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fPortfolio (version 2130.80)

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

1,603

Version

2130.80

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

February 10th, 2011

Functions in fPortfolio (2130.80)

fPORTFOLIO-class

Portfolio Class
covEstimator

Covariance Estimators
fPFOLIOVAL-class

Values of Portfolio Frontiers
getData

Portfolio Data Extractor Functions
getDefault

Extractor Functions
summary-methods

summary-methods
weightsLinePlot

Portfolio Weights Line Plots
solveRglpk

Linear Programming Solver
portfolioFrontier

Efficient Portfolio Frontier
fFOLIOCON-class

Portfolio Constraints Handling
weightsSlider

Portfolio Weights Slider
portfolioData2

portfolioData2
setSpec

Settings for Specifications of Portfolios
fFOLIODATA-class

Portfolio Data Handling
dataSets

Assets Data Sets
portfolioRolling

Rolling Portfolio
solveRquadprog

Quadratic Programming Solver
portfolioConstraints

Portfolio Constraints
frontierPlot

Efficient Frontier Plot
fPortfolio-package

Portfolio Modelling, Optimization and Backtesting
plot-methods

plot-methods
getVal

PortfolioVal Extractor Functions
getPortfolio

Portfolio Class Extractors
feasiblePortfolio

Feasible Portfolios
fPFOLIOSPEC-class

Specification of Portfolios
efficientPortfolio

Efficient Portfolios
solveRshortExact

Exat unlimit Short Selling Solver
weightsPie

Portfolio Pie Plots
show-methods

Portfolio Print Methods
portfolioSpec

Specification of Portfolios
weightsPlot

Portfolio Weights Pie Plots
frontierPlotControl

Frontier Plot Control List
frontierPoints

Get Frontier Points
getSpec

Portfolio Specification Extractor Functions
portfolioRisk

portfolioRisk