fPortfolio: Rmetrics - Portfolio Selection and Optimization
Version 3011.81

Environment for teaching "Financial Engineering and Computational Finance".

AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2014-10-30 15:54:08
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3011.81
URL https://www.rmetrics.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fPortfolio")

Popular man pages

backtest-functions: User defined functions to perform portfolio backtesting
backtest-portfolios: Portfolio backtesting
backtest-statisitics: Rolling portfolio backtesting statistics
portfolio-efficientPfolio: Efficient Portfolios
portfolio-Frontier: Efficient Portfolio Frontier
portfolio-getPortfolio: Portfolio Class Extractors
portfolio-setSpec: Settings for Specifications of Portfolios
See all...

All man pages Function index File listing

Man pages

00fPortfolio-package: Portfolio Design, Optimization and Backtesting
a-class-fPFOLIOBACKTEST: Portfolio backtesting specifications
a-class-fPFOLIOCON: Portfolio Constraints Handling
a-class-fPFOLIODATA: Portfolio Data Handling
a-class-fPFOLIOSPEC: Specification of Portfolios
a-class-fPFOLIOVAL: Values of Portfolio Frontiers
a-class-fPORTFOLIO: Portfolio Class
backtest-constructors: Specification of backtesting portfolios
backtest-extractors: Portfolio backtest specification extractors
backtest-functions: User defined functions to perform portfolio backtesting
backtest-getMethods: Portfolio Backtest Extractors
backtest-performance: Portfolio backtesting net performance
backtest-plots: Portfolio backtesting plots
backtest-portfolios: Portfolio backtesting
backtest-specification: Specification of portfolio backtesting
backtest-statisitics: Rolling portfolio backtesting statistics
data-sets: Assets Data Sets
frontier-Plot: Efficient Frontier Plot
frontier-PlotControl: Frontier Plot Control List
frontier-Points: Get Frontier Points
mathprog-LP: Mathematical Linear Programming
mathprog-NLP: Mathematical Non-Linear Programming
mathprog-QP: Mathematical Linear Programming
methods-plot: plot-methods
methods-show: Portfolio Print Methods
methods-summary: summary-methods
monitor-stability: Monitoring Stability
portfolio-Constraints: Portfolio Constraints
portfolio-covEstimator: Covariance Estimators
portfolio-Data: portfolioData2
portfolio-efficientPfolio: Efficient Portfolios
portfolio-feasiblePfolio: Feasible Portfolios
portfolio-Frontier: Efficient Portfolio Frontier
portfolio-getData: Portfolio Data Extractor Functions
portfolio-getDefault: Extractor Functions
portfolio-getPortfolio: Portfolio Class Extractors
portfolio-getSpec: Portfolio Specification Extractor Functions
portfolio-getVal: PortfolioVal Extractor Functions
portfolio-pfolioRisk: portfolioRisk
portfolio-portfolioSpec: Specification of Portfolios
portfolio-riskPfolio: Risk and Related Measures for Portfolios
portfolio-Rolling: Rolling Portfolio
portfolio-setSpec: Settings for Specifications of Portfolios
risk-budgeting: Risk Budgeting
risk-surfaceRisk: Surface Risk Analytics
risk-ternaryMap: Creates and Plots a Ternary Map
solve-environment: Nonlinear Objective Presettings
solver-ampl: AMPL Interface
solver-rfamily: LP, QP, and NLP Programming Solvers
utils-methods: Print Method for Solvers
weights-barPlots: Portfolio Weights Bar Plots
weights-linePlots: Portfolio Weights Line Plots
weights-piePlots: Portfolio Pie Plots
weights-Slider: Portfolio Weights Slider

Functions

Data Man page
ECON85 Man page
ECON85LONG Man page
GCCINDEX Man page
GCCINDEX.DF Man page
GCCINDEX.RET Man page
Ipower Source code
LPP2005 Man page
LPP2005.RET Man page
LPP2005.RET.DF Man page
M34.MM Source code
SMALLCAP Man page
