Man pages for RMOPI
Risk Management and Optimization for Portfolio Investment

CosPdfMultiDistribution Recovery with the COS method for Different...
CosPdfRecoveryDistribution Recovery with the COS method
CosValueOptionApproximate the Option Price with the COS Method
DescribeSummary Statistics
DescribeVectorSummary Statistics of Vector
EuroCallOptionThe Value Function of European Call Option
FixBacktestBuy and Hold Backtest
F_kF_k Coefficients
ggacfPlot the Acf Figure
ggboxplotPlot the Box Figure
gghistplotPlot the Histogram Figure
gglineplotPlot the Time Series
ggpacfPlot the Pacf Figure
InvestmentPortfolioConstruct Portfolio
LogErrorCosPdfCalculate the Absolute Error of the COS Method
NormChfThe Characteristic Function of Normal Distribution
PdfMultiPlotPlot the Probability Density Functions
PdfSinglePlotPlot the Probability Density Function
rGarchSimulate a Garch Series
rGarchaSimulate a Garch Series
rGbmSimulate prices series of stocks
rGbmsSimulate Multivariate Stocks Prices Data
rGbmSingleSimulate a single stock price series
RiskIndicatorsCalculate Useful Indicators for returns
rMvReturnSimSimulate Stocks Prices
rTradeSimulate stock trade data
rTradesSimulate Multivariate Stock Trade Data
SharpCalculate Sharp Ratio with stock prices
StackForPlotRearrange the data from 'LogErrorCosPdf' for plot
StackRetStack Rets for ggplot
StNormChfThe Characteristic Function of Standard Normal Distribution
VaRSimTestVaR Calculation and Coverage Test
V_kV_k Series
RMOPI documentation built on Aug. 22, 2022, 5:07 p.m.