] "exotic-option" [266] "scale" [267] "gauss" [268] "archimedean" [269] "canonical-analysis" [270] "model" [271] "bar chart" [272] "lasso shrinkage" [273] "bisection-method" [274] "proximity" [275] "strike" [276] "black" [277] "shepard-kruskal" [278] "andrews curves" [279] "factorial-decomposition" [280] "profile" [281] "ipfm" [282] "pfm" [283] "trinomial" [284] "vega" [285] "pcp" [286] "eigenvalue-decomposition" [287] "backtesting" [288] "covariance test" [289] "cross-validation" [290] "decision-tree" [291] "historical moving window" [292] "evt" [293] "fractional-brownian-motion" [294] "long memory" [295] "sparse" [296] "f-test" [297] "basis" [298] "demography" [299] "similarity" [300] "projection" [301] "nuclear norm" [302] "randu" [303] "rma" [304] "ema" [305] "strategy" [306] "exponential" [307] "surface" [308] "apparent-error-rate" [309] "origin" [310] "epanechnikov" [311] "dynamic" [312] "state-price-density" [313] "local polynomial regression" [314] "linear interpolation" [315] "ljung-box" [316] "backtest" [317] "fourier inversion" [318] "volatility smile" [319] "frank" [320] "factor-model" [321] "monte-carlo" [322] "delta-gamma" [323] "diagonalization" [324] "pullover data" [325] "breeden litzenberger" [326] "hurst-exponent" [327] "lorenz" [328] "arfima" [329] "farima" [330] "asymptotic" [331] "markov" [332] "small-samples" [333] "fractional gaussian noise" [334] "asymptotic chisquare test" [335] "frequency" [336] "ward algorithm" [337] "heston" [338] "independence" [339] "generalized-pareto-model" [340] "mace" [341] "euclidean-norm" [342] "anisotropic" [343] "sphering" [344] "spectral-density" [345] "sinusoids" [346] "levy" [347] "single index model" [348] "cart" [349] "bic" [350] "lee-carter-method" [351] "fertility" [352] "distance" [353] "euclidean" [354] "linkage" [355] "european debt crisis" [356] "dependence" [357] "atm" [358] "mosaic-plot" [359] "rbf" [360] "sigmoid" [361] "learning-rule" [362] "short-rate" [363] "standard deviation" [364] "common-principal-component" [365] "squared" [366] "actual-error-rate" [367] "violators" [368] "kullback-leibler" [369] "frank" [370] "exercise-price" [371] "put-call-parity" [372] "vanna" [373] "maturity" [374] "conditional mean" [375] "huber" [376] "laplace" [377] "asymmetric" [378] "heteroskedasticity" [379] "locap polynomial smoothing" [380] "partitioning" [381] "grouping" [382] "moneyness" [383] "euler" [384] "f-statistic" [385] "dof" [386] "bootstrap" [387] "legendre polynomial" [388] "fisher" [389] "newton" [390] "conditional var" [391] "default" [392] "sliced" [393] "inverse" [394] "american" [395] "variable" [396] "quadratic kernel" [397] "cumulant generating function" [398] "fourier transform" [399] "cumulant" [400] "non-metric-mds" [401] "correlation-matrix" [402] "hotelling test" [403] "multivariate mean test" [404] "cv" [405] "edr-directions" [406] "gini index" [407] "volga" [408] "conditional variance" [409] "gph" [410] "mcculloch" [411] "jarque-bera-test" [412] "fmri" [413] "market" [414] "coingecko" [415] "diebold-mariano-test" [416] "complete linkage" [417] "single linkage" [418] "l1-norm" [419] "covar" [420] "adf-test" [421] "kpss-test" [422] "kendalls tau" [423] "joe copula" [424] "counts" [425] "caviar model" [426] "leverage effekt" [427] "curve" [428] "change point" [429] "beta" [430] "sentiment" [431] "barrier-option" [432] "blue chips" [433] "arma" [434] "error-surface" [435] "threshold" [436] "descending-gradients" [437] "zero-coupon" [438] "ornstein-uhlenbeck" [439] "extrapolation" [440] "cost" [441] "logarithmic" [442] "principal-component-analysis" [443] "f" [444] "response-model" [445] "likelihood ration" [446] "canonical-parameter" [447] "sir ii" [448] "compound correlation" [449] "compound" [450] "gaussian model" [451] "lower tranche loss" [452] "gaussian model" [453] "collaterized debt obligation" [454] "implied compound correlation" [455] "cpc" [456] "likelihood-ratio-test" [457] "golden section" [458] "lske" [459] "direct integration" [460] "dividend" [461] "contaminated distribution" [462] "conditional distribution" [463] "conditional density" [464] "joint distribution" [465] "regions breakdown" [466] "industry breakdown" [467] "weighted least squares" [468] "risk capital exposure" [469] "risk contribution" [470] "nonstationary" [471] "preprocessing" [472] "ridge regression" [473] "rookley" [474] "ibt" [475] "implied