Open romanlykhnenko opened 8 years ago
> library(yamldebugger) > workdir = "/home/rama/Masterarbeit/pricing_kernels_and_implied_volatility/" > d_init = yaml.debugger.init(workdir, show_keywords = TRUE) [1] "plot" "graphical representation" "visualization" [4] "data visualization" "financial" "simulation" [7] "time-series" "distribution" "option" [10] "normal" "returns" "density" [13] "scatterplot" "volatility" "call" [16] "black-scholes" "regression" "portfolio" [19] "estimation" "asset" "var" [22] "stochastic-process" "kernel" "pca" [25] "random" "stock-price" "process" [28] "stochastic" "binomial" "cdf" [31] "eigenvalues" "normal-distribution" "implied-volatility" [34] "garch" "option-price" "pdf" [37] "principal-components" "put" "random-number-generation" [40] "dsfm" "nonparametric" "forecast" [43] "copula" "dimension-reduction" "dax" [46] "index" "autocorrelation" "correlation" [49] "cluster-analysis" "histogram" "price" [52] "boxplot" "interest-rate" "discrete" [55] "3d" "approximation" "cat bond" [58] "quantile" "pareto" "standardize" [61] "empirical" "descriptive-statistics" "mean" [64] "acf" "scaling" "uniform" [67] "autoregressive" "expectile" "greeks" [70] "screeplot" "multivariate" "factor-loadings" [73] "clayton" "moving-average" "log-returns" [76] "hac" "wiener-process" "mds" [79] "univariate" "likelihood" "factor analysis" [82] "european-option" "continuous" "transformation" [85] "skewness" "standard-normal" "dendrogram" [88] "gaussian" "risk" "bond" [91] "linear" "smoothing" "maximum-likelihood" [94] "linear-regression" "multi-dimensional" "tail" [97] "neural-network" "extreme-value" "multivariate normal" [100] "fpca" "gev" "credit risk" [103] "kde" "standard" "variance" [106] "pav" "delta" "kurtosis" [109] "t-distribution" "brownian-motion" "arch" [112] "stable" "frechet" "spectral-decomposition" [115] "descriptive" "testing" "expected shortfall" [118] "test" "bivariate" "classification" [121] "contour" "pot" "block-maxima" [124] "eigenvectors" "decomposition" "svd" [127] "loss-distribution" "nonparametric estimation" "normalization" [130] "expected loss" "five number summary" "lasso" [133] "weibull" "optimization" "interactive" [136] "log-likelihood" "tail area (of a distribution)" "mle" [139] "crypto" "qq-plot" "term structure" [142] "confidence-interval" "standardization" "parameter" [145] "filter" "equity tranche" "derivative" [148] "factor analysis" "cdo" "exceedance" [151] "bernoulli" "clt" "varimax" [154] "stable distribution" "risk measure" "linear-model" [157] "chi-square" "factor" "multivariate analysis" [160] "quantile regression" "variable selection" "hedging" [163] "delta-gamma-models" "pp-plot" "risk process" [166] "covariance" "confidence-bands" "binwidth" [169] "euclidean-distance-matrix" "communalities" "robust estimation" [172] "median" "ftse100" "pacf" [175] "cir" "npca" "normal approximation" [178] "factorial" "r-squared" "kalman filter" [181] "projection-pursuit" "linear programming" "random-walk" [184] "bandwidth" "poisson process" "statistics" [187] "hypothesis-testing" "nadaraya watson" "spline" [190] "gumbel" "stationary" "student" [193] "spectral" "correspondence-analysis" "singular value" [196] "cauchy" "risk management" "geometric-brownian-motion" [199] "logit" "parametric" "least-squares" [202] "poisson" "ancova" "gamma" [205] "partial" "l1-norm penalty" "lasso" [208] "tree" "hill-estimator" "numeric" [211] "mef" "vasicek" "yield" [214] "orthogonal series" "fft" "canonical" [217] "flury faces" "silverman" "kernel smoothing" [220] "discrimination" "summary" "rotation" [223] "varimax" "probability" "hyperplain" [226] "analysis" "local polynomial" "risk