Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
BioConductor
All

Data Type

Packages
Functions
Images
Data set

Classification

Results 1 - 10 of 53 found.
[1] < 1 2 3 4 5 6 > [6]  Sort:

methods-show (Package: fPortfolio) : Portfolio Print Methods

show-methods.
● Data Source: CranContrib
● Keywords: models
● Alias: show,fPORTFOLIO-method, show-methods
● 0 images

portfolio-pfolioRisk (Package: fPortfolio) : portfolioRisk

Computes covariance and CVaR portfolio risk.
● Data Source: CranContrib
● Keywords: models
● Alias: pfolioRisk
● 0 images

solve-environment (Package: fPortfolio) : Nonlinear Objective Presettings

Prests variables for Data, portfolioObjective, portfolioReturn, and portfolioRisk in the case of NL math programming of portfolios.
● Data Source: CranContrib
● Keywords: optim
● Alias: Data
● 0 images

weights-Slider (Package: fPortfolio) : Portfolio Weights Slider

Interactive portfolio weights plot.
● Data Source: CranContrib
● Keywords: models
● Alias: weightsSlider
● 0 images

mathprog-NLP (Package: fPortfolio) : Mathematical Non-Linear Programming

Mathematical Non-Linear Programming.
● Data Source: CranContrib
● Keywords: models
● Alias: donlp2NLP, donlp2NLPControl, rdonlp2, rdonlp2NLP
● 0 images

portfolio-feasiblePortfolio (Package: fPortfolio) : Feasible Portfolios

Returns properties of a feasible portfolio.
● Data Source: CranContrib
● Keywords: models
● Alias: feasiblePortfolio
● 0 images

frontier-plot (Package: fPortfolio) : Efficient Frontier Plot

Plots the efficient frontier of an optimized portfolio and allows to add points and lines from specif portfolios
● Data Source: CranContrib
● Keywords: models
● Alias: frontierPlot
● 0 images

portfolio-getSpec (Package: fPortfolio) : Portfolio Specification Extractor Functions

Extracts information from an object of class fPFOLIOSPEC.
● Data Source: CranContrib
● Keywords: models
● Alias: getA, getA.fPFOLIOSPEC, getAlpha.fPFOLIOSPEC, getEstimator.fPFOLIOSPEC, getMessages, getModel.fPFOLIOSPEC, getOptimize.fPFOLIOSPEC, getParams.fPFOLIOSPEC, getTailRisk.fPFOLIOSPEC, getType.fPFOLIOSPEC
● 0 images

methods-summary (Package: fPortfolio) : summary-methods

summary-methods.
● Data Source: CranContrib
● Keywords: models
● Alias: summary-methods
● 0 images

portfolio-rollingPortfolios (Package: fPortfolio) : Rolling Portfolio

A collection and description of functions allowing to roll a portfolio optimization over time.
● Data Source: CranContrib
● Keywords: models
● Alias: portfolioRolling, rollingPortfolio
● 0 images