SMALLCAP.RET Man page
SMALLCAP.RET.DF Man page
SPISECTOR Man page
SPISECTOR.DF Man page
SPISECTOR.RET Man page
SWX Man page
SWX.DF Man page
SWX.RET Man page
addRainbow Man page Source code
addlegend Source code
alkylationTestNLP Source code
amplDataAdd Man page Source code
amplDataAddMatrix Man page Source code
amplDataAddValue Man page Source code
amplDataAddVector Man page Source code
amplDataOpen Man page Source code
amplDataSemicolon Man page Source code
amplDataShow Man page Source code
amplExample Source code
amplExec Source code
amplLP Man page Source code
amplLPControl Man page Source code
amplModel Source code
amplModelAdd Man page Source code
amplModelOpen Man page Source code
amplModelShow Man page Source code
amplNLP Man page Source code
amplNLPControl Man page Source code
amplObjval Source code
amplOutShow Man page Source code
amplPresolve Source code
amplQP Man page Source code
amplQPControl Man page Source code
amplRun Source code
amplRunAdd Man page Source code
amplRunOpen Man page Source code
amplRunShow Man page Source code
amplSolution Source code
amplSolver Source code
amplVersion Source code
arwEstimator2 Source code
attributesWheel Source code
backtestAssetsPlot Man page Source code
backtestDrawdownPlot Man page Source code
backtestPlot Man page Source code
backtestPortfolioPlot Man page Source code
backtestRebalancePlot Man page Source code
backtestReportPlot Man page Source code
backtestStats Man page Source code
backtestWeightsPlot Man page Source code
baggedEstimator Source code
bayesSteinEstimator Source code
bcpAnalytics Man page Source code
bestDiversification Man page Source code
boxTestNLP Source code
boxmarkowitzTestNLP Source code
budgetsModifiedES Man page Source code
budgetsModifiedVAR Man page Source code
budgetsNormalES Man page Source code
budgetsNormalVAR Man page Source code
budgetsSampleCOV Man page Source code
cfgFit Source code
cfgTDE Source code
checkSpec Source code
checkSpecVsConstraints Source code
checkTargetReturn Source code
checkWeights Source code
claRquadprogArguments Source code
class-fPFOLIOBACKTEST Man page
class-fPFOLIOCON Man page
class-fPFOLIODATA Man page
class-fPFOLIOSPEC Man page
class-fPFOLIOVAL Man page
class-fPORTFOLIO Man page
cmlLines Man page Source code
cmlPoints Man page Source code
covEstimator Man page Source code
covMcdEstimator Man page Source code
covMcdEstimator2 Source code
covOGKEstimator Man page Source code
covOGKEstimator2 Source code
covRisk Man page Source code Source code
covRiskBudgetsLinePlot Man page Source code
covRiskBudgetsPie Man page Source code
covRiskBudgetsPlot Man page Source code
covarRisk Source code
cvarRglpkArguments Source code
cvarRisk Man page Source code Source code
cvarSolveTwoAssets Source code
dataSets Man page
derIpower Source code
dgsgnormCopula Source code
donlp2NLP Man page Source code
donlp2NLPControl Man page Source code
donostahEstimator Source code
drawdownsAnalytics Man page Source code
drawdownsIndicator Source code
efficientPortfolio Man page Source code
emaIndicator Source code
emaSmoother Man page Source code
empiricalDependencyFit Source code
entropyTestNLP Source code
eqsumWConstraints Man page Source code
equalWeightsPoints Man page Source code
equidistWindows Man page Source code
exampleData Source code
fPFOLIOBACKTEST Man page
fPFOLIOBACKTEST-class Man page
fPFOLIOCON Man page
fPFOLIOCON-class Man page
fPFOLIODATA Man page
fPFOLIODATA-class Man page
fPFOLIOSPEC Man page
fPFOLIOSPEC-class Man page
fPFOLIOVAL Man page
fPFOLIOVAL-class Man page
fPORTFOLIO Man page
fPORTFOLIO-class Man page
fPortfolio Man page
feasibleGrid Man page Source code
feasiblePortfolio Man page Source code
