R Packages that start with:
A . B . C . D . E . F . G . H . I . J . K . L . M . N . O . P . Q . R . S . T . U . V . W . X . Y . Z .
Functions
- ac.ranking()
- add.constraint()
- addjective()
- add.sub.portfolio()
- applyFUN()
- barplotGroupWeights()
- black.litterman()
- BlackLittermanFormula()
- box_constraint()
- CCCgarch.MM()
- center()
- centroid.buckets()
- centroid.complete.mc()
- centroid.sectors()
- centroid.sign()
- chart.Concentration()
- chart.EF.Weights()
- chart.EfficientFrontier()
- chart.EfficientFrontierOverlay()
- chart.GroupWeights()
- chart.RiskBudget()
- chart.RiskReward()
- chart.Weights()
- check_constraints()
- cokurtosisMF()
- cokurtosisSF()
- combine.optimizations()
- combine.portfolios()
- constrained_objective()
- constraint()
- constraint_ROI()
- coskewnessMF()
- coskewnessSF()
- covarianceMF()
- covarianceSF()
- create.EfficientFrontier()
- diversification()
- diversification_constraint()
- EntropyProg()
- equal.weight()
- etl_milp_opt()
- etl_opt()
- extractCokurtosis()
- extractCoskewness()
- extractCovariance()
- extractEfficientFrontier()
- extractGroups()
- extractObjectiveMeasures()
- extractStats()
- extractWeights()
- factor_exposure_constraint()
- fn_map()
- generatesequence()
- get_constraints()
- gmv_opt()
- gmv_opt_leverage()
- gmv_opt_ptc()
- gmv_opt_toc()
- group_constraint()
- group_fail()
- HHI()
- indexes()
- insert_constraints()
- insert_objectives()
- inverse.volatility.weight()
- is.constraint()
- isjective()
- is.portfolio()
- leverage_exposure_constraint()
- maxret_milp_opt()
- maxret_opt()
- meanetl.efficient.frontier()
- meanvar.efficient.frontier()
- meucci.moments()
- meucci.ranking()
- minmax_objective()
- mult.portfolio.spec()
- name.replace()
- objective()
- optimize.portfolio()
- optimize.portfolio.parallel()
- optimize.portfolio.rebalancing()
- pHist()
- plot()
- portfolio.moments.bl()
- portfolio.moments.boudt()
- portfolio.spec()
- PortfolioAnalytics-package()
- portfolio_risk_objective()
- position_limit_constraint()
- pos_limit_fail()
- print.constraint()
- print.efficient.frontier()
- print.optimize.portfolio()
- print.optimize.portfolio.rebalancing()
- print.portfolio()
- print.summary.optimize.portfolio()
- print.summary.optimize.portfolio.rebalancing()
- quadratic_utility_objective()
- randomize_portfolio()
- randomize_portfolio_v1()
- random_portfolios()
- random_portfolios_v1()
- random_walk_portfolios()
- regime.portfolios()
- return_constraint()
- return_objective()
- risk_budget_objective()
- rp_grid()
- rp_sample()
- rp_simplex()
- rp_transform()
- scatterFUN()
- set.portfolio.moments()
- set.portfolio.moments_v1()
- statistical.factor.model()
- summary.efficient.frontier()
- summary.optimize.portfolio()
- summary.optimize.portfolio.rebalancing()
- summary.portfolio()
- trailingFUN()
- transaction_cost_constraint()
- turnover()
- turnover_constraint()
- turnover_objective()
- update.constraint()
- update_constraint_v1tov2()
- var.portfolio()
- weight_concentration_objective()
- weight_sum_constraint()
R Codes
- ac_ranking.R
- applyFUN.R
- black_litterman.R
- chart.concentration.R
- chart.RiskReward.R
- chart.Weights.R
- charts.DE.R
- charts.efficient.frontier.R
- charts.GenSA.R
- charts.groups.R
- charts.multiple.R
- charts.PSO.R
- charts.risk.R
- charts.ROI.R
- charts.RP.R
- constrained_objective.R
- constraints.R
- constraintsFUN.R
- constraints_ROI.R
- constraint_fn_map.R
- EntropyProg.R
- equal.weight.R
- extract.efficient.frontier.R
- extractstats.R
- generics.R
- inverse.volatility.weight.R
- meucci_moments.R
- meucci_ranking.R
- moment.functions.R
- mult.layer.portfolio.R
- objective.R
- objectiveFUN.R
- optFUN.R
- optimize.portfolio.R
- portfolio.R
- random_portfolios.R
- stat.factor.model.R
- trailingFUN.R
- utility.combine.R
- utils.R
- zzz.R
Selected R package: PortfolioAnalytics
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