# Computing a New Informative Distribution Set of Asset Returns

## Documentation for package ‘INFOSET’ version 4.0.6

- DESCRIPTION file.

## Help Pages

asset.label | Data for clustering and labeling ETFs
g_ret | Function to compute gross returns.
infoset | Procedure to find the most-left distribution set.
sample.data | Data for infoset function
sample.data.ts | Data with time points for portfolio construction using the LR_cp measure
tail_mixture | Function to find the most-left distribution set.