R Graphical Manual

Last data update: 2014.03.03

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R Release (3.2.3)
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Results 1 - 10 of 10 found.
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parmaPort-class (Package: parma) : Class code{"parmaPort"

The parma optimal portfolio class.

● Data Source: CranContrib
● Keywords: classes
● Alias: checkarbitrage, checkarbitrage,ANY-method, checkarbitrage,parmaPort-method, parmaPort-class, parmareward, parmareward,ANY-method, parmareward,parmaPort-method, parmarisk, parmarisk,ANY-method, parmarisk,parmaPort-method, parmastatus, parmastatus,ANY-method, parmastatus,parmaPort-method, show,parmaPort-method, tictoc, tictoc,ANY-method, tictoc,parmaPort-method, weights,parmaPort-method
● 0 images

constraints (Package: parma) :

Provides a number of custom constraints and their jacobians for use with the NLP representation (both minimum risk and the fractional problem).

● Data Source: CranContrib
● Keywords: optimize
● Alias: ineqfun.bsturnover.min, ineqfun.bsturnover.opt, ineqfun.turnover.min, ineqfun.turnover.opt, ineqfun.variance.min, ineqfun.variance.opt, ineqjac.bsturnover.min, ineqjac.bsturnover.opt, ineqjac.turnover.min, ineqjac.turnover.opt, ineqjac.variance.min, ineqjac.variance.opt
● 0 images

parmasolve-methods (Package: parma) : Portfolio Allocation Model Solver

Solves for the optimal weights given parmaSpec defined model.

● Data Source: CranContrib
● Keywords: methods
● Alias: parmasolve, parmasolve,ANY-method, parmasolve,parmaSpec-method, parmasolve-methods
● 0 images

parmaspec-methods (Package: parma) : Portfolio Allocation Model Specification

Defines the type model and method for optimization using either a scenario or covariance matrix.

● Data Source: CranContrib
● Keywords: methods
● Alias: parmaspec, parmaspec,ANY-method, parmaspec-methods
● 0 images

parmautility-methods (Package: parma) : Utility Based Optimization

Utility based portfolio optimization using either Taylor series expansion of utility function with moments or scenario based.

● Data Source: CranContrib
● Keywords: methods
● Alias: parmautility, parmautility,ANY-method, parmautility-methods
● 0 images

riskfun (Package: parma) :

Calculates a given portfolio risk/deviation measure given a set of weights and matrix of returns, possible representing a forecast scenario.

● Data Source: CranContrib
● Keywords: optimize
● Alias: riskfun
● 0 images

parmafrontier-methods (Package: parma) : Efficient Frontier Generator

Solves for the portfolios on the efficient frontier given a specification object.

● Data Source: CranContrib
● Keywords: methods
● Alias: parmafrontier, parmafrontier,ANY-method, parmafrontier,parmaSpec-method, parmafrontier-methods
● 0 images

parma-package (Package: parma) : The parma package

Portfolio Allocation and Risk Management. Models and Methods for scenario and moment based optimization of portfolios.

● Data Source: CranContrib
● Keywords:
● Alias: parma, parma-package
● 0 images

parmaSpec-class (Package: parma) : Class code{"parmaSpec"

Object returned from calling parmaspec.

● Data Source: CranContrib
● Keywords: classes
● Alias: parmaSpec-class, parmaget, parmaget,ANY-method, parmaget,parmaSpec-method, parmaset<-, parmaset<-,ANY,ANY-method, parmaset<-,parmaSpec,vector-method, show,parmaSpec-method
● 0 images

cmaes (Package: parma) :

The direct translation of the Hansen's cmaes matlab code v3.60.

● Data Source: CranContrib
● Keywords:
● Alias: cmaes, cmaes.control
● 0 images