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fPortfolio (version 2100.77)
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
2100.77
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
April 20th, 2009
Functions in fPortfolio (2100.77)
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frontierPoints
Get Frontier Points
portfolioFrontier
Efficient Portfolio Frontier
weightsLinePlot
Portfolio Weights Line Plots
weightsPie
Portfolio Pie Plots
solveRglpk
Linear Programming Solver
fPFOLIOVAL-class
Values of Portfolio Frontiers
fFOLIODATA-class
Portfolio Data Handling
getDefault
Extractor Functions
frontierPlot
Efficient Frontier Plot
efficientPortfolio
Efficient Portfolios
frontierPlotControl
Frontier Plot Control List
setSpec
Settings for Specifications of Portfolios
feasiblePortfolio
Feasible Portfolios
portfolioRolling
Rolling Portfolio
getPortfolio
Portfolio Class Extractors
portfolioData2
portfolioData2
weightsSlider
Portfolio Weights Slider
dataSets
Assets Data Sets
getData
Portfolio Data Extractor Functions
plot-methods
plot-methods
solveRquadprog
Quadratic Programming Solver
fPFOLIOSPEC-class
Specification of Portfolios
covEstimator
Covariance Estimators
getSpec
Portfolio Specification Extractor Functions
summary-methods
summary-methods
fFOLIOCON-class
Portfolio Constraints Handling
solveRshortExact
Exat unlimit Short Selling Solver
show-methods
Portfolio Print Methods
weightsPlot
Portfolio Weights Pie Plots
portfolioSpec
Specification of Portfolios
fPortfolio-package
Portfolio Modelling, Optimization and Backtesting
fPORTFOLIO-class
Portfolio Class
solveRsymphony
Linear and Mixed Integer Programming Solver
portfolioConstraints
Portfolio Constraints
portfolioRisk
portfolioRisk