RcmdrPlugin.RiskDemo v1.9

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R Commander Plug-in for Risk Demonstration

R Commander plug-in to demonstrate various actuarial and financial risks. It includes valuation of bonds and stocks, portfolio optimization, classical ruin theory and demography.

Functions in RcmdrPlugin.RiskDemo

Name Description
bondPrice Computing bond prices
computeRuin Ruin probability computation with infinite time horizon
solveLund Solving Lund's exponent
RcmdrPlugin.RiskDemo-internal Internal RiskDemo objects
RcmdrPlugin.RiskDemo-package R Commander Plug-in for Risk Demonstration
computeRuinFinite Ruin probability computation with finite time horizon
countries Names of the countries in the Human Mortality Database
params Yield curve parameter data
pop.pred Population forecasting
solveYield Computing bond yields
stock.price Computing stock prices
stockData Stock data
bondCurve Drawing forward and yield curves
bondFigure Bond price as a function of interest rate.
portfOptim Portfolio optimization for an index model
returns Computing expected returns and their covariance matrix
fin.fcast Finnish mortality forecast
fin.lca Lee-Carter model fit for Finnish data
countries.mort Mortality data
drawFigure Efficient frontier and return distribution figures
drawRuin Plotting simulations of a surplus process
fin Mortality data for Finland
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Details

Type Package
Date 2017-8-9
License GPL-2
LazyData no
LazyLoad yes
NeedsCompilation no
Packaged 2017-08-09 14:17:24 UTC; arolluom
Repository CRAN
Date/Publication 2017-08-09 21:11:46 UTC
depends demography , R (>= 2.10) , rgl
imports Rcmdr
suggests tkrplot
Contributors Arto Luoma

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