binomial tree" [476] "clustering" [477] "nested archimedean copula" [478] "principal factors method" [479] "critical-value" [480] "fisher lda projection" [481] "pc projection" [482] "lda" [483] "park and marron" [484] "optimal bandwidth" [485] "multimodal" [486] "dividends" [487] "cauchy distribution" [488] "quartic" [489] "sliced inverse regression" [490] "anitropic" [491] "importance sampling" [492] "cornish-fisher expansion" [493] "difference based estimator" [494] "liu type estimator" [495] "multicollinearity" [496] "ridge regression estimator" [497] "semiparametric model" [498] "implied correlation" [499] "temperature" [500] "weather derivatives" [501] "local linear" [502] "loss-profit function" [503] "characteristic" [504] "function" [505] "two" [506] "levy" [507] "root" [508] "square" [509] "student" [510] "support vector machine" [511] "logistic" [512] "one-factor gaussian copula" [513] "hyperbolic" [514] "average squared error" [515] "cholesky decomposition" [516] "square root matrix" [517] "athletic data" [518] "fractal" [519] "gls" [520] "least angle regression" [521] "variance-inflation factors" [522] "vif" [523] "l1-constraint" [524] "glm" [525] "sir" [526] "maximum process" [527] "cpc" [528] "loopback option" [529] "whittle" [530] "whitlle" [531] "gse" [532] "kogon-williams" [533] "tvarch" [534] "cramer von mises test" [535] "lob" [536] "limit order book" [537] "lobster" [538] "kolmogorov-smirnov test" [539] "weron" [540] "charles river indicator" [541] "jones and sibson index" [542] "group lasso" [543] "capm model" [544] "single-index model" [545] "effective dimension" [546] "anova" [547] "heat-map" [548] "calibration" [549] "gplm" [550] "general partial linear model" [551] "gam" [552] "3d copula" [553] "multivariate-copula" [554] "base tranche correlation" [555] "numrical integration" [556] "mannheim metric" [557] "manhattan metric" [558] "city block metric" [559] "karlsruhe metric" [560] "moscow metric" [561] "chi-square distance" [562] "specific variance" [563] "factor scores" [564] "time varying" [565] "tgarch" [566] "aic" [567] "migration" [568] "transition matrix" [569] "relative frequency" [570] "stochastic integration" [571] "transition probability" [572] "migration correlation" [573] "migration rates" [574] "chi-square-test" [575] "dispersion analysis" [576] "data adjustment" [577] "hurricane" [578] "tropical storm" [579] "squared norm" [580] "slope" [581] "panel-analysis" [582] "data mining" [583] "text mining" [584] "box-muller" [585] "dafox" [586] "treasury" [587] "one-factor-gaussian-model" [588] "economy" [589] "portfolio-insurance" [590] "dow-jones" [591] "discriminant-analysis" [592] "kmeans" [593] "random-forest" [594] "lookback option" > qnames = yaml.debugger.get.qnames(d_init$RootPath) [1] "53 Q folder(s) found:" [1] "epk3VolaIntervalsVDAX" [2] "epk3VolaIntervalsVDAX1m" [3] "epk3VolaIntervalsVDAX2m" [4] "epk3VolaIntervalsVDAX3m" [5] "epkLocLinRndLocConstPD" [6] "epkLocLinRndLocLinPD" [7] ".git" [8] ".git/branches" [9] ".git/hooks" [10] ".git/info" [11] ".git/logs" [12] ".git/logs/refs" [13] ".git/logs/refs/heads" [14] ".git/logs/refs/remotes" [15] ".git/logs/refs/remotes/origin" [16] ".git/objects" [17] ".git/objects/02" [18] ".git/objects/0d" [19] ".git/objects/0e" [20] ".git/objects/12" [21] ".git/objects/14" [22] ".git/objects/1a" [23] ".git/objects/1b" [24] ".git/objects/29" [25] ".git/objects/2d" [26] ".git/objects/47" [27] ".git/objects/55" [28] ".git/objects/5c" [29] ".git/objects/69" [30] ".git/objects/76" [31] ".git/objects/79" [32] ".git/objects/7f" [33] ".git/objects/88" [34] ".git/objects/9a" [35] ".git/objects/9b" [36] ".git/objects/a4" [37] ".git/objects/ba" [38] ".git/objects/c2" [39] ".git/objects/ca" [40] ".git/objects/cb" [41] ".git/objects/ce" [42] ".git/objects/d9" [43] ".git/objects/e7" [44] ".git/objects/f7" [45] ".git/objects/info" [46] ".git/objects/pack" [47] ".git/refs" [48] ".git/refs/heads" [49] ".git/refs/remotes" [50] ".git/refs/remotes/origin" [51] ".git/refs/tags" [52] "locLinBW" [53] "termStructurePK" > d_results = yaml.debugger.run(qnames, d_init) [1] "1: epk3VolaIntervalsVDAX" [1] "new/bad keywords: pricing kernel, risk neutral density, physical density, kernel regression" [1] "--------------------------------------------------------------------" [1] "2: epk3VolaIntervalsVDAX1m" [1] "new/bad keywords: pricing kernel, risk neutral