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Balík: r-cran-fportfolio (3042.83-1build1)

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.

Ostatné balíky súvisiace s balíkom r-cran-fportfolio

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  • dep: r-api-3.5
    virtuálny balík poskytovaný balíkom r-base-core
  • dep: r-base-core (>= 3.5.0-5)
    GNU R core of statistical computation and graphics system
  • dep: r-cran-fassets (>= 2100.78)
    GNU R package for financial engineering -- fAssets
  • dep: r-cran-fbasics
    GNU R package for financial engineering -- fBasics
  • dep: r-cran-fcopulae
    GNU R package for financial engineering -- fCopulae
  • dep: r-cran-kernlab
    GNU R package for kernel-based machine learning lab
  • dep: r-cran-mass
    GNU R package of Venables and Ripley's MASS
  • dep: r-cran-quadprog
    GNU R package for solving quadratic programming problems
  • dep: r-cran-rglpk
    GNU R interface to the GNU Linear Programming Kit
  • dep: r-cran-rneos
    GNU R package with XML-RPC interface to NEOS
  • dep: r-cran-rsolnp
    GNU R general non-linear optimization
  • dep: r-cran-rsymphony
    GNU R interface to the SYMPHONY MILP solver
  • dep: r-cran-timedate
    GNU R package for financial engineering -- timeDate
  • dep: r-cran-timeseries
    GNU R package for financial engineering -- timeSeries
  • sug: r-cran-runit
    GNU R package providing unit testing framework

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