Rmetrics - Portfolio Selection and Optimization
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Documentation for package ‘fPortfolio’ version 3042.83.1
Help Pages
A B C D E F G I K L M N P Q R S T V W
-- A --
| addRainbow | Monitoring Stability |
| amplDataAdd | AMPL Interface |
| amplDataAddMatrix | AMPL Interface |
| amplDataAddValue | AMPL Interface |
| amplDataAddVector | AMPL Interface |
| amplDataOpen | AMPL Interface |
| amplDataSemicolon | AMPL Interface |
| amplDataShow | AMPL Interface |
| amplLP | Mathematical Linear Programming |
| amplLPControl | Mathematical Linear Programming |
| amplModelAdd | AMPL Interface |
| amplModelOpen | AMPL Interface |
| amplModelShow | AMPL Interface |
| amplNLP | Mathematical Non-Linear Programming |
| amplNLPControl | Mathematical Non-Linear Programming |
| amplOutShow | AMPL Interface |
| amplQP | Mathematical Linear Programming |
| amplQPControl | Mathematical Linear Programming |
| amplRunAdd | AMPL Interface |
| amplRunOpen | AMPL Interface |
| amplRunShow | AMPL Interface |
-- B --
| backtestAssetsPlot | Portfolio backtesting plots |
| backtestDrawdownPlot | Portfolio backtesting plots |
| backtestPlot | Portfolio backtesting plots |
| backtestPortfolioPlot | Portfolio backtesting plots |
| backtestRebalancePlot | Portfolio backtesting plots |
| backtestReportPlot | Portfolio backtesting plots |
| backtestStats | Rolling portfolio backtesting statistics |
| backtestWeightsPlot | Portfolio backtesting plots |
| bcpAnalytics | Monitoring Stability |
| bestDiversification | Surface Risk Analytics |
| budgetsModifiedES | Risk Budgeting |
| budgetsModifiedVAR | Risk Budgeting |
| budgetsNormalES | Risk Budgeting |
| budgetsNormalVAR | Risk Budgeting |
| budgetsSampleCOV | Risk Budgeting |
-- C --
| class-fPFOLIOBACKTEST | Portfolio backtesting specifications |
| class-fPFOLIOCON | Portfolio Constraints Handling |
| class-fPFOLIODATA | Portfolio Data Handling |
| class-fPFOLIOSPEC | Specification of Portfolios |
| class-fPFOLIOVAL | Values of Portfolio Frontiers |
| class-fPORTFOLIO | Portfolio Class |
| cmlLines | Efficient Frontier Plot |
| cmlPoints | Efficient Frontier Plot |
| covEstimator | Covariance Estimators |
| covMcdEstimator | Covariance Estimators |
| covOGKEstimator | Covariance Estimators |
| covRisk | portfolioRisk |
| covRiskBudgetsLinePlot | Portfolio Weights Line Plots |
| covRiskBudgetsPie | Portfolio Pie Plots |
| covRiskBudgetsPlot | Portfolio Weights Bar Plots |
| cvarRisk | portfolioRisk |
-- D --
| Data | Nonlinear Objective Presettings |
| dataSets | Assets Data Sets |
| donlp2NLP | Mathematical Non-Linear Programming |
| donlp2NLPControl | Mathematical Non-Linear Programming |
| drawdownsAnalytics | Monitoring Stability |
-- E --
| ECON85 | Assets Data Sets |
| ECON85LONG | Assets Data Sets |
| efficientPortfolio | Efficient Portfolios |
| emaSmoother | User defined functions to perform portfolio backtesting |
| eqsumWConstraints | Portfolio Constraints |
| equalWeightsPoints | Efficient Frontier Plot |
| equidistWindows | User defined functions to perform portfolio backtesting |
-- F --
| feasibleGrid | Surface Risk Analytics |
| feasiblePortfolio | Feasible Portfolios |
| fPFOLIOBACKTEST | Portfolio backtesting specifications |
| fPFOLIOBACKTEST-class | Portfolio backtesting specifications |
| fPFOLIOCON | Portfolio Constraints Handling |
| fPFOLIOCON-class | Portfolio Constraints Handling |
| fPFOLIODATA | Portfolio Data Handling |
| fPFOLIODATA-class | Portfolio Data Handling |
| fPFOLIOSPEC | Specification of Portfolios |
| fPFOLIOSPEC-class | Specification of Portfolios |
| fPFOLIOVAL | Values of Portfolio Frontiers |
| fPFOLIOVAL-class | Values of Portfolio Frontiers |
| fPORTFOLIO | Portfolio Class |
| fPortfolio | Portfolio Design, Optimization and Backtesting |
| fPORTFOLIO-class | Portfolio Class |
| frontierPlot | Efficient Frontier Plot |
| frontierPlotControl | Frontier Plot Control List |
| frontierPoints | Get Frontier Points |
-- G --
| garchAnalytics | Monitoring Stability |
| GCCINDEX | Assets Data Sets |
| GCCINDEX.DF | Assets Data Sets |
| GCCINDEX.RET | Assets Data Sets |
| getA | Portfolio Specification Extractor Functions |
| getA.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getA.fPORTFOLIO | Portfolio Class Extractors |
| getAlpha | Extractor Functions |
