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portfolioSim (version 0.2-7)

portfolioSim-package: Framework for simulating equity portfolio strategies

Description

Classes that serve as a framework for designing equity portfolio simulations.

Arguments

Details

Package:
portfolioSim
Version:
0.2-6
Date:
2010-02-18
Depends:
R (>= 2.4.0), methods, lattice, portfolio (>= 0.4-0)
License:
GPL (>= 2)
LazyLoad:
yes

Index:

instantData-class       Class "instantData"
loadIn                  Load data from various formats.
orderable-class         Class "orderable"
periodData-class        Class "periodData"
portfolioSim-class      Class "portfolioSim"
portfolioSim-package    Framework for simulating equity portfolio
                        strategies
saveOut                 Save data in various formats.
sdiDf-class             Class "sdiDf"
simData-class           Class "simData"
simDataInterface-class
                        Class "simDataInterface"
simResult-class         Class "simResult"
simResultSinglePeriod-class
                        Class "simResultSinglePeriod"
simSummaryInterface-class
                        Class "simSummaryInterface"
simTrades-class         Class "simTrades"
simTradesInterface-class
                        Class "simTradesInterface"
starmine.sim            StarMine Rankings, 1995, and supplementary
                        data.
stiFromSignal-class     Class "stiFromSignal"
stiPresetTrades-class   Class "stiPresetTrades"

Further information is available in the following vignettes:

portfolioSim
Performing equity investment simulations with the portfolioSim package (source, pdf)