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fPortfolio (version 280.74)

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

1,603

Version

280.74

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 25th, 2023

Functions in fPortfolio (280.74)

covEstimator

Covariance Estimators
fPORTFOLIO-class

Portfolio Class
efficientPortfolio

Efficient Portfolios
getData

Portfolio Data Extractors
portfolioFrontier

Efficient Portfolio Frontier
solveRglpk

Linear Programming Solver
frontierPoints

Get Frontier Points
fFOLIODATA-class

Portfolio Data Handling
frontierPlot

Efficient Frontier Plot
weightsSlider

Portfolio Weights Slider
setSpec

Specification of Portfolios
solveRshortExact

Exat unlimit Short Selling Solver
frontierPlotControl

Frontier Plot Control List
weightsPie

Portfolio Pie Plots
portfolioConstraints

Portfolio Constraints
show-methods

Portfolio Print Methods
portfolioSpec

Specification of Portfolios
portfolioRolling

Rolling Portfolio
dataSets

fPortfolio Data Sets
feasiblePortfolio

Portfolio Class
fPFOLIOSPEC-class

Specification of Portfolios
weightsLinePlot

Portfolio Weights Line Plots
fPortfolio-package

Portfolio Modelling, Optimization and Backtesting
fFOLIOCON-class

Portfolio Constraints Handling
summary-methods

summary-methods
getDefault

Extractors
getSpec

Portfolio Specification Extractors
portfolioData2

portfolioData2
weightsPlot

Portfolio Weights Pie Plots
solveRquadprog

Quadratic Programming Solver
portfolioRisk

portfolioRisk
getPortfolio

Portfolio Class Extractors
plot-methods

plot-methods