API for parma
Portfolio Allocation and Risk Management Applications
| Global functions | |
|---|---|
| .arbcheck | Source code |
| .checkarbitrage | Source code |
| .checkconsfun | Source code |
| .cmaes.ctrl | Source code |
| .crs.ctrl | Source code |
| .eval.control | Source code |
| .gnlp.ctrl | Source code |
| .logtransform | Source code |
| .matrix.lag | Source code |
| .nloptr.ctrl | Source code |
| .numeric.lag | Source code |
| .onAttach | Source code |
| .parmafrontier | Source code |
| .parmaget | Source code |
| .parmareward | Source code |
| .parmarisk | Source code |
| .parmaset | Source code |
| .parmasolve | Source code |
| .parmaspec | Source code |
| .parmautility | Source code |
| .parmaweights | Source code Source code |
| .pstatus | Source code |
| .qp.min | Source code |
| .qp.opt | Source code |
| .socp.max | Source code |
| .socp.min | Source code |
| .socp.opt | Source code |
| .spec2LP | Source code |
| .spec2QP | Source code |
| .spec2SOCP | Source code |
| .spec2minGNLP | Source code |
| .spec2minNLP | Source code |
| .spec2optGNLP | Source code |
| .spec2optNLP | Source code |
| .sqrtm | Source code |
| .tictoc | Source code |
| .timeSeries.lag | Source code |
| Lag | Source code |
| LastMonthDay | Source code |
| SeqWeekdays | Source code |
| Socp | Man page |
| SocpControl | Man page Source code |
| SocpPhase1 | Man page |
| SocpPhase2 | Man page |
| Weekday | Source code |
| cara2.eq | Source code |
| cara2.eqgr | Source code |
| cara2.fn | Source code |
| cara2.gr | Source code |
| cara4.eq | Source code |
| cara4.eqgr | Source code |
| cara4.fn | Source code |
| cara4.gr | Source code |
| centropy | Source code |
| checkarbitrage | Man page Source code |
| checkarbitrage,ANY-method | Man page |
| checkarbitrage,parmaPort-method | Man page |
| cmaes | Man page Source code |
| cmaes.control | Man page Source code |
| cond | Source code |
| eqfun.budget.min | Source code |
| eqfun.budget.opt | Source code |
| eqfun.leverage.min | Source code |
| eqfun.leverage.opt | Source code |
| eqfun.target.min | Source code |
| eqfun.target.opt | Source code |
| eqjac.budget.min | Source code |
| eqjac.budget.opt | Source code |
| eqjac.leverage.min | Source code |
| eqjac.leverage.opt | Source code |
| eqjac.target.min | Source code |
| eqjac.target.opt | Source code |
| etfdata | Man page |
| eye | Source code |
| fcigar | Source code |
| fcigtab | Source code |
| fdiffpow | Source code |
| felli | Source code |
| felli100 | Source code |
| find | Source code |
| fparabR | Source code |
| fplane | Source code |
| frastrigin10 | Source code |
| frosenbrock | Source code |
| fschwefel | Source code |
| fsharpR | Source code |
| fsphere | Source code |
| fssphere | Source code |
| ftablet | Source code |
| ftwoaxes | Source code |
| fun.cdar | Source code |
| fun.cumret | Source code |
| fun.cvar | Source code |
| fun.dd | Source code |
| fun.lpm | Source code |
| fun.mad | Source code |
| fun.minmax | Source code |
| fun.qvar | Source code |
| fun.rachevratio | Source code |
| fun.risk | Source code |
| fun.upm | Source code |
| fun.var | Source code |
| func.abs.smooth | Source code |
| func.abs.smooth2 | Source code |
| func.ineq.lpmupm | Source code Source code |
| func.lpmupm | Source code |
| func.max.smooth | Source code |
| func.mincvar | Source code |
| func.minlpm | Source code |
| func.minmad | Source code |
| func.minminmax | Source code |
| func.minvar | Source code |
| func.optcvar | Source code |
| func.optlpm | Source code |
| func.optlpmupm | Source code |
| func.optmad | Source code |
| func.optminmax | Source code |
| func.optvar | Source code |
| gnlp.fraccmaes | Source code |
| gnlp.fraccrs | Source code |
| gnlp.mincmaes | Source code |
| gnlp.mincrs | Source code |
| gnlpport | Source code |
| grad.abs.smooth | Source code |
| grad.abs.smooth2 | Source code |
| grad.ineq.lpmupm | Source code |
| grad.max.smooth | Source code |
| grad.mincvar | Source code |
| grad.minlpm | Source code |
| grad.minmad | Source code |
| grad.minminmax | Source code |
| grad.minvar | Source code |
| grad.optcvar | Source code |
| grad.optlpm | Source code |
| grad.optlpmupm | Source code |
| grad.optmad | Source code |
| grad.optminmax | Source code |
| grad.optvar | Source code |
| ineqfun.bounds.opt | Source code |
| ineqfun.bsturnover.min | Man page Source code |
| ineqfun.bsturnover.opt | Man page Source code |
| ineqfun.lpm.min | Source code |
| ineqfun.lpm.opt | Source code |
| ineqfun.minminmax | Source code |
| ineqfun.optminmax | Source code |
| ineqfun.target.min | Source code |
| ineqfun.turnover.min | Man page Source code |
| ineqfun.turnover.opt | Man page Source code |
| ineqfun.variance.min | Man page Source code |
