[ ソース: fportfolio ]
パッケージ: r-cran-fportfolio (3042.83-1)
r-cran-fportfolio に関するリンク
Trisquel の資源:
fportfolio ソースパッケージをダウンロード:
メンテナ:
Original Maintainer:
- Dirk Eddelbuettel
外部の資源:
- ホームページ [www.Rmetrics.org]
類似のパッケージ:
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.
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