Man pages for parma
Portfolio Allocation and Risk Management Applications
| cmaes-solver | The Covariance Matrix Adaptation Evolution Strategy (cmaes)... |
| constraints | NLP custom constraint functions |
| etfdata | 15 Exchange Traded Funds (ETFs) |
| parmafrontier-methods | Efficient Frontier Generator |
| parma-package | The parma package |
| parmaPort-class | Class '"parmaPort"' |
| parmasolve-methods | Portfolio Allocation Model Solver |
| parmaSpec-class | Class '"parmaSpec"' |
| parmaspec-methods | Portfolio Allocation Model Specification |
| parmautility-methods | Utility Based Optimization |
| riskfun | Portfolio Risk Measures |
| Socp | Second-order Cone Programming |
| SocpControl | Control Variables for Socp |
| SocpPhase1 | SOCP: Initialising objective variable x in primal form |
| SocpPhase2 | SOCP: Initialising objective variable z in dual form |
