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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
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
280.74
License
GPL (>= 2)
Maintainer
Rmetrics Team
Functions in fPortfolio (280.74)
Search functions
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