aversion" [229] "binomial-tree" "currency" "epp" [232] "population" "hexagon-plot" "error" [235] "contingency-table" "exchange-rate" "lognormal" [238] "iterative" "heavy-tailed" "spd" [241] "fibonacci" "interpolation" "uscrime" [244] "loss function" "caplet" "simplicial-depth" [247] "white noise" "edf" "principal factors method" [250] "gauss kronrod" "numerical integration" "integration" [253] "characteristic function" "us crime data set" "semiparametric" [256] "svm" "covariance-matrix" "quartic" [259] "bitcoin" "mortality" "descriptive methods" [262] "systemic risk" "sampling" "vdax" [265] "exotic-option" "scale" "gauss" [268] "archimedean" "canonical-analysis" "model" [271] "bar chart" "lasso shrinkage" "bisection-method" [274] "proximity" "strike" "black" [277] "shepard-kruskal" "andrews curves" "factorial-decomposition" [280] "profile" "ipfm" "pfm" [283] "trinomial" "vega" "pcp" [286] "eigenvalue-decomposition" "backtesting" "covariance test" [289] "cross-validation" "decision-tree" "historical moving window" [292] "evt" "fractional-brownian-motion" "long memory" [295] "sparse" "f-test" "basis" [298] "demography" "similarity" "projection" [301] "nuclear norm" "randu" "rma" [304] "ema" "strategy" "exponential" [307] "surface" "apparent-error-rate" "origin" [310] "epanechnikov" "dynamic" "state-price-density" [313] "local polynomial regression" "linear interpolation" "ljung-box" [316] "backtest" "fourier inversion" "volatility smile" [319] "frank" "factor-model" "monte-carlo" [322] "delta-gamma" "diagonalization" "pullover data" [325] "breeden litzenberger" "hurst-exponent" "lorenz" [328] "arfima" "farima" "asymptotic" [331] "markov" "small-samples" "fractional gaussian noise" [334] "asymptotic chisquare test" "frequency" "ward algorithm" [337] "heston" "independence" "generalized-pareto-model" [340] "mace" "euclidean-norm" "anisotropic" [343] "sphering" "spectral-density" "sinusoids" [346] "levy" "single index model" "cart" [349] "bic" "lee-carter-method" "fertility" [352] "distance" "euclidean" "linkage" [355] "european debt crisis" "dependence" "atm" [358] "mosaic-plot" "rbf" "sigmoid" [361] "learning-rule" "short-rate" "standard deviation" [364] "common-principal-component" "squared" "actual-error-rate" [367] "violators" "kullback-leibler" "frank" [370] "exercise-price" "put-call-parity" "vanna" [373] "maturity" "conditional mean" "huber" [376] "laplace" "asymmetric" "heteroskedasticity" [379] "locap polynomial smoothing" "partitioning" "grouping" [382] "moneyness" "euler" "f-statistic" [385] "dof" "bootstrap" "legendre polynomial" [388] "fisher" "newton" "conditional var" [391] "default" "sliced" "inverse" [394] "american" "variable" "quadratic kernel" [397] "cumulant generating function" "fourier transform" "cumulant" [400] "non-metric-mds" "correlation-matrix" "hotelling test" [403] "multivariate mean test" "cv" "edr-directions" [406] "gini index" "volga" "conditional variance" [409] "gph" "mcculloch" "jarque-bera-test" [412] "fmri" "market" "coingecko" [415] "diebold-mariano-test" "complete linkage" "single linkage" [418] "l1-norm" "covar" "adf-test" [421] "kpss-test" "kendalls tau" "joe copula" [424] "counts" "caviar model" "leverage effekt" [427] "curve" "change point" "beta" [430] "sentiment" "barrier-option" "blue chips" [433] "arma" "error-surface" "threshold" [436] "descending-gradients" "zero-coupon" "ornstein-uhlenbeck" [439] "extrapolation" "cost" "logarithmic" [442] "principal-component-analysis" "f" "response-model" [445] "likelihood ration" "canonical-parameter" "sir ii" [448] "compound correlation" "compound" "gaussian model" [451] "lower tranche loss" "gaussian model" "collaterized debt obligation" [454] "implied compound correlation" "cpc" "likelihood-ratio-test" [457] "golden section" "lske" "direct integration" [460] "dividend" "contaminated