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fPortfolio (version 2100.76)
Rmetrics - Portfolio Selection and Optimization
Description
Environment for teaching "Financial Engineering and Computational Finance"
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Version
Version
4023.84
3042.83.1
3042.83
3011.81
2130.80
2110.79
2100.78
2100.77
2100.76
290.75
280.74
280.73
260.72
251.70
240.10068
221.10065
220.10063
201.10060
201.10059
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Install
install.packages('fPortfolio')
Monthly Downloads
2,642
Version
2100.76
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
April 17th, 2009
Functions in fPortfolio (2100.76)
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fPORTFOLIO-class
Portfolio Class
setSpec
Settings for Specifications of Portfolios
frontierPoints
Get Frontier Points
fPortfolio-package
Portfolio Modelling, Optimization and Backtesting
getDefault
Extractor Functions
solveRsymphony
Linear and Mixed Integer Programming Solver
frontierPlotControl
Frontier Plot Control List
fPFOLIOVAL-class
Values of Portfolio Frontiers
portfolioRisk
portfolioRisk
portfolioFrontier
Efficient Portfolio Frontier
getPortfolio
Portfolio Class Extractors
weightsLinePlot
Portfolio Weights Line Plots
show-methods
Portfolio Print Methods
solveRshortExact
Exat unlimit Short Selling Solver
weightsPlot
Portfolio Weights Pie Plots
summary-methods
summary-methods
covEstimator
Covariance Estimators
fFOLIODATA-class
Portfolio Data Handling
solveRquadprog
Quadratic Programming Solver
portfolioConstraints
Portfolio Constraints
weightsPie
Portfolio Pie Plots
plot-methods
plot-methods
frontierPlot
Efficient Frontier Plot
portfolioData2
portfolioData2
portfolioRolling
Rolling Portfolio
solveRglpk
Linear Programming Solver
getData
Portfolio Data Extractor Functions
portfolioSpec
Specification of Portfolios
fPFOLIOSPEC-class
Specification of Portfolios
feasiblePortfolio
Feasible Portfolios
fFOLIOCON-class
Portfolio Constraints Handling
getSpec
Portfolio Specification Extractor Functions
efficientPortfolio
Efficient Portfolios
dataSets
Assets Data Sets
weightsSlider
Portfolio Weights Slider