fportfolio.plot.1 Source code
fportfolio.plot.2 Source code
fportfolio.plot.3 Source code
fportfolio.plot.4 Source code
fportfolio.plot.5 Source code
fportfolio.plot.6 Source code
fportfolio.plot.7 Source code
fportfolio.plot.8 Source code
frontierPlot Man page Source code
frontierPlotControl Man page Source code
frontierPoints Man page Source code
garchAnalytics Man page Source code
getA Man page Source code
getA.fPFOLIOSPEC Man page Source code
getA.fPORTFOLIO Man page Source code
getAlpha Man page Source code
getAlpha.fPFOLIOSPEC Man page Source code
getAlpha.fPFOLIOVAL Man page Source code
getAlpha.fPORTFOLIO Man page Source code
getConstraints Man page Source code
getConstraints.fPORTFOLIO Man page Source code
getConstraintsTypes Man page Source code
getControl Man page Source code
getControl.fPFOLIOSPEC Man page Source code
getControl.fPORTFOLIO Man page Source code
getCov Man page Source code
getCov.fPFOLIODATA Man page Source code
getCov.fPORTFOLIO Man page Source code
getCovRiskBudgets Man page Source code
getCovRiskBudgets.fPFOLIOVAL Man page Source code
getCovRiskBudgets.fPORTFOLIO Man page Source code Source code
getData Man page Man page Source code
getData.fPFOLIODATA Man page Source code
getData.fPORTFOLIO Man page Source code
getDefault Man page
getEstimator Man page Source code
getEstimator.fPFOLIODATA Man page Source code
getEstimator.fPFOLIOSPEC Man page Source code
getEstimator.fPORTFOLIO Man page Man page Source code Source code
getEstimatorFun Source code
getMean Man page Source code
getMean.fPFOLIODATA Man page Source code
getMean.fPORTFOLIO Man page Source code
getMessages Man page Man page Source code
getMessages.fPFOLIOBACKTEST Man page Source code
getMessages.fPFOLIOSPEC Man page Source code
getModel Man page
getModel.fPFOLIOSPEC Man page Source code
getModel.fPORTFOLIO Man page Source code
getMu Man page Source code
getMu.fPFOLIODATA Man page Source code
getMu.fPORTFOLIO Man page Source code
getNAssets Man page Source code
getNAssets.fPFOLIODATA Man page Source code
getNAssets.fPORTFOLIO Man page Source code
getNFrontierPoints Man page Source code
getNFrontierPoints.fPFOLIOSPEC Man page Source code
getNFrontierPoints.fPFOLIOVAL Man page Source code
getNFrontierPoints.fPORTFOLIO Man page Source code
getNames Source code
getObjective Man page Source code
getObjective.fPFOLIOSPEC Man page Source code
getObjective.fPORTFOLIO Man page Source code
getOptim Man page Source code
getOptim.fPFOLIOSPEC Man page Source code
getOptim.fPORTFOLIO Man page Source code
getOptimize Man page Source code
getOptimize.fPFOLIOSPEC Man page Source code
getOptimize.fPORTFOLIO Man page Source code
getOptions Man page Source code
getOptions.fPFOLIOSPEC Man page Source code
getOptions.fPORTFOLIO Man page Source code
getParams Man page Source code
getParams.fPFOLIOSPEC Man page Source code
getParams.fPORTFOLIO Man page Source code
getPortfolio Man page Source code
getPortfolio.fPFOLIOSPEC Man page Source code
getPortfolio.fPFOLIOVAL Man page Source code
getPortfolio.fPORTFOLIO Man page Source code
getRiskFreeRate Man page Source code
getRiskFreeRate.fPFOLIOSPEC Man page Source code
getRiskFreeRate.fPFOLIOVAL Man page Source code
getRiskFreeRate.fPORTFOLIO Man page Source code
getSeries Man page Source code
getSeries.fPFOLIODATA Man page Source code
getSeries.fPORTFOLIO Man page Source code
getSigma Man page Source code
getSigma.fPFOLIODATA Man page Source code
getSigma.fPORTFOLIO Man page Source code
getSmoother Man page Source code
getSmoother.fPFOLIOBACKTEST Man page Source code
getSmootherDoubleSmoothing Man page Source code
getSmootherDoubleSmoothing.fPFOLIOBACKTEST Man page Source code
