Files in fPortfolio

Rmetrics - Portfolio Selection and Optimization

R/portfolio-efficientPfolio.R R/solve-RglpkVAR.R R/mathprogLP.R R/frontier-weightPlots.R R/utils-amplLibrary.R R/backtest-setBacktestSpec.R R/mathprogNLP-solnp.R R/mathprogNLP-ampl.R R/solve-RshortExact.R R/utils-amplExtractors.R R/methods-summary.R R/risk-covEstimator.R R/mathprogQP-quadprog.R R/frontier-getPoints.R R/solve-Rsolnp.R R/mathprogLP-symphony.R R/backtest-pfolioBacktestSpec.R R/mathprogQP-ipop.R R/a-class-fPFOLIODATA.R R/utils-amplInterface.R R/frontier-portfolioPlots.R R/mathprogQP-neos.R R/00RmetricsPortfolio-package.R R/risk-ternaryMap.R R/mathprogLP-glpk.R R/risk-pfolioMeasures.R R/a-class-fPFOLIOCON.R R/risk-surfaceRisk.R R/backtest-rollingStats.R R/methods-show.R R/object-getPortfolioVal.R R/backtest-getBacktestSpec.R R/methods-plot.R R/plot-weightsPies.R R/solve-RtwoAssets.R R/utils-amplExec.R R/mathprogNLP-nlminb2.R R/risk-budgeting.R R/mathprogQP.R R/a-class-fPORTFOLIO.R R/solve-Rsocp.R R/mathprogQP-kestrel.R R/backtest-getMethods.R R/object-getData.R R/object-setSpec.R R/mathprogLP-ampl.R R/monitor-indicators.R R/utils-NLPgeneral.R R/a-class-fPFOLIOVAL.R R/solve-RquadprogCLA.R R/portfolio-riskPfolio.R R/portfolio-feasiblePfolio.R R/portfolio-efficientFrontier.R R/object-portfolioConstraints.R R/methods-mathprog.R R/solve-Rampl.R R/monitor-stability.R R/backtest-pfolioBacktesting.R R/a-class-fPFOLIOSPEC.R R/utils-specs.R R/plot-weightsSlider.R R/object-getUseMethods.R R/backtest-Plots.R R/plot-vaniniFig.R R/utils-methods.R R/risk-tailBudgets.R R/backtest-netPerformance.R R/zzz.R R/object-portfolioData.R R/a-class-fPFOLIOBACKTEST.R R/plot-weightsLines.R R/solve-Ripop.R R/utils-exampleData.R R/solve-RglpkMAD.R R/plot-weightsPlots.R R/solve-Rquadprog.R R/object-getPortfolio.R R/backtest-defaultFunctions.R R/portfolio-rollingPfolio.R R/object-getSpec.R R/mathprogQP-ampl.R R/object-portfolioSpec.R R/backtest-methodsShow.R R/mathprogLP-neos.R R/solve-environment.R R/mathprogNLP.R inst/obsolete/zzz.Deprecated.R man/a-class-fPORTFOLIO.Rd man/utils-methods.Rd man/backtest-statisitics.Rd man/a-class-fPFOLIODATA.Rd man/backtest-performance.Rd man/data-sets.Rd man/weights-barPlots.Rd man/a-class-fPFOLIOCON.Rd man/portfolio-getPortfolio.Rd man/methods-plot.Rd man/a-class-fPFOLIOBACKTEST.Rd man/portfolio-Data.Rd man/portfolio-getVal.Rd man/portfolio-pfolioRisk.Rd man/backtest-extractors.Rd man/a-class-fPFOLIOVAL.Rd man/mathprog-LP.Rd man/portfolio-portfolioSpec.Rd man/backtest-constructors.Rd man/backtest-functions.Rd man/portfolio-Rolling.Rd man/portfolio-getDefault.Rd man/portfolio-Frontier.Rd man/risk-ternaryMap.Rd man/portfolio-getData.Rd man/00fPortfolio-package.Rd man/nlminb2Control.Rd man/weights-linePlots.Rd man/weights-Slider.Rd man/backtest-portfolios.Rd man/portfolio-Constraints.Rd man/solver-ampl.Rd man/solve-environment.Rd man/frontier-Points.Rd man/backtest-specification.Rd man/nlminb2.Rd man/portfolio-feasiblePfolio.Rd man/mathprog-NLP.Rd man/risk-surfaceRisk.Rd man/methods-show.Rd man/portfolio-setSpec.Rd man/frontier-PlotControl.Rd man/methods-summary.Rd man/portfolio-covEstimator.Rd man/mathprog-QP.Rd man/risk-budgeting.Rd man/portfolio-getSpec.Rd man/a-class-fPFOLIOSPEC.Rd man/portfolio-riskPfolio.Rd man/portfolio-efficientPfolio.Rd man/frontier-Plot.Rd man/backtest-getMethods.Rd man/backtest-plots.Rd man/weights-piePlots.Rd man/solver-rfamily.Rd man/monitor-stability.Rd