fPortfolio: Rmetrics - Portfolio Selection and Optimization

Provides a collection of functions to optimize portfolios and to analyze them from different points of view.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], William Chen [ctb]
MaintainerTobias Setz <tobias.setz@live.com>
LicenseGPL (>= 2)
URL https://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fPortfolio", repos="http://R-Forge.R-project.org")

Try the fPortfolio package in your browser

Any scripts or data that you put into this service are public.

fPortfolio documentation built on May 2, 2019, 5:19 p.m.