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fPortfolio (version 280.73)

Rmetrics - Portfolio Selection and Optimization

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fPortfolio')

Monthly Downloads

1,651

Version

280.73

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 25th, 2023

Functions in fPortfolio (280.73)

summary-methods

summary-methods
fFOLIOCON-class

Portfolio Constraints Handling
portfolioSpec

Specification of Portfolios
frontierPoints

Get Frontier Points
fFOLIODATA-class

Portfolio Data Handling
show-methods

Portfolio Print Methods
frontierPlot

Efficient Frontier Plot
getSpec

Portfolio Specification Extractors
getPortfolio

Portfolio Class Extractors
weightsPie

Portfolio Pie Plots
fPORTFOLIO-class

Portfolio Class
frontierPlotControl

Frontier Plot Control List
covEstimator

Covariance Estimators
plot-methods

plot-methods
getData

Portfolio Data Extractors
getDefault

Extractors
portfolioConstraints

Portfolio Constraints
portfolioFrontier

Efficient Portfolio Frontier
portfolioRisk

portfolioRisk
portfolioData2

portfolioData2
solveRquadprog

Quadratic Programming Solver
weightsLinePlot

Portfolio Weights Line Plots
portfolioRolling

Rolling Portfolio
weightsPlot

Portfolio Weights Pie Plots
fPortfolio-package

Portfolio Modelling, Optimization and Backtesting
dataSets

fPortfolio Data Sets
fPFOLIOSPEC-class

Specification of Portfolios
feasiblePortfolio

Portfolio Class
efficientPortfolio

Efficient Portfolios
setSpec

Specification of Portfolios
solveRglpk

Linear Programming Solver
solveRshortExact

Exat unlimit Short Selling Solver
weightsSlider

Portfolio Weights Slider