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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

Install

install.packages('fPortfolio')

Monthly Downloads

1,319

Version

2100.77

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 20th, 2009

Functions in fPortfolio (2100.77)

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