| getAlpha.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getAlpha.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getAlpha.fPORTFOLIO | Portfolio Class Extractors |
| getConstraints | Extractor Functions |
| getConstraints.fPORTFOLIO | Portfolio Class Extractors |
| getConstraintsTypes | Portfolio Class Extractors |
| getControl | Extractor Functions |
| getControl.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getControl.fPORTFOLIO | Portfolio Class Extractors |
| getCov | Extractor Functions |
| getCov.fPFOLIODATA | Portfolio Data Extractor Functions |
| getCov.fPORTFOLIO | Portfolio Class Extractors |
| getCovRiskBudgets | Extractor Functions |
| getCovRiskBudgets.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getCovRiskBudgets.fPORTFOLIO | Portfolio Class Extractors |
| getData | Extractor Functions |
| getData.fPFOLIODATA | Portfolio Data Extractor Functions |
| getData.fPORTFOLIO | Portfolio Class Extractors |
| getDefault | Extractor Functions |
| getEstimator | Extractor Functions |
| getEstimator.fPFOLIODATA | Portfolio Data Extractor Functions |
| getEstimator.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getEstimator.fPORTFOLIO | Portfolio Class Extractors |
| getMean | Extractor Functions |
| getMean.fPFOLIODATA | Portfolio Data Extractor Functions |
| getMean.fPORTFOLIO | Portfolio Class Extractors |
| getMessages | Portfolio Specification Extractor Functions |
| getMessages.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getMessages.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getModel | Extractor Functions |
| getModel.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getModel.fPORTFOLIO | Portfolio Class Extractors |
| getMu | Extractor Functions |
| getMu.fPFOLIODATA | Portfolio Data Extractor Functions |
| getMu.fPORTFOLIO | Portfolio Class Extractors |
| getNAssets | Extractor Functions |
| getNAssets.fPFOLIODATA | Portfolio Data Extractor Functions |
| getNAssets.fPORTFOLIO | Portfolio Class Extractors |
| getNFrontierPoints | Extractor Functions |
| getNFrontierPoints.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getNFrontierPoints.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getNFrontierPoints.fPORTFOLIO | Portfolio Class Extractors |
| getObjective | Extractor Functions |
| getObjective.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getObjective.fPORTFOLIO | Portfolio Class Extractors |
| getOptim | Extractor Functions |
| getOptim.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getOptim.fPORTFOLIO | Portfolio Class Extractors |
| getOptimize | Extractor Functions |
| getOptimize.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getOptimize.fPORTFOLIO | Portfolio Class Extractors |
| getOptions | Extractor Functions |
| getOptions.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getOptions.fPORTFOLIO | Portfolio Class Extractors |
| getParams | Extractor Functions |
| getParams.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getParams.fPORTFOLIO | Portfolio Class Extractors |
| getPortfolio | Extractor Functions |
| getPortfolio.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getPortfolio.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getPortfolio.fPORTFOLIO | Portfolio Class Extractors |
| getRiskFreeRate | Extractor Functions |
| getRiskFreeRate.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getRiskFreeRate.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getRiskFreeRate.fPORTFOLIO | Portfolio Class Extractors |
| getSeries | Extractor Functions |
| getSeries.fPFOLIODATA | Portfolio Data Extractor Functions |
| getSeries.fPORTFOLIO | Portfolio Class Extractors |
| getSigma | Extractor Functions |
| getSigma.fPFOLIODATA | Portfolio Data Extractor Functions |
| getSigma.fPORTFOLIO | Portfolio Class Extractors |
| getSmoother | Portfolio Backtest Extractors |
| getSmoother.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getSmootherDoubleSmoothing | Portfolio Backtest Extractors |
| getSmootherDoubleSmoothing.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getSmootherFun | Portfolio Backtest Extractors |
| getSmootherFun.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getSmootherInitialWeights | Portfolio Backtest Extractors |
| getSmootherInitialWeights.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getSmootherLambda | Portfolio Backtest Extractors |