getSmootherFun Man page Source code
getSmootherFun.fPFOLIOBACKTEST Man page Source code
getSmootherInitialWeights Man page Source code
getSmootherInitialWeights.fPFOLIOBACKTEST Man page Source code
getSmootherLambda Man page Source code
getSmootherLambda.fPFOLIOBACKTEST Man page Source code
getSmootherParams Man page Source code
getSmootherParams.fPFOLIOBACKTEST Man page Source code
getSmootherSkip Man page Source code
getSmootherSkip.fPFOLIOBACKTEST Man page Source code
getSolver Man page Source code
getSolver.fPFOLIOSPEC Man page Source code
getSolver.fPORTFOLIO Man page Source code
getSpec Man page Man page Source code
getSpec.fPORTFOLIO Man page Source code
getStatistics Man page Source code
getStatistics.fPFOLIODATA Man page Source code
getStatistics.fPORTFOLIO Man page Source code
getStatus Man page Source code
getStatus.fPFOLIOSPEC Man page Source code
getStatus.fPFOLIOVAL Man page Source code
getStatus.fPORTFOLIO Man page Source code
getStrategy Man page Source code
getStrategy.fPFOLIOBACKTEST Man page Source code
getStrategyFun Man page Source code
getStrategyFun.fPFOLIOBACKTEST Man page Source code
getStrategyParams Man page Source code
getStrategyParams.fPFOLIOBACKTEST Man page Source code
getTailRisk Man page Source code
getTailRisk.fPFOLIODATA Man page Source code
getTailRisk.fPFOLIOSPEC Man page Source code
getTailRisk.fPORTFOLIO Man page Source code
getTailRiskBudgets Man page Source code
getTailRiskBudgets.fPORTFOLIO Man page Source code
getTargetReturn Man page Source code
getTargetReturn.fPFOLIOSPEC Man page Source code
getTargetReturn.fPFOLIOVAL Man page Source code
getTargetReturn.fPORTFOLIO Man page Source code
getTargetRisk Man page Source code
getTargetRisk.fPFOLIOSPEC Man page Source code
getTargetRisk.fPFOLIOVAL Man page Source code
getTargetRisk.fPORTFOLIO Man page Source code
getTrace Man page Source code
getTrace.fPFOLIOSPEC Man page Source code
getTrace.fPORTFOLIO Man page Source code
getType Man page Source code
getType.fPFOLIOSPEC Man page Source code
getType.fPORTFOLIO Man page Source code
getUnits Man page
getUnits.fPFOLIODATA Man page Source code
getUnits.fPORTFOLIO Man page Source code
getWeights Man page Source code
getWeights.fPFOLIOSPEC Man page Source code
getWeights.fPFOLIOVAL Man page Source code
getWeights.fPORTFOLIO Man page Source code
getWindows Man page Source code
getWindows.fPFOLIOBACKTEST Man page Source code
getWindowsFun Man page Source code
getWindowsFun.fPFOLIOBACKTEST Man page Source code
getWindowsHorizon Man page Source code
getWindowsHorizon.fPFOLIOBACKTEST Man page Source code
getWindowsParams Man page Source code
getWindowsParams.fPFOLIOBACKTEST Man page Source code
ghtDependencyFit Source code
glpkLP Man page
glpkLPControl Man page Source code
groupmarkowitzTestNLP Source code
gsgnormCopulaFit Source code
ipopQP Man page Source code
ipopQPControl Man page Source code
kendallEstimator Man page Source code
kestrelQP Man page Source code
kestrelQPControl Man page Source code
lambdaCVaR Man page Source code
lambdaTailRisk Source code
ledoitWolfEstimator Source code
listFConstraints Man page Source code
lpAssign Source code
lpmEstimator Man page Source code
macdIndicator Source code
madRglpkArguments Source code
madSolveTwoAssets Source code
markowitzHull Man page Source code
maxBConstraints Man page Source code
maxBuyinConstraints Man page Source code
maxCardConstraints Man page Source code
maxFConstraints Man page Source code
maxReturn Man page
maxWConstraints Man page Source code
maxddMap Man page Source code
maxratioPortfolio Man page Source code
maxreturnPortfolio Man page Source code
maxsumWConstraints Man page Source code
