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[ Source: fportfolio  ]

Package: r-cran-fportfolio (2110.79-1)

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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 Package Size Installed Size Files
amd64 5,981.8 kB6,536.0 kB [list of files]
armel 5,989.5 kB6,628.0 kB [list of files]
i386 5,986.9 kB6,628.0 kB [list of files]
ia64 5,987.9 kB6,628.0 kB [list of files]
kfreebsd-amd64 5,975.4 kB6,566.0 kB [list of files]
kfreebsd-i386 5,986.7 kB6,566.0 kB [list of files]
mips 5,989.0 kB6,628.0 kB [list of files]
mipsel 5,982.8 kB6,628.0 kB [list of files]
powerpc 5,988.5 kB6,628.0 kB [list of files]
s390 5,985.1 kB6,628.0 kB [list of files]
sparc 5,989.1 kB6,628.0 kB [list of files]