| getSmootherLambda.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getSmootherParams | Portfolio Backtest Extractors |
| getSmootherParams.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getSmootherSkip | Portfolio Backtest Extractors |
| getSmootherSkip.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getSolver | Extractor Functions |
| getSolver.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getSolver.fPORTFOLIO | Portfolio Class Extractors |
| getSpec | Extractor Functions |
| getSpec.fPORTFOLIO | Portfolio Class Extractors |
| getStatistics | Extractor Functions |
| getStatistics.fPFOLIODATA | Portfolio Data Extractor Functions |
| getStatistics.fPORTFOLIO | Portfolio Class Extractors |
| getStatus | Extractor Functions |
| getStatus.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getStatus.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getStatus.fPORTFOLIO | Portfolio Class Extractors |
| getStrategy | Portfolio Backtest Extractors |
| getStrategy.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getStrategyFun | Portfolio Backtest Extractors |
| getStrategyFun.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getStrategyParams | Portfolio Backtest Extractors |
| getStrategyParams.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getTailRisk | Extractor Functions |
| getTailRisk.fPFOLIODATA | Portfolio Data Extractor Functions |
| getTailRisk.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getTailRisk.fPORTFOLIO | Portfolio Class Extractors |
| getTailRiskBudgets | Extractor Functions |
| getTailRiskBudgets.fPORTFOLIO | Portfolio Class Extractors |
| getTargetReturn | Extractor Functions |
| getTargetReturn.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getTargetReturn.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getTargetReturn.fPORTFOLIO | Portfolio Class Extractors |
| getTargetRisk | Extractor Functions |
| getTargetRisk.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getTargetRisk.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getTargetRisk.fPORTFOLIO | Portfolio Class Extractors |
| getTrace | Extractor Functions |
| getTrace.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getTrace.fPORTFOLIO | Portfolio Class Extractors |
| getType | Extractor Functions |
| getType.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getType.fPORTFOLIO | Portfolio Class Extractors |
| getUnits | Extractor Functions |
| getUnits.fPFOLIODATA | Portfolio Data Extractor Functions |
| getUnits.fPORTFOLIO | Portfolio Class Extractors |
| getWeights | Extractor Functions |
| getWeights.fPFOLIOSPEC | Portfolio Specification Extractor Functions |
| getWeights.fPFOLIOVAL | PortfolioVal Extractor Functions |
| getWeights.fPORTFOLIO | Portfolio Class Extractors |
| getWindows | Portfolio Backtest Extractors |
| getWindows.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getWindowsFun | Portfolio Backtest Extractors |
| getWindowsFun.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getWindowsHorizon | Portfolio Backtest Extractors |
| getWindowsHorizon.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| getWindowsParams | Portfolio Backtest Extractors |
| getWindowsParams.fPFOLIOBACKTEST | Portfolio backtest specification extractors |
| glpkLP | Mathematical Linear Programming |
| glpkLPControl | Mathematical Linear Programming |
-- I --
| ipopQP | Mathematical Linear Programming |
| ipopQPControl | Mathematical Linear Programming |
-- K --
| kendallEstimator | Covariance Estimators |
| kestrelQP | Mathematical Linear Programming |
| kestrelQPControl | Mathematical Linear Programming |
-- L --
| lambdaCVaR | Risk and Related Measures for Portfolios |
| listFConstraints | Portfolio Constraints |
| lpmEstimator | Covariance Estimators |
| LPP2005 | Assets Data Sets |
| LPP2005.RET | Assets Data Sets |
| LPP2005.RET.DF | Assets Data Sets |
-- M --
| markowitzHull | Surface Risk Analytics |
| maxBConstraints | Portfolio Constraints |
| maxBuyinConstraints | Portfolio Constraints |
| maxCardConstraints | Portfolio Constraints |
| maxddMap | Creates and Plots a Ternary Map |
| maxFConstraints | Portfolio Constraints |
| maxratioPortfolio | Efficient Portfolios |
| maxreturnPortfolio | Efficient Portfolios |
| maxsumWConstraints | Portfolio Constraints |