mcdEstimator Man page Source code
mcdEstimator2 Source code
mcr Source code
mcrBeta Source code
minBConstraints Man page Source code
minBuyinConstraints Man page Source code
minCardConstraints Man page Source code
minFConstraints Man page Source code
minRisk Man page
minWConstraints Man page Source code
minriskPortfolio Man page Source code Source code
minsumWConstraints Man page Source code
minvariancePoints Man page Source code
minvariancePortfolio Man page Source code
modifiedVaR Man page Source code
monteCarloPoints Man page Source code
mveEstimator Man page Source code
mveEstimator2 Source code
myVaR Source code
nCardConstraints Man page Source code
neosLP Man page Source code
neosLPControl Man page Source code
neosQP Man page Source code
neosQPControl Man page Source code
netPerformance Man page Source code
netPerformanceCalendar Source code
netPerformancePlot Source code
netPerformanceYTD Source code
nigDependencyFit Source code
nlminb2NLP Man page Source code
nlminb2NLPControl Man page Source code
nnveEstimator Man page Source code
normDependencyFit Source code
normalVaR Man page Source code
notStackedWeightsPlot Source code
onAttach Source code
onLoad Source code
parAnalytics Man page Source code
pcoutAnalytics Man page Source code
pfolioCVaR Man page Source code
pfolioCVaRplus Man page Source code
pfolioHist Man page Source code
pfolioMaxLoss Man page Source code
pfolioReturn Man page Man page Source code
pfolioRisk Man page
pfolioSigma Man page
pfolioTargetReturn Man page Source code
pfolioTargetRisk Man page Source code
pfolioVaR Man page Source code
plot-methods Man page
plot.fPORTFOLIO Man page Source code
portfolioBacktest Man page Source code
portfolioBacktesting Man page Source code
portfolioConstraints Man page Source code
portfolioData Man page Source code
portfolioData2 Man page
portfolioFrontier Man page Source code Source code
portfolioObjective Man page Source code
portfolioReturn Man page Source code
portfolioRisk Man page Source code
portfolioRolling Man page
portfolioSmoothing Man page Source code
portfolioSpec Man page Source code
powellTestNLP Source code
print.solver Man page Source code Source code
qpAssign Source code
quadprog.CLA Source code
quadprogQP Man page Source code
quadprogQPControl Man page Source code
rachevratioTestNLP Source code
ramplLP Man page Source code
ramplNLP Man page Source code
ramplQP Man page Source code
rdonlp2 Man page Source code
rdonlp2Arguments Source code
rdonlp2NLP Man page Source code
rebalancingStats Source code
rglpk.CVAR Source code
rglpk.MAD Source code
rglpkLP Man page Source code
rgsgnormCopula Source code
ripopArguments Source code
ripopQP Man page Source code
riskBudgets Source code
riskBudgetsPlot Man page Source code
riskContributions Source code
riskMap Man page Source code
riskPfolio Man page
riskSurface Man page Source code
riskmetricsAnalytics Man page Source code
rkestrelQP Man page Source code
rmtEstimator Source code
rneosLP Man page Source code
rneosQP Man page Source code
rnlminb2 Man page Source code
rnlminb2NLP Man page Source code
rollingCDaR Man page Source code
rollingCVaR Man page Source code
rollingCmlPortfolio Man page Source code
rollingDaR Man page Source code
rollingMinvariancePortfolio Man page Source code
rollingPortfolio Man page
rollingPortfolioFrontier Man page Source code
rollingRiskBudgets Man page
rollingSigma Man page Source code
rollingTangencyPortfolio Man page Source code
rollingVaR Man page Source code
rollingWindows Man page Source code
rosensuzukiTestNLP Source code
rquadprog Man page Source code
rquadprogArguments Source code
rquadprogQP Man page Source code
rshortExact Source code