| ineqfun.variance.opt | Man page Source code |
| ineqjac.bounds.opt | Source code |
| ineqjac.bsturnover.min | Man page Source code |
| ineqjac.bsturnover.opt | Man page Source code |
| ineqjac.lpm.min | Source code |
| ineqjac.lpm.opt | Source code |
| ineqjac.minminmax | Source code |
| ineqjac.optminmax | Source code |
| ineqjac.target.min | Source code |
| ineqjac.turnover.min | Man page Source code |
| ineqjac.turnover.opt | Man page Source code |
| ineqjac.variance.min | Man page Source code |
| ineqjac.variance.opt | Man page Source code |
| is.even | Source code |
| local_noisemeasurement | Source code |
| lpcdar.minrisk | Source code |
| lpcdar.optrisk | Source code |
| lpcvar.minrisk | Source code |
| lpcvar.optrisk | Source code |
| lplpm1.minrisk | Source code |
| lplpm1.optrisk | Source code |
| lpmad.minrisk | Source code |
| lpmad.optrisk | Source code |
| lpmin.setup | Source code |
| lpminmax.minrisk | Source code |
| lpminmax.optrisk | Source code |
| lpminsolver | Source code |
| lpopt.setup | Source code |
| lpoptsolver | Source code |
| lpport | Source code |
| m.parmafrontier | Source code |
| max.int | Source code |
| milpcdar.minrisk | Source code |
| milpcvar.minrisk | Source code |
| milpfracsolver | Source code |
| milplpm1.minrisk | Source code |
| milpmad.minrisk | Source code |
| milpminmax.minrisk | Source code |
| milpminsolver | Source code |
| milpmodrachev | Source code |
| milpport | Source code |
| min.int | Source code |
| myprctile | Source code |
| myrange | Source code |
| nlpport | Source code |
| ones | Source code |
| parma | Man page |
| parma-package | Man page |
| parma.con.qpmin1 | Source code |
| parma.con.qpmin2 | Source code |
| parma.con.qpopt | Source code |
| parma.eq.lpmin | Source code |
| parma.eq.lpmupm | Source code |
| parma.eq.lpopt | Source code |
| parma.eq.minfun | Source code |
| parma.eq.mingrad | Source code |
| parma.eq.optfun | Source code |
| parma.eq.optgrad | Source code |
| parma.eqcon.qcqpsocp | Source code |
| parma.eqcon.qpsocp | Source code |
| parma.ineq.lpmin | Source code |
| parma.ineq.lpmupm | Source code |
| parma.ineq.lpopt | Source code |
| parma.ineq.minfun | Source code |
| parma.ineq.mingrad | Source code |
| parma.ineq.optfun | Source code |
| parma.ineq.optgrad | Source code |
| parma.ineqcon.qcqpsocp | Source code |
| parma.ineqcon.qpmaxrewardsocp | Source code |
| parma.ineqcon.qpoptsocp | Source code |
| parma.ineqcon.qpsocp | Source code |
| parma2CARA | Source code |
| parma4CARA | Source code |
| parmaPort-class | Man page |
| parmaSpec-class | Man page |
| parmafrontier | Man page Source code |
| parmafrontier,ANY-method | Man page |
| parmafrontier,parmaSpec-method | Man page |
| parmafrontier-methods | Man page |
| parmaget | Man page Source code |
| parmaget,ANY-method | Man page |
| parmaget,parmaSpec-method | Man page |
| parmareward | Man page Source code |
| parmareward,ANY-method | Man page |
| parmareward,parmaPort-method | Man page |
| parmarisk | Man page Source code |
| parmarisk,ANY-method | Man page |
| parmarisk,parmaPort-method | Man page |
| parmaset | Source code |
| parmaset<- | Man page |
| parmaset<-,ANY,ANY-method | Man page |
| parmaset<-,parmaSpec,vector-method | Man page |
| parmasolve | Man page Source code |
| parmasolve,ANY-method | Man page |
| parmasolve,parmaSpec-method | Man page |
| parmasolve-methods | Man page |
| parmaspec | Man page Source code |
| parmaspec,ANY-method | Man page |
| parmaspec-methods | Man page |
| parmastatus | Man page Source code |
| parmastatus,ANY-method | Man page |
| parmastatus,parmaPort-method | Man page |
| parmautility | Man page Source code |
| parmautility,ANY-method | Man page |
| parmautility-methods | Man page |
| penalty.lpmupm | Source code |
| penalty.minfun | Source code |
| penalty.optfun | Source code |
| qpmin.solver | Source code |
| qpopt.solver | Source code |
| qpport | Source code |
| repmat | Source code |
| reshape | Source code |
| riskfun | Man page Source code |
| s.parmafrontier | Source code |
| sentropy | Source code |
| show,parmaPort-method | Man page |
| show,parmaSpec-method | Man page |
| simweights | Source code |
| socpmax.solver | Source code |
| socpmin.solver | Source code |
| socpopt.solver | Source code |
| socpport | Source code |
| sqrtm | Source code |
| tictoc | Man page Source code |
| tictoc,ANY-method | Man page |
| tictoc,parmaPort-method | Man page |
| tril | Source code |
| triu | Source code |
| vfun.cvar | Source code |
| vfun.lpm | Source code |
| vfun.mad | Source code |
| vfun.risk | Source code |
| vfun.var | Source code |
| weights,parmaPort-method | Man page |
| xintobounds | Source code |
| zeros | Source code |
