Package index • solarr

All functions
`ARMA_companion_matrix()`	Matrix form of an ARMA model
`ARMA_covariance()`	Matrix form of an ARMA model
`ARMA_expectation()`	Matrix form of an ARMA model
`ARMA_filter()`	Matrix form of an ARMA model
`ARMA_fit()`	Fit with contraint parameters
`ARMA_forecast()`	Matrix form of an ARMA model
`ARMA_loss_CSS()`	Sum of the errors with contraint parameters
`ARMA_loss_logLik()`	Log-likelihood with contraint parameters
`ARMA_modelR6`	ARMA model
`ARMA_next_step()`	Matrix form of an ARMA model
`ARMA_params_to_zeta()`	ARMA reparametrization
`ARMA_variance()`	Matrix form of an ARMA model
`ARMA_vector_b()`	Matrix form of an ARMA model
`AR_params_to_phi()`	AR reparametrization
`AR_params_to_zeta()`	Uncontraint parameters for AR
`Bologna`	Bologna model specification
`CAMS_data`	CAMS data by location
`GARCH_companion_matrix()`	Construct the companion matrix of an GARCH model
`PDF()` `CDF()` `Quantile()`	Construct density, distribution, and quantile functions
`PIT_psolarGHI()`	PIT computation
`PIT_test()`	Perform KS and LB test on PIT grades
`SoRadPorfolio()`	Create a Solar Option Index portfolio
`VaR_test()`	Bernoulli test on the violations of the VaR
`VaR_viol()`	Violations of the VaR
`boundTransform`	Bounded transformation functions
`boundTransform_av_links()`	List all the available link functions
`boundTransform_link.gumbel()`	Link function (Gumbel)
`boundTransform_link.identity()`	Link function (identity)
`boundTransform_link.invgumbel()`	Link function (invGumbel)
`boundTransform_link.logis()`	Link function (logit)
`boundTransform_link.norm()`	Link function (probit)
`clearsky_delta()`	Optimizer for Solar Clear sky
`clearsky_optimizer()`	Fit the seasonal model for clear sky radiation.
`clearsky_optimizer_CLS()`	Fully constrained optimization (Constrained Least Squares)
`clearsky_optimizer_RLS()`	Penalized Least-Squares
`clearsky_optimizer_delta()`	Delta optimizer on a clear-sky model
`clearsky_outliers()`	Impute clear sky outliers
`control_seasonalClearsky()`	Control parameters for a `seasonalClearsky` object
`control_solarHedging()`	Control parameters for solar hedging
`control_solarOption()`	Control parameters for a solar option
`desscher()` `pesscher()`	Esscher-distorted density and distribution
`desscherMixture()` `pesscherMixture()`	Esscher-distorted density and distribution of a Gaussian Mixture
`detect_season()`	Detect the season
`dgumbel()` `pgumbel()` `qgumbel()` `rgumbel()`	Gumbel distribution
`dinvgumbel()` `pinvgumbel()` `qinvgumbel()` `rinvgumbel()`	Inverted Gumbel distribution
`dkumaraswamy()` `pkumaraswamy()` `qkumaraswamy()` `rkumaraswamy()`	Kumaraswamy distribution
`dmix2norm()` `pmix2norm()` `qmix2norm()`	Bivariate Gaussian mixture distribution
`dmixnorm()` `pmixnorm()` `qmixnorm()` `rmixnorm()`	Gaussian mixture distribution
`dsnorm()` `psnorm()` `qsnorm()` `rsnorm()`	Skew-normal distribution
`dsolarGHI()` `psolarGHI()` `qsolarGHI()` `rsolarGHI()`	Solar radiation distribution
`dsolarK()` `psolarK()` `qsolarK()` `rsolarK()`	Clearness index distribution
`dsolarX()` `psolarX()` `qsolarX()` `rsolarX()`	Solar risk driver distribution
`dsugeno()` `psugeno()`	Sugeno-distorted density and distribution
`dtnorm()` `ptnorm()` `qtnorm()` `rtnorm()`	Truncated normal distribution
`gaussianMixture`	Gaussian mixture model
`is_leap_year()`	Is leap year?
`ks_test()`	Kolmogorov Smirnov test for a distribution
`ks_test_ts()`	Two sample Kolmogorov Smirnov test for a time series
`logLik_std.errors()`	Compute the standard errors and robust standard errors
`mix2norm_M_Yl_given_Yv()`	Conditional means component l given Yv = yv
`mix2norm_S_Yl_given_Yv()`	Conditional std. deviation component l given Yv = yv
`mix2norm_probs_given_Yv()`	Conditional probabilities component l given Yv = yv
`monthlyParams`	Create a function of time for monthly parameters
