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fPortfolio (version 2100.78)

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

2100.78

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

September 28th, 2009

Functions in fPortfolio (2100.78)

dataSets

Assets Data Sets
solveRglpk

Linear Programming Solver
portfolioRolling

Rolling Portfolio
summary-methods

summary-methods
getPortfolio

Portfolio Class Extractors
getDefault

Extractor Functions
portfolioConstraints

Portfolio Constraints
getSpec

Portfolio Specification Extractor Functions
fPortfolio-package

Portfolio Modelling, Optimization and Backtesting
fPFOLIOVAL-class

Values of Portfolio Frontiers
weightsLinePlot

Portfolio Weights Line Plots
solveRshortExact

Exat unlimit Short Selling Solver
weightsPlot

Portfolio Weights Pie Plots
portfolioRisk

portfolioRisk
getVal

PortfolioVal Extractor Functions
show-methods

Portfolio Print Methods
weightsSlider

Portfolio Weights Slider
fPORTFOLIO-class

Portfolio Class
getData

Portfolio Data Extractor Functions
frontierPoints

Get Frontier Points
solveRquadprog

Quadratic Programming Solver
portfolioFrontier

Efficient Portfolio Frontier
fFOLIODATA-class

Portfolio Data Handling
frontierPlot

Efficient Frontier Plot
portfolioData2

portfolioData2
portfolioSpec

Specification of Portfolios
fFOLIOCON-class

Portfolio Constraints Handling
efficientPortfolio

Efficient Portfolios
fPFOLIOSPEC-class

Specification of Portfolios
feasiblePortfolio

Feasible Portfolios
covEstimator

Covariance Estimators
weightsPie

Portfolio Pie Plots
plot-methods

plot-methods
setSpec

Settings for Specifications of Portfolios
frontierPlotControl

Frontier Plot Control List