LSPM: The Leverage Space Portfolio Modeler
Version 0.1-3

The Leverage Space Portfolio Modeler

AuthorSoren Macbeth <soren@dopeness.org>, Joshua Ulrich <josh.m.ulrich@gmail.com>, and Ralph Vince <rvince@parametricplanet.com>
Date of publication2017-05-01 13:20:29
MaintainerSoren Macbeth <soren@dopeness.org>, Joshua Ulrich <josh.m.ulrich@gmail.com>
LicenseGPL-3
Version0.1-3
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("LSPM", repos="http://R-Forge.R-project.org")

Getting started

Package overview

Popular man pages

GHPR: Geometric Average Holding Period Return
jointProbTable: Joint Probability Table
lsp: Create a Leverage Space Portfolio Object
LSPM-package: Leverage Space Portfolio Modeler
maxProbProfit: Maximize the Probability of Profit
optimalf: Optimal f
riskFunctions: Risk Probability Functions
See all...

All man pages Function index File listing

Man pages

GHPR: Geometric Average Holding Period Return
HPR: Holding Period Return
jointProbTable: Joint Probability Table
lsp: Create a Leverage Space Portfolio Object
LSPM-package: Leverage Space Portfolio Modeler
maxDrawdown: Maximum Drawdown
maxProbProfit: Maximize the Probability of Profit
optimalf: Optimal f
port: Sample lsp portfolio data
probProfit: Probability of Profit
riskFunctions: Risk Probability Functions

Functions

GHPR Man page Source code
HPR Man page Source code
LSPM Man page
LSPM-package Man page
RD.asymptote Source code
jointProbTable Man page Source code
lsp Man page Source code
maxDrawdown Man page Source code
maxProbProfit Man page Source code
onAttach Source code
optimalf Man page Source code
port Man page
print.lsp Source code
probDrawdown Man page Source code
probProfit Man page Source code Source code
probRD Source code
probRuin Man page Source code
riskFunctions Man page

Files

DESCRIPTION
NAMESPACE
R
R/HPR.R
R/combinatorics.R
R/jointProbTable.R
R/lsp.R
R/maxDrawdown.R
R/maxProbProfit.R
R/optimalf.R
R/probProfit.R
R/riskFunctions.R
R/zzz.R
data
data/port.rda
man
man/GHPR.Rd
man/HPR.Rd
man/LSPM-package.Rd
man/jointProbTable.Rd
man/lsp.Rd
man/maxDrawdown.Rd
man/maxProbProfit.Rd
man/optimalf.Rd
man/port.Rd
man/probProfit.Rd
man/riskFunctions.Rd
src
src/hpr.c
src/lspm.h
src/nPri.c
src/objectiveFunction.c
src/probProfit.c
src/riskFunctions.c
LSPM documentation built on May 21, 2017, 3:26 a.m.

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