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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
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
2110.79
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
April 17th, 2010
Functions in fPortfolio (2110.79)
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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