`number_of_day()`	Number of day
`riccati_root()`	Riccati Root
`sGARCH`	Implementation of `rugarch` methods for a GARCH(p,q) as R6 class
`seasonalClearsky`	Seasonal clear-sky model
`seasonalClearsky_spec()`	Specification for `seasonalClearsky` model
`seasonalModel`	Seasonal Model
`seasonalSolarFunctions`	Solar geometry and extraterrestrial radiation utilities
`solarHedging_model()`	Global Minimum Variance number of contracts
`solarHedging_scenarios()`	Compute the optimal number of solar derivative index
`solarMixture`	Monthly Gaussian mixture with two components
`solarMixture_VaR()`	Compute the Value at Risk and Expected Shortfall of a SolarMixture
`solarModel`	Solar Model in R6 Class
`solarModel_AIC_BIC()`	Compute the AIC and BIC of a solarModel object
`solarModel_PIT()`	Compute the Probability Integral Transform (PIT)
`solarModel_PIT_test()`	Evaluate a KS test on the PIT.
`solarModel_QMLE()`	QMLE Estimate
`solarModel_VaR()`	Compute the Value at Risk and Expected Shortfall of a SolarModel
`solarModel_calibrate_theta()`	Calibrate theta to match a certain level of solar radiation
`solarModel_covariance()`	Compute the covariance
`solarModel_forecast()`	Iterate the forecast on multiple dates
`solarModel_grid()`	Fit a grid of solarModels
`solarModel_match_params()`	Match solarModel parameters in vector form
`solarModel_predict()`	Produce a forecast from a solarModel object
`solarModel_predict_plot()`	Plot a forecast from a solarModel object
`solarModel_spec`	Specification object for a `solarModel`
`solarModel_test_LPD()`	Compute the Log-predictive density of a solarModel
`solarModel_test_autocorr()`	Autocorrelation test
`solarModel_test_distribution()`	Distribution test
`solarModel_test_forecast()`	Compute metrics to test forecasts
`solarModel_test_pricing()`	Compute metrics to test option pricing
`solarModel_tests()`	Autocorrelation and distribution tests
`solarMoment`	Conditional moments for a solar model
`solarMoments()`	Compute the generic conditional moments of a solarModel object
`solarMoments_conditional()`	Compute the conditional moments
`solarMoments_path()`	Condition the moments for a specific Bernoulli realization at a time t_cond
`solarMoments_unconditional()`	Compute the unconditional moments
`solarOption`	Create a SoRad / SoREd contract specification
`solarOptionPayoff()`	Structure the outputs of solarOption functions
`solarOption_calibrate_theta()`	Calibrate the time series of theta to match a certain level of Option price
`solarOption_choquet()`	Compute Choquet price for a Solar Option
`solarOption_discount()`	Discount factor of a Solar Option
`solarOption_greeks()`	Compute the Greeks of a Solar Option
`solarOption_historical()`	Payoff of solar options on historical data
`solarOption_index_greeks()`	Compute the Greeks of a Solar Option index
`solarOption_lambda()`	Calibrate the implied Choquet parameter
`solarOption_model()`	Compute the premium given the moments
`solarOption_moments()`	Compute the first fourth moments and variance of a SoRad
`solarOption_payoff()`	Payoff function of a Solar Option
`solarOption_price()`	Compute the price of a `solarOption`
`solarOption_pricing()`	Compute the price of a `solarOption`
`solarOption_scenario()`	Compute average premium on simulated Data
`solarScenario`	Solar scenario simulation
`solarScenario_VaR()`	Compute the Value at Risk from simulated values
`solarScenario_by()`	Simulate multiple scenarios
`solarScenario_filter()`	Filter
`solarScenario_plot()`	Plot scenarios from a solarScenario object
`solarScenario_residuals()`	Simulate
`solarScenario_spec`	Scenario specification
`solarSpectra`	Solar spectral data
`solarTransform`	Solar Model transformation functions
`spectralDistribution()`	Compute the spectral distribution for a black body
`sugeno_bounds()`	Sugeno upper and lower parameters.

Reference

All functions