IntroCompFinR: Introduction to Computational Finance in R
Version 1.0

The package is for the introduction to computational finance in R for Econ 424 in University of Washington, Seattle. There are examples and function for demonstration and teaching purpose. Students are expected to download the package and learn from the codes and examples. Moreover, the book coming soon is also based on this package.

Browse man pages Browse package API and functions Browse package files

AuthorEric Zivot
Date of publication2015-10-30 18:31:27
MaintainerBethany Yollin <byollin@gmail.com>
LicenseGPL-2
Version1.0
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("IntroCompFinR", repos="http://R-Forge.R-project.org")

Man pages

amznDailyPrices: Daily adjusted closing price for Amazon stock
baDailyPrices: Daily adjusted closing price for Boeing stock
costDailyPrices: Daily adjusted closing price for Costco stock
efficient.frontier: Compute efficient frontier of risky assets
efficient.portfolio: Compute minimum variance portfolio subject to target return
fourPanelPlot: Create four-panel plot of returns
getPortfolio: Create portfolio object
globalMin.portfolio: Compute global minimum variance portfolio
jwnDailyPrices: Daily adjusted closing price for Nordstrom stock
msftDailyPrices: Daily adjusted closing price for Microsoft stock
plot.Markowitz: Plot method of class Markowitz
plot.portfolio: Plot method of class portfolio
print.Markowitz: Print efficient frontier
print.portfolio: Print method of class portfolio
sbuxDailyPrices: Daily adjusted closing price for Starbucks stock
sp500DailyPrices: Daily adjusted closing price for S&P 500 index
summary.Markowitz: Summary method of class Markowitz
summary.portfolio: Summary method of class portfolio
tangency.portfolio: Compute tangency portfolio
VanguardPrices: Monthly adjusted closing price for Vanguard Mutual Fund

Functions

VanguardPrices Man page
amznDailyPrices Man page
baDailyPrices Man page
costDailyPrices Man page
efficient.frontier Man page Source code
efficient.portfolio Man page Source code
fourPanelPlot Man page Source code
getPortfolio Man page Source code
globalMin.portfolio Man page Source code
jwnDailyPrices Man page
msftDailyPrices Man page
plot.Markowitz Man page Source code
plot.portfolio Man page Source code
print.Markowitz Man page Source code
print.portfolio Man page Source code
sbuxDailyPrices Man page
sp500DailyPrices Man page
summary.Markowitz Man page Source code
summary.portfolio Man page Source code
tangency.portfolio Man page Source code

Files

DESCRIPTION
NAMESPACE
R
R/data.R
R/efficient.frontier.R
R/efficient.portfolio.R
R/fourPanelPlot.R
R/getPortfolio.R
R/globalMin.portfolio.R
R/plot.Markowitz.R
R/plot.portfolio.R
R/print.Markowitz.R
R/print.portfolio.R
R/summary.Markowitz.R
R/summary.portfolio.R
R/tangency.portfolio.R
data
data/VanguardPrices.rda
data/amznDailyPrices.rda
data/baDailyPrices.rda
data/costDailyPrices.rda
data/jwnDailyPrices.rda
data/msftDailyPrices.rda
data/sbuxDailyPrices.rda
data/sp500DailyPrices.rda
man
man/VanguardPrices.Rd
man/amznDailyPrices.Rd
man/baDailyPrices.Rd
man/costDailyPrices.Rd
man/efficient.frontier.Rd
man/efficient.portfolio.Rd
man/fourPanelPlot.Rd
man/getPortfolio.Rd
man/globalMin.portfolio.Rd
man/jwnDailyPrices.Rd
man/msftDailyPrices.Rd
man/plot.Markowitz.Rd
man/plot.portfolio.Rd
man/print.Markowitz.Rd
man/print.portfolio.Rd
man/sbuxDailyPrices.Rd
man/sp500DailyPrices.Rd
man/summary.Markowitz.Rd
man/summary.portfolio.Rd
man/tangency.portfolio.Rd
IntroCompFinR documentation built on May 21, 2017, 12:30 a.m.