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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

Install

install.packages('fPortfolio')

Monthly Downloads

1,319

Version

2100.76

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 17th, 2009

Functions in fPortfolio (2100.76)

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