density, physical density, kernel regression" [1] "--------------------------------------------------------------------" [1] "3: epk3VolaIntervalsVDAX2m" [1] "new/bad keywords: pricing kernel, risk neutral density, physical density, kernel regression" [1] "--------------------------------------------------------------------" [1] "4: epk3VolaIntervalsVDAX3m" [1] "new/bad keywords: pricing kernel, risk neutral density, physical density, kernel regression, volatility." [1] "--------------------------------------------------------------------" [1] "5: epkLocLinRndLocConstPD" [1] "new/bad keywords: pricing kernel, risk neutral density, physical density, kernel regression" [1] "--------------------------------------------------------------------" [1] "6: epkLocLinRndLocLinPD" [1] "new/bad keywords: pricing kernel, risk neutral density, physical density, kernel regression" [1] "--------------------------------------------------------------------" [1] "7: .git" [1] "--------------------------------------------------------------------" [1] "8: .git/branches" [1] "--------------------------------------------------------------------" [1] "9: .git/hooks" [1] "--------------------------------------------------------------------" [1] "10: .git/info" [1] "--------------------------------------------------------------------" [1] "11: .git/logs" [1] "--------------------------------------------------------------------" [1] "12: .git/logs/refs" [1] "--------------------------------------------------------------------" [1] "13: .git/logs/refs/heads" [1] "--------------------------------------------------------------------" [1] "14: .git/logs/refs/remotes" [1] "--------------------------------------------------------------------" [1] "15: .git/logs/refs/remotes/origin" [1] "--------------------------------------------------------------------" [1] "16: .git/objects" [1] "--------------------------------------------------------------------" [1] "17: .git/objects/02" [1] "--------------------------------------------------------------------" [1] "18: .git/objects/0d" [1] "--------------------------------------------------------------------" [1] "19: .git/objects/0e" [1] "--------------------------------------------------------------------" [1] "20: .git/objects/12" [1] "--------------------------------------------------------------------" [1] "21: .git/objects/14" [1] "--------------------------------------------------------------------" [1] "22: .git/objects/1a" [1] "--------------------------------------------------------------------" [1] "23: .git/objects/1b" [1] "--------------------------------------------------------------------" [1] "24: .git/objects/29" [1] "--------------------------------------------------------------------" [1] "25: .git/objects/2d" [1] "--------------------------------------------------------------------" [1] "26: .git/objects/47" [1] "--------------------------------------------------------------------" [1] "27: .git/objects/55" [1] "--------------------------------------------------------------------" [1] "28: .git/objects/5c" [1] "--------------------------------------------------------------------" [1] "29: .git/objects/69" [1] "--------------------------------------------------------------------" [1] "30: .git/objects/76" [1] "--------------------------------------------------------------------" [1] "31: .git/objects/79" [1] "--------------------------------------------------------------------" [1] "32: .git/objects/7f" [1] "--------------------------------------------------------------------" [1] "33: .git/objects/88" [1] "--------------------------------------------------------------------" [1] "34: .git/objects/9a" [1] "--------------------------------------------------------------------" [1] "35: .git/objects/9b" [1] "--------------------------------------------------------------------" [1] "36: .git/objects/a4" [1] "--------------------------------------------------------------------" [1] "37: .git/objects/ba" [1] "--------------------------------------------------------------------" [1] "38: .git/objects/c2" [1] "--------------------------------------------------------------------" [1] "39: .git/objects/ca" [1] "--------------------------------------------------------------------" [1] "40: .git/objects/cb" [1] "--------------------------------------------------------------------" [1] "41: .git/objects/ce" [1] "--------------------------------------------------------------------" [1] "42: .git/objects/d9" [1] "--------------------------------------------------------------------" [1] "43: .git/objects/e7" [1] "--------------------------------------------------------------------" [1] "44: .git/objects/f7" [1] "--------------------------------------------------------------------" [1] "45: .git/objects/info" [1] "--------------------------------------------------------------------" [1] "46: .git/objects/pack" [1] "--------------------------------------------------------------------" [1] "47: .git/refs" [1] "--------------------------------------------------------------------" [1] "48: .git/refs/heads" [1] "--------------------------------------------------------------------" [1] "49: .git/refs/remotes" [1] "--------------------------------------------------------------------" [1] "50: .git/refs/remotes/origin" [1] "--------------------------------------------------------------------" [1] "51: .git/refs/tags" [1] "--------------------------------------------------------------------" [1] "52: locLinBW" [1] "new/bad keywords: kernel regression" [1] "--------------------------------------------------------------------" [1] "53: termStructurePK" [1] "new/bad keywords: pricing kernel, risk neutral density, physical density, kernel regression, volatility." [1] "--------------------------------------------------------------------" > OverView = yaml.debugger.summary(qnames, d_results, summaryType = "mini") > OverView Q Names Missing Style Guide fields Descriptions stats Keywords stats [1,] "epk3VolaIntervalsVDAX" "" "36 word(s), 199 Character(s)" "10: 6 (standard), 4 (new)" [2,] "epk3VolaIntervalsVDAX1m" "" "37 word(s), 208 Character(s)" "10: 6 (standard), 4 (new)" [3,] "epk3VolaIntervalsVDAX2m" "" "37 word(s), 209 Character(s)" "10: 6 (standard), 4 (new)" [4,] "epk3VolaIntervalsVDAX3m" "" "37 word(s), 209 Character(s)" "5: 0 (standard), 5 (new)" [5,] "epkLocLinRndLocConstPD" "" "22 word(s), 127 Character(s)" "10: 6 (standard), 4 (new)" [6,] "epkLocLinRndLocLinPD" "" "22 word(s), 127 Character(s)" "10: 6 (standard), 4 (new)" [7,] NA NA NA "NA: NA (standard), NA (new)" [8,] NA NA NA "NA: NA (standard), NA (new)" [9,] NA NA NA "NA: NA (standard), NA (new)" [10,] NA NA NA "NA: NA (standard), NA (new)" [11,] NA NA NA "NA: NA (standard), NA (new)" [12,] NA NA NA "NA: NA (standard), NA (new)" [13,] NA NA NA "NA: NA (standard), NA (new)" [14,] NA NA NA "NA: NA (standard), NA (new)" [15,] NA NA NA "NA: NA (standard), NA (new)" [16,] NA NA NA "NA: NA (standard), NA (new)" [17,] NA NA NA "NA: NA (standard), NA (new)" [18,] NA NA NA "NA: NA (standard), NA (new)" [19,] NA NA NA "NA: NA (standard), NA (new)" [20,] NA NA NA "NA: NA (standard), NA (new)" [21,] NA NA NA "NA: NA (standard), NA (new)" [22,] NA NA NA "NA: NA (standard), NA (new)" [23,] NA NA NA "NA: NA (standard), NA (new)" [24,] NA NA NA "NA: NA (standard), NA (new)" [25,] NA NA NA "NA: NA (standard), NA (new)" [26,] NA NA NA "NA: NA (standard), NA (new)" [27,] NA NA NA "NA: NA (standard), NA (new)" [28,] NA NA NA "NA: NA (standard), NA (new)" [29,] NA NA NA "NA: NA (standard), NA (new)" [30,] NA NA NA "NA: NA (standard), NA (new)" [31,] NA NA NA "NA: NA (standard), NA (new)" [32,] NA NA NA "NA: NA (standard), NA (new)" [33,] NA NA NA "NA: NA (standard), NA (new)" [34,] NA NA NA "NA: NA (standard), NA (new)" [35,] NA NA NA "NA: NA (standard), NA (new)" [36,] NA NA NA "NA: NA (standard), NA (new)" [37,] NA NA NA "NA: NA (standard), NA (new)" [38,] NA NA NA "NA: NA (standard), NA (new)" [39,] NA NA NA "NA: NA (standard), NA (new)" [40,] NA NA NA "NA: NA (standard), NA (new)" [41,] NA NA NA "NA: NA (standard), NA (new)" [42,] NA NA NA "NA: NA (standard), NA (new)" [43,] NA NA NA "NA: NA (standard), NA (new)" [44,] NA NA NA "NA: NA (standard), NA (new)" [45,] NA NA NA "NA: NA (standard), NA (new)" [46,] NA NA NA "NA: NA (standard), NA (new)" [47,] NA NA NA "NA: NA (standard), NA (new)" [48,] NA NA NA "NA: NA (standard), NA (new)" [49,] NA NA NA "NA: NA (standard), NA (new)" [50,] NA NA NA "NA: NA (standard), NA (new)" [51,] NA NA NA "NA: NA (standard), NA (new)" [52,] "locLinBW" "" "11 word(s), 78 Character(s)" "8: 7 (standard), 1 (new)" [53,] "termStructurePK" "" "29 word(s), 162 Character(s)" "5: 0 (standard), 5 (new)"
after adding Qs on 16.11.2016