rshortExactArguments Source code
rsocp Source code
rsocpArguments Source code
rsocpControl Source code
rsolnp Man page
rsolnpArguments Source code
rsolnpNLP Man page Source code
rsolveLP Man page Source code
rsolveQP Man page Source code
rsymphonyLP Man page Source code
run Source code
sampleCOV Man page Source code
sampleVaR Man page Source code
scaledColors Source code
setAlpha<- Man page
setBacktest Man page
setEstimator<- Man page
setNFrontierPoints<- Man page
setObjective<- Man page
setOptimize<- Man page
setParams<- Man page
setRiskFreeRate<- Man page
setSmootherDoubleSmoothing<- Man page
setSmootherFun<- Man page
setSmootherInitialWeights<- Man page
setSmootherLambda<- Man page
setSmootherParams<- Man page
setSmootherSkip<- Man page
setSolver<- Man page
setSpec Man page
setStatus<- Man page
setStrategyFun<- Man page
setStrategyParams<- Man page
setTailRisk<- Man page
setTargetReturn<- Man page
setTargetRisk<- Man page
setTrace<- Man page
setType<- Man page
setWeights<- Man page
setWindowsFun<- Man page
setWindowsHorizon<- Man page
setWindowsParams<- Man page
sharpeRatioLines Man page Source code
sharperatioTestNLP Source code
show,fPFOLIOBACKTEST-method Man page
show,fPFOLIOCON-method Man page
show,fPFOLIODATA-method Man page
show,fPFOLIOSPEC-method Man page
show,fPFOLIOVAL-method Man page
show,fPORTFOLIO-method Man page
show-methods Man page
shrinkEstimator Man page Source code
singleAssetPoints Man page Source code
slpmEstimator Man page Source code
solnpNLP Man page Source code
solnpNLPControl Man page Source code
solveLP.GLPK.demo Source code
solveLP.MAD.demo Source code
solveNLP.demo Source code
solveQP.MV.demo Source code
solveRampl.CVAR Man page Source code
solveRampl.MV Man page Source code
solveRdonlp2 Man page Source code
solveRglpk.CVAR Man page Source code
solveRglpk.MAD Man page Source code
solveRipop Man page Source code
solveRquadprog Man page Source code
solveRquadprog.CLA Man page Source code
solveRshortExact Man page Source code
solveRsocp Man page Source code
solveRsolnp Man page Source code
solveRtwoAssets Source code
spearmanEstimator Man page Source code
stabilityAnalytics Man page Source code
studentEstimator Source code
summary-methods Man page
summary.fPORTFOLIO Man page Source code
summary.solver Source code
surfacePlot Man page Source code
symphonyLP Man page
symphonyLPControl Man page Source code
tailDependenceCoeffs Source code
tailRiskBudgetsLinePlot Man page Source code
tailRiskBudgetsPie Man page Source code
tailRiskBudgetsPlot Man page Source code
tailoredFrontierPlot Man page Source code
tangencyLines Man page Source code
tangencyPoints Man page Source code
tangencyPortfolio Man page Source code
tangencyStrategy Man page Source code
ternaryCoord Man page Source code
ternaryFrontier Man page Source code
ternaryMap Man page Source code
ternaryPoints Man page Source code
ternaryWeights Man page Source code
turnsAnalytics Man page Source code
twoAssetsLines Man page Source code
vaniniFig Source code
varRisk Man page Source code Source code
waveletSpectrum Man page Source code
weightedReturnsLinePlot Man page Source code
weightedReturnsPie Man page Source code
weightedReturnsPlot Man page Source code
weightsLinePlot Man page Source code
weightsPie Man page Source code
weightsPlot Man page Source code
weightsSlider Man page Source code
weightsWheel Source code
wright4TestNLP Source code
wright9TestNLP Source code

Files

inst
inst/LICENSE_DONLP2
inst/ReferenceCard.txt
inst/LICENSE_SOCP
inst/LICENSE_AMPL
inst/LICENSE_SOLNP
inst/LICENSE_GLPK
inst/LICENSE_QUADPROG
inst/obsolete
inst/obsolete/zzz.Deprecated.R
NAMESPACE
data
data/LPP2005.rda
data/SMALLCAP.RET.rda
