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[ Source: fportfolio  ]

Package: r-cran-fportfolio (3042.83-1 and others)

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GNU R package for financial engineering -- fPortfolio

This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fPortfolio provides functions for portfolio and asset price modeling, drawdown statistics, value-at-risk and Markowitz portfolio construction.

Tags: Field: Financial, Mathematics, Implemented in: GNU R, Application Suite: GNU

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Architecture Version Package Size Installed Size Files
armhf 3042.83-1+b1 1,517.0 kB1,802.0 kB [list of files]