[ 原始碼： fportfolio ]
套件：r-cran-fportfolio（4023.84-2）
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.
其他與 r-cran-fportfolio 有關的套件
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- dep: r-api-4.0
- 本虛擬套件由這些套件填實： r-base-core
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- dep: r-base-core (>= 4.3.1-1)
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- dep: r-cran-fassets (>= 2100.78)
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- dep: r-cran-fbasics
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- dep: r-cran-fcopulae
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- dep: r-cran-rglpk
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- dep: r-cran-rneos
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- dep: r-cran-robustbase
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- dep: r-cran-rsolnp
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- dep: r-cran-rsymphony
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- dep: r-cran-slam
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- dep: r-cran-timedate
- GNU R package for financial engineering -- timeDate
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- dep: r-cran-timeseries
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- sug: r-cran-runit
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