[ 原始碼： fportfolio ]
套件：r-cran-fportfolio（3042.83-1 以及其他的）
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.
其他與 r-cran-fportfolio 有關的套件
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- dep: r-api-3.5
- 本虛擬套件由這些套件填實： r-base-core
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- dep: r-base-core (>= 3.5.0-5)
- GNU R core of statistical computation and graphics system
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- dep: r-cran-fassets (>= 2100.78)
- GNU R package for financial engineering -- fAssets
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- dep: r-cran-fbasics
- GNU R package for financial engineering -- fBasics
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- dep: r-cran-fcopulae
- GNU R package for financial engineering -- fCopulae
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- dep: r-cran-kernlab
- GNU R package for kernel-based machine learning lab
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- dep: r-cran-mass
- GNU R package of Venables and Ripley's MASS
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- dep: r-cran-quadprog
- GNU R package for solving quadratic programming problems
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- dep: r-cran-rglpk
- GNU R interface to the GNU Linear Programming Kit
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- dep: r-cran-rneos
- GNU R package with XML-RPC interface to NEOS
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- dep: r-cran-rsolnp
- GNU R general non-linear optimization
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- dep: r-cran-rsymphony
- GNU R interface to the SYMPHONY MILP solver
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- dep: r-cran-timedate
- GNU R package for financial engineering -- timeDate
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- dep: r-cran-timeseries
- GNU R package for financial engineering -- timeSeries
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- sug: r-cran-runit
- GNU R package providing unit testing framework