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fPortfolio (version 2110.79)

Rmetrics - Portfolio Selection and Optimization - ebook available at www.rmetrics.org

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fPortfolio')

Monthly Downloads

1,319

Version

2110.79

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 17th, 2010

Functions in fPortfolio (2110.79)

fFOLIODATA-class

Portfolio Data Handling
covEstimator

Covariance Estimators
summary-methods

summary-methods
fPFOLIOSPEC-class

Specification of Portfolios
portfolioRisk

portfolioRisk
fPortfolio-package

Portfolio Modelling, Optimization and Backtesting
fPFOLIOVAL-class

Values of Portfolio Frontiers
getPortfolio

Portfolio Class Extractors
getVal

PortfolioVal Extractor Functions
plot-methods

plot-methods
show-methods

Portfolio Print Methods
portfolioConstraints

Portfolio Constraints
frontierPoints

Get Frontier Points
fFOLIOCON-class

Portfolio Constraints Handling
frontierPlotControl

Frontier Plot Control List
portfolioFrontier

Efficient Portfolio Frontier
solveRshortExact

Exat unlimit Short Selling Solver
frontierPlot

Efficient Frontier Plot
portfolioData2

portfolioData2
getDefault

Extractor Functions
portfolioRolling

Rolling Portfolio
portfolioSpec

Specification of Portfolios
solveRglpk

Linear Programming Solver
dataSets

Assets Data Sets
feasiblePortfolio

Feasible Portfolios
getSpec

Portfolio Specification Extractor Functions
solveRquadprog

Quadratic Programming Solver
weightsLinePlot

Portfolio Weights Line Plots
weightsSlider

Portfolio Weights Slider
efficientPortfolio

Efficient Portfolios
weightsPie

Portfolio Pie Plots
getData

Portfolio Data Extractor Functions
weightsPlot

Portfolio Weights Pie Plots
fPORTFOLIO-class

Portfolio Class
setSpec

Settings for Specifications of Portfolios