data/LPP2005.RET.rda
data/ECON85.csv
data/GCCINDEX.RET.rda
data/SMALLCAP.rda
data/SWX.RET.rda
data/GCCINDEX.rda
data/ECON85LONG.csv
data/SPISECTOR.RET.rda
data/SWX.rda
data/SPISECTOR.rda
R
R/solve-Ripop.R
R/frontier-getPoints.R
R/object-portfolioSpec.R
R/frontier-weightPlots.R
R/mathprogQP-ampl.R
R/mathprogLP-glpk.R
R/plot-weightsPlots.R
R/risk-ternaryMap.R
R/methods-mathprog.R
R/solve-Rampl.R
R/a-class-fPFOLIOBACKTEST.R
R/mathprogQP-neos.R
R/mathprogNLP-solnp.R
R/solve-Rsolnp.R
R/solve-RquadprogCLA.R
R/portfolio-efficientPfolio.R
R/mathprogNLP-ampl.R
R/frontier-portfolioPlots.R
R/mathprogLP-symphony.R
R/portfolio-rollingPfolio.R
R/a-class-fPFOLIOCON.R
R/backtest-pfolioBacktestSpec.R
R/portfolio-feasiblePfolio.R
R/portfolio-riskPfolio.R
R/backtest-methodsShow.R
R/object-setSpec.R
R/utils-amplInterface.R
R/risk-pfolioMeasures.R
R/monitor-stability.R
R/backtest-getBacktestSpec.R
R/backtest-pfolioBacktesting.R
R/methods-plot.R
R/risk-tailBudgets.R
R/plot-vaniniFig.R
R/backtest-rollingStats.R
R/object-portfolioData.R
R/object-getPortfolioVal.R
R/a-class-fPFOLIOVAL.R
R/backtest-defaultFunctions.R
R/solve-RglpkMAD.R
R/utils-amplExtractors.R
R/utils-exampleData.R
R/object-getSpec.R
R/backtest-netPerformance.R
R/mathprogQP.R
R/mathprogNLP-donlp2.R
R/object-getUseMethods.R
R/utils-amplLibrary.R
R/object-getData.R
R/methods-summary.R
R/mathprogQP-quadprog.R
R/plot-weightsLines.R
R/object-portfolioConstraints.R
R/utils-amplExec.R
R/plot-weightsSlider.R
R/solve-RtwoAssets.R
R/mathprogLP-ampl.R
R/a-class-fPFOLIOSPEC.R
R/methods-show.R
R/solve-environment.R
R/risk-covEstimator.R
R/mathprogQP-ipop.R
R/utils-methods.R
R/mathprogLP.R
R/a-class-fPORTFOLIO.R
R/a-class-fPFOLIODATA.R
R/risk-budgeting.R
R/mathprogLP-neos.R
R/mathprogNLP.R
R/solve-Rquadprog.R
R/utils-specs.R
R/utils-NLPgeneral.R
R/solve-Rdonlp2.R
R/solve-RshortExact.R
R/risk-surfaceRisk.R
R/backtest-setBacktestSpec.R
R/mathprogQP-kestrel.R
R/mathprogNLP-nlminb2.R
R/portfolio-efficientFrontier.R
R/backtest-getMethods.R
R/monitor-indicators.R
R/solve-Rsocp.R
R/zzz.R
R/backtest-Plots.R
R/object-getPortfolio.R
R/solve-RglpkVAR.R
R/plot-weightsPies.R
R/00RmetricsPortfolio-package.R
MD5
DESCRIPTION
ChangeLog
man
man/methods-show.Rd
man/portfolio-pfolioRisk.Rd
man/solve-environment.Rd
man/weights-Slider.Rd
man/mathprog-NLP.Rd
man/portfolio-feasiblePfolio.Rd
man/frontier-Plot.Rd
man/portfolio-getSpec.Rd
man/methods-summary.Rd
man/portfolio-Rolling.Rd
man/a-class-fPFOLIOSPEC.Rd
man/portfolio-getDefault.Rd
man/portfolio-setSpec.Rd
man/frontier-Points.Rd
man/risk-budgeting.Rd
man/solver-rfamily.Rd
man/backtest-plots.Rd
man/portfolio-portfolioSpec.Rd
man/risk-surfaceRisk.Rd
man/methods-plot.Rd
man/monitor-stability.Rd
man/backtest-constructors.Rd
man/risk-ternaryMap.Rd
man/backtest-extractors.Rd
man/a-class-fPFOLIOCON.Rd
man/utils-methods.Rd
man/backtest-getMethods.Rd
man/a-class-fPFOLIOVAL.Rd
man/portfolio-getVal.Rd
man/weights-barPlots.Rd
man/backtest-specification.Rd
man/backtest-portfolios.Rd
man/data-sets.Rd
man/a-class-fPFOLIOBACKTEST.Rd
man/portfolio-Data.Rd
man/mathprog-QP.Rd
man/portfolio-covEstimator.Rd
man/weights-piePlots.Rd
man/portfolio-Constraints.Rd
man/portfolio-getPortfolio.Rd
man/backtest-statisitics.Rd
man/solver-ampl.Rd
man/portfolio-getData.Rd
man/portfolio-Frontier.Rd
man/weights-linePlots.Rd
man/frontier-PlotControl.Rd
man/a-class-fPORTFOLIO.Rd
man/00fPortfolio-package.Rd
man/mathprog-LP.Rd
man/backtest-functions.Rd
man/backtest-performance.Rd
man/portfolio-efficientPfolio.Rd
man/portfolio-riskPfolio.Rd
man/a-class-fPFOLIODATA.Rd
fPortfolio documentation built on May 19, 2017, 7:44 a.m.

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