Rdocumentation
powered by
Learn R Programming
fPortfolio (version 4023.84)
Rmetrics - Portfolio Selection and Optimization
Description
A collection of functions to optimize portfolios and to analyze them from different points of view.
Copy Link
Link to current version
Version
Version
4023.84
3042.83.1
3042.83
3011.81
2130.80
2110.79
2100.78
2100.77
2100.76
290.75
280.74
280.73
260.72
251.70
240.10068
221.10065
220.10063
201.10060
201.10059
Install
install.packages('fPortfolio')
Monthly Downloads
1,674
Version
4023.84
License
GPL (>= 2)
Maintainer
Stefan Theussl
Last Published
April 25th, 2023
Functions in fPortfolio (4023.84)
Search all functions
backtest-plots
Portfolio backtesting plots
data-sets
Assets Data Sets
backtest-specification
Specification of portfolio backtesting
frontier-points
Get Frontier Points
frontier-plot
Efficient Frontier Plot
backtest-portfolio
Portfolio backtesting
frontier-plotControl
Frontier Plot Control List
backtestStats
Rolling portfolio backtesting statistics
backtest-performance
Portfolio backtesting net performance
backtest-getMethods
Portfolio Backtest Extractors
mathprog-NLP
Mathematical Non-Linear Programming
mathprog-LP
Mathematical Linear Programming
nlminb2Control
Control variables for Rnlminb2
methods-plot
plot-methods
methods-show
Portfolio Print Methods
mathprog-QP
Mathematical Linear Programming
nlminb2
Constrained nonlinear minimization
methods-summary
summary-methods
portfolio-constraints
Portfolio Constraints
monitor-stability
Monitoring Stability
portfolio-efficientPortfolio
Efficient Portfolios
portfolio-getDefault
Extractor Functions
portfolio-getSpec
Portfolio Specification Extractor Functions
portfolio-rollingPortfolios
Rolling Portfolio
portfolio-getData
Portfolio Data Extractor Functions
portfolio-covEstimator
Covariance Estimators
portfolio-setSpec
Settings for Specifications of Portfolios
portfolio-portfolioFrontier
Efficient Portfolio Frontier
risk-surfaceRisk
Surface Risk Analytics
portfolio-feasiblePortfolio
Feasible Portfolios
portfolio-dataSets
portfolioData2
portfolio-getPortfolio
Portfolio Class Extractors
portfolio-portfolioSpec
Specification of Portfolios
risk-ternaryMap
Creates and Plots a Ternary Map
risk-budgeting
Risk Budgeting
portfolio-getVal
PortfolioVal Extractor Functions
portfolio-pfolioRisk
portfolioRisk
utils-methods
Print Method for Solvers
solver-family
LP, QP, and NLP Programming Solvers
weights-piePlot
Portfolio Pie Plots
portfolio-riskPfolio
Risk and Related Measures for Portfolios
weights-linePlot
Portfolio Weights Line Plots
weightsPlot
Portfolio Weights Bar Plots
weights-Slider
Portfolio Weights Slider
solver-ampl
AMPL Interface
solve-environment
Nonlinear Objective Presettings
backtest-extractors
Portfolio backtest specification extractors
fPFOLIODATA
Portfolio Data Handling
fPortfolio-package
Portfolio Design, Optimization and Backtesting
fPORTFOLIO
Portfolio Class
fPFOLIOCON
Portfolio Constraints Handling
fPFOLIOBACKTEST
Portfolio backtesting specifications
fPFOLIOVAL
Values of Portfolio Frontiers
fPFOLIOSPEC
Specification of Portfolios
backtest-functions
User defined functions to perform portfolio backtesting
backtest-constructors
Specification of backtesting portfolios