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[ Source: fportfolio  ]

Package: r-cran-fportfolio (2130.80-2 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) 2130.80-2 3,378.3 kB3,732.0 kB [list of files]
amd64 2130.80-2 3,377.6 kB3,664.0 kB [list of files]
armel 2130.80-2 3,379.5 kB3,732.0 kB [list of files]
armhf 2130.80-2 3,379.0 kB3,731.0 kB [list of files]
hppa (unofficial port) 2130.80-2 3,365.9 kB3,739.0 kB [list of files]
hurd-i386 2130.80-2 3,377.9 kB3,732.0 kB [list of files]
i386 2130.80-2 3,377.4 kB3,657.0 kB [list of files]
kfreebsd-amd64 2130.80-2 3,378.1 kB3,667.0 kB [list of files]
kfreebsd-i386 2130.80-2 3,378.4 kB3,667.0 kB [list of files]
m68k (unofficial port) 251.70-1 405.7 kB1,388.0 kB [list of files]
mips 2130.80-2 3,378.0 kB3,732.0 kB [list of files]
mipsel 2130.80-2 3,377.8 kB3,732.0 kB [list of files]
powerpc 2130.80-2 3,378.1 kB3,732.0 kB [list of files]
powerpcspe (unofficial port) 2130.80-2 3,377.3 kB3,731.0 kB [list of files]
ppc64 (unofficial port) 2130.80-2 3,377.7 kB3,732.0 kB [list of files]
s390x 2130.80-2 3,378.4 kB3,732.0 kB [list of files]
sh4 (unofficial port) 2130.80-1 3,350.0 kB3,860.0 kB [list of files]
sparc 2130.80-2 3,377.8 kB3,732.0 kB [list of files]
sparc64 (unofficial port) 2110.79-1 5,985.5 kB6,632.0 kB [list of files]
x32 (unofficial port) 2130.80-2 3,379.3 kB3,732.0 kB [list of files]