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[ Source: fportfolio  ]

Package: r-cran-fportfolio (3011.81-2 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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Download r-cran-fportfolio

Download for all available architectures
Architecture Version Package Size Installed Size Files
alpha (unofficial port) 3011.81-2 1,039.8 kB1,267.0 kB [list of files]
amd64 3011.81-2 1,039.4 kB1,266.0 kB [list of files]
arm64 3011.81-2 1,040.2 kB1,267.0 kB [list of files]
armel 3011.81-2 1,039.9 kB1,267.0 kB [list of files]
armhf 3011.81-2 1,040.2 kB1,267.0 kB [list of files]
hppa (unofficial port) 3011.81-2 1,040.3 kB1,267.0 kB [list of files]
hurd-i386 3011.81-2 1,035.2 kB1,257.0 kB [list of files]
i386 3011.81-2 1,034.8 kB1,257.0 kB [list of files]
kfreebsd-amd64 3011.81-2 1,040.6 kB1,267.0 kB [list of files]
kfreebsd-i386 3011.81-2 1,035.2 kB1,257.0 kB [list of files]
m68k (unofficial port) 3011.81-2 1,034.5 kB1,257.0 kB [list of files]
mips 3011.81-2 1,040.2 kB1,267.0 kB [list of files]
mips64el 3011.81-2 1,040.0 kB1,267.0 kB [list of files]
mipsel 3011.81-2 1,039.9 kB1,267.0 kB [list of files]
powerpc 3011.81-2 1,040.2 kB1,267.0 kB [list of files]
powerpcspe (unofficial port) 3011.81-2 1,040.0 kB1,269.0 kB [list of files]
ppc64 (unofficial port) 3011.81-2 1,040.1 kB1,267.0 kB [list of files]
ppc64el 3011.81-2 1,040.2 kB1,267.0 kB [list of files]
s390x 3011.81-2 1,039.6 kB1,267.0 kB [list of files]
sh4 (unofficial port) 2130.80-1 3,350.0 kB3,860.0 kB [list of files]
sparc64 (unofficial port) 3011.81-2 1,040.0 kB1,267.0 kB [list of files]
x32 (unofficial port) 3011.81-2 1,040.2 kB1,267.0 kB [list of files]