distribution" "conditional distribution" [463] "conditional density" "joint distribution" "regions breakdown" [466] "industry breakdown" "weighted least squares" "risk capital exposure" [469] "risk contribution" "nonstationary" "preprocessing" [472] "ridge regression" "rookley" "ibt" [475] "implied binomial tree" "clustering" "nested archimedean copula" [478] "principal factors method" "critical-value" "fisher lda projection" [481] "pc projection" "lda" "park and marron" [484] "optimal bandwidth" "multimodal" "dividends" [487] "cauchy distribution" "quartic" "sliced inverse regression" [490] "anitropic" "importance sampling" "cornish-fisher expansion" [493] "difference based estimator" "liu type estimator" "multicollinearity" [496] "ridge regression estimator" "semiparametric model" "implied correlation" [499] "temperature" "weather derivatives" "local linear" [502] "loss-profit function" "characteristic" "function" [505] "two" "levy" "root" [508] "square" "student" "support vector machine" [511] "logistic" "one-factor gaussian copula" "hyperbolic" [514] "average squared error" "cholesky decomposition" "square root matrix" [517] "athletic data" "fractal" "gls" [520] "least angle regression" "variance-inflation factors" "vif" [523] "l1-constraint" "glm" "sir" [526] "maximum process" "cpc" "loopback option" [529] "whittle" "whitlle" "gse" [532] "kogon-williams" "tvarch" "cramer von mises test" [535] "lob" "limit order book" "lobster" [538] "kolmogorov-smirnov test" "weron" "charles river indicator" [541] "jones and sibson index" "group lasso" "capm model" [544] "single-index model" "effective dimension" "anova" [547] "heat-map" "calibration" "gplm" [550] "general partial linear model" "gam" "3d copula" [553] "multivariate-copula" "base tranche correlation" "numrical integration" [556] "mannheim metric" "manhattan metric" "city block metric" [559] "karlsruhe metric" "moscow metric" "chi-square distance" [562] "specific variance" "factor scores" "time varying" [565] "tgarch" "aic" "migration" [568] "transition matrix" "relative frequency" "stochastic integration" [571] "transition probability" "migration correlation" "migration rates" [574] "chi-square-test" "dispersion analysis" "data adjustment" [577] "hurricane" "tropical storm" "squared norm" [580] "slope" "panel-analysis" "data mining" [583] "text mining" "box-muller" "dafox" [586] "treasury" "one-factor-gaussian-model" "economy" [589] "portfolio-insurance" "dow-jones" "discriminant-analysis" [592] "kmeans" "random-forest" "lookback option" > qnames = yaml.debugger.get.qnames(d_init$RootPath) [1] "64 Q folder(s) found:" [1] "epk3VolaIntervalsVDAX" "epk3VolaIntervalsVDAX1m" "epk3VolaIntervalsVDAX2m" [4] "epk3VolaIntervalsVDAX3m" "epkLocLinRndLocConstPD" "epkLocLinRndLocLinPD" [7] ".git" ".git/branches" ".git/hooks" [10] ".git/info" ".git/logs" ".git/logs/refs" [13] ".git/logs/refs/heads" ".git/logs/refs/remotes" ".git/logs/refs/remotes/origin" [16] ".git/objects" ".git/objects/04" ".git/objects/05" [19] ".git/objects/09" ".git/objects/14" ".git/objects/28" [22] ".git/objects/3b" ".git/objects/3e" ".git/objects/40" [25] ".git/objects/44" ".git/objects/46" ".git/objects/4b" [28] ".git/objects/52" ".git/objects/53" ".git/objects/5e" [31] ".git/objects/67" ".git/objects/68" ".git/objects/6c" [34] ".git/objects/74" ".git/objects/77" ".git/objects/78" [37] ".git/objects/7c" ".git/objects/81" ".git/objects/8d" [40] ".git/objects/8f" ".git/objects/98" ".git/objects/a0" [43] ".git/objects/a4" ".git/objects/a9" ".git/objects/ac" [46] ".git/objects/b6" ".git/objects/bc" ".git/objects/bf" [49] ".git/objects/cc" ".git/objects/d3" ".git/objects/de" [52] ".git/objects/e1" ".git/objects/f7" ".git/objects/f9" [55] ".git/objects/fa" ".git/objects/info" ".git/objects/pack" [58] ".git/refs" ".git/refs/heads" ".git/refs/remotes" [61] ".git/refs/remotes/origin" ".git/refs/tags" "locLinBW" [64] "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" [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/04" [1] "--------------------------------------------------------------------" [1] "18: .git/objects/05" [1] "--------------------------------------------------------------------" [1] "19: .git/objects/09" [1] "--------------------------------------------------------------------" [1] "20: .git/objects/14" [1] "--------------------------------------------------------------------" [1] "21: .git/objects/28" [1] "--------------------------------------------------------------------" [1] "22: .git/objects/3b" [1] "--------------------------------------------------------------------" [1] "23: .git/objects/3e" [1] "--------------------------------------------------------------------" [1] "24: .git/objects/40" [1] "--------------------------------------------------------------------" [1] "25: .git/objects/44" [1] "--------------------------------------------------------------------" [1] "26: .git/objects/46" [1] "--------------------------------------------------------------------" [1] "27: .git/objects/4b" [1] "--------------------------------------------------------------------" [1] "28: .git/objects/52" [1] "--------------------------------------------------------------------" [1] "29: .git/objects/53" [1] "--------------------------------------------------------------------" [1] "30: .git/objects/5e" [1] "--------------------------------------------------------------------" [1] "31: .git/objects/67" [1] "--------------------------------------------------------------------" [1] "32: .git/objects/68" [1] "--------------------------------------------------------------------" [1] "33: .git/objects/6c" [1] "--------------------------------------------------------------------" [1] "34: .git/objects/74" [1] "--------------------------------------------------------------------" [1] "35: .git/objects/77" [1] "--------------------------------------------------------------------" [1] "36: .git/objects/78" [1] "--------------------------------------------------------------------" [1] "37: .git/objects/7c" [1] "--------------------------------------------------------------------" [1] "38: .git/objects/81" [1] "--------------------------------------------------------------------" [1] "39: .git/objects/8d" [1] "--------------------------------------------------------------------" [1] "40: .git/objects/8f" [1] "--------------------------------------------------------------------" [1] "41: .git/objects/98" [1] "--------------------------------------------------------------------" [1] "42: .git/objects/a0" [1] "--------------------------------------------------------------------" [1] "43: .git/objects/a4" [1] "--------------------------------------------------------------------" [1] "44: .git/objects/a9" [1] "--------------------------------------------------------------------" [1] "45: .git/objects/ac" [1] "--------------------------------------------------------------------" [1] "46: .git/objects/b6" [1] "--------------------------------------------------------------------" [1] "47: .git/objects/bc" [1] "--------------------------------------------------------------------" [1] "48: .git/objects/bf" [1] "--------------------------------------------------------------------" [1] "49: .git/objects/cc" [1] "--------------------------------------------------------------------" [1] "50: .git/objects/d3" [1] "--------------------------------------------------------------------" [1] "51: .git/objects/de" [1] "--------------------------------------------------------------------" [1] "52: .git/objects/e1" [1] "--------------------------------------------------------------------" [1] "53: .git/objects/f7" [1] "--------------------------------------------------------------------" [1] "54: .git/objects/f9" [1] "--------------------------------------------------------------------" [1] "55: .git/objects/fa" [1] "--------------------------------------------------------------------" [1] "56: .git/objects/info" [1] "--------------------------------------------------------------------" [1] "57: .git/objects/pack" [1] "--------------------------------------------------------------------" [1] "58: .git/refs" [1] "--------------------------------------------------------------------" [1] "59: .git/refs/heads" [1] "--------------------------------------------------------------------" [1] "60: .git/refs/remotes" [1] "--------------------------------------------------------------------" [1] "61: .git/refs/remotes/origin" [1] "--------------------------------------------------------------------" [1] "62: .git/refs/tags" [1] "--------------------------------------------------------------------" [1] "63: locLinBW" [1] "new/bad keywords: kernel regression, multistarting, risk neutral density, numerical optimization" [1] "--------------------------------------------------------------------" [1] "64: termStructurePK" [1] "new/bad keywords: pricing kernel, risk neutral density, physical density, kernel regression" [1] "--------------------------------------------------------------------" > > OverView = yaml.debugger.summary(qnames, d_results, summaryType = "mini") > OverView Q Names Missing Style Guide fields Descriptions stats [1,] "epk3VolaIntervalsVDAX" "" "36 word(s), 199 Character(s)" [2,] "epk3VolaIntervalsVDAX1m" "" "37 word(s), 208 Character(s)" [3,] "epk3VolaIntervalsVDAX2m" "" "37 word(s), 209 Character(s)" [4,] "epk3VolaIntervalsVDAX3m" "" "37 word(s), 209 Character(s)" [5,] "epkLocLinRndLocConstPD" "" "22 word(s), 127 Character(s)" [6,] "epkLocLinRndLocLinPD" "" "22 word(s), 127 Character(s)" [7,] NA NA NA [8,] NA NA NA [9,] NA NA NA [10,] NA NA NA [11,] NA NA NA [12,] NA NA NA [13,] NA NA NA [14,] NA NA NA [15,] NA NA NA [16,] NA NA NA [17,] NA NA NA [18,] NA NA NA [19,] NA NA NA [20,] NA NA NA [21,] NA NA NA [22,] NA NA NA [23,] NA NA NA [24,] NA NA NA [25,] NA NA NA [26,] NA NA NA [27,] NA NA NA [28,] NA NA NA [29,] NA NA NA [30,] NA NA NA [31,] NA NA NA [32,] NA NA NA [33,] NA NA NA [34,] NA NA NA [35,] NA NA NA [36,] NA NA NA [37,] NA NA NA [38,] NA NA NA [39,] NA NA NA [40,] NA NA NA [41,] NA NA NA [42,] NA NA NA [43,] NA NA NA [44,] NA NA NA [45,] NA NA NA [46,] NA NA NA [47,] NA NA NA [48,] NA NA NA [49,] NA NA NA [50,] NA NA NA [51,] NA NA NA [52,] NA NA NA [53,] NA NA NA [54,] NA NA NA [55,] NA NA NA [56,] NA NA NA [57,] NA NA NA [58,] NA NA NA [59,] NA NA NA [60,] NA NA NA [61,] NA NA NA [62,] NA NA NA [63,] "locLinBW" "" "11 word(s), 78 Character(s)" [64,] "termStructurePK" "" "29 word(s), 162 Character(s)" Keywords stats [1,] "11: 7 (standard), 4 (new)" [2,] "11: 7 (standard), 4 (new)" [3,] "11: 7 (standard), 4 (new)" [4,] "11: 7 (standard), 4 (new)" [5,] "11: 7 (standard), 4 (new)" [6,] "11: 7 (standard), 4 (new)" [7,] "NA: NA (standard), NA (new)" [8,] "NA: NA (standard), NA (new)" [9,] "NA: NA (standard), NA (new)" [10,] "NA: NA (standard), NA (new)" [11,] "NA: NA (standard), NA (new)" [12,] "NA: NA (standard), NA (new)" [13,] "NA: NA (standard), NA (new)" [14,] "NA: NA (standard), NA (new)" [15,] "NA: NA (standard), NA (new)" [16,] "NA: NA (standard), NA (new)" [17,] "NA: NA (standard), NA (new)" [18,] "NA: NA (standard), NA 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romanlykhnenko
commented
8 years ago romanlykhnenko
commented
8 years ago