| maxWConstraints | Portfolio Constraints |
| mcdEstimator | Covariance Estimators |
| minBConstraints | Portfolio Constraints |
| minBuyinConstraints | Portfolio Constraints |
| minCardConstraints | Portfolio Constraints |
| minFConstraints | Portfolio Constraints |
| minriskPortfolio | Efficient Portfolios |
| minsumWConstraints | Portfolio Constraints |
| minvariancePoints | Efficient Frontier Plot |
| minvariancePortfolio | Efficient Portfolios |
| minWConstraints | Portfolio Constraints |
| modifiedVaR | Risk Budgeting |
| monteCarloPoints | Efficient Frontier Plot |
| mveEstimator | Covariance Estimators |
-- N --
| nCardConstraints | Portfolio Constraints |
| neosLP | Mathematical Linear Programming |
| neosLPControl | Mathematical Linear Programming |
| neosQP | Mathematical Linear Programming |
| neosQPControl | Mathematical Linear Programming |
| netPerformance | Portfolio backtesting net performance |
| nlminb2NLP | Mathematical Non-Linear Programming |
| nlminb2NLPControl | Mathematical Non-Linear Programming |
| nnveEstimator | Covariance Estimators |
| normalVaR | Risk Budgeting |
-- P --
| parAnalytics | Monitoring Stability |
| pcoutAnalytics | Monitoring Stability |
| pfolioCVaR | Risk and Related Measures for Portfolios |
| pfolioCVaRoptim | Risk and Related Measures for Portfolios |
| pfolioCVaRplus | Risk and Related Measures for Portfolios |
| pfolioHist | Risk and Related Measures for Portfolios |
| pfolioMaxLoss | Risk and Related Measures for Portfolios |
| pfolioReturn | Risk and Related Measures for Portfolios |
| pfolioRisk | portfolioRisk |
| pfolioSigma | Risk and Related Measures for Portfolios |
| pfolioTargetReturn | Risk and Related Measures for Portfolios |
| pfolioTargetRisk | Risk and Related Measures for Portfolios |
| pfolioVaR | Risk and Related Measures for Portfolios |
| plot-methods | plot-methods |
| plot.fPORTFOLIO | Portfolio Class |
| portfolioBacktest | Specification of portfolio backtesting |
| portfolioBacktesting | Portfolio backtesting |
| portfolioConstraints | Portfolio Constraints |
| portfolioData | Portfolio Data Handling |
| portfolioData2 | portfolioData2 |
| portfolioFrontier | Efficient Portfolio Frontier |
| portfolioObjective | Nonlinear Objective Presettings |
| portfolioReturn | Nonlinear Objective Presettings |
| portfolioRisk | Nonlinear Objective Presettings |
| portfolioRolling | Rolling Portfolio |
| portfolioSmoothing | Portfolio backtesting |
| portfolioSpec | Specification of Portfolios |
| print.solver | Print Method for Solvers |
-- Q --
| quadprogQP | Mathematical Linear Programming |
| quadprogQPControl | Mathematical Linear Programming |
-- R --
| ramplLP | Mathematical Linear Programming |
| ramplNLP | Mathematical Non-Linear Programming |
| ramplQP | Mathematical Linear Programming |
| rdonlp2 | Mathematical Non-Linear Programming |
| rdonlp2NLP | Mathematical Non-Linear Programming |
| rglpkLP | Mathematical Linear Programming |
| ripopQP | Mathematical Linear Programming |
| riskBudgetsPlot | Portfolio Weights Bar Plots |
| riskMap | Creates and Plots a Ternary Map |
| riskmetricsAnalytics | Monitoring Stability |
| riskPfolio | Risk and Related Measures for Portfolios |
| riskSurface | Surface Risk Analytics |
| rkestrelQP | Mathematical Linear Programming |
| rneosLP | Mathematical Linear Programming |
| rneosQP | Mathematical Linear Programming |
| rnlminb2 | Mathematical Non-Linear Programming |
| rnlminb2NLP | Mathematical Non-Linear Programming |
| rollingCDaR | Rolling portfolio backtesting statistics |
| rollingCmlPortfolio | Rolling Portfolio |
| rollingCVaR | Rolling portfolio backtesting statistics |
| rollingDaR | Rolling portfolio backtesting statistics |
| rollingMinvariancePortfolio | Rolling Portfolio |
| rollingPortfolio | Rolling Portfolio |
| rollingPortfolioFrontier | Rolling Portfolio |
| rollingRiskBudgets | Rolling portfolio backtesting statistics |
| rollingSigma | Rolling portfolio backtesting statistics |
| rollingTangencyPortfolio | Rolling Portfolio |
| rollingVaR | Rolling portfolio backtesting statistics |
| rollingWindows | Rolling Portfolio |
| rquadprog | Mathematical Linear Programming |
| rquadprogQP | Mathematical Linear Programming |
| rsolnpNLP | Mathematical Non-Linear Programming |
| rsolveLP | Mathematical Linear Programming |
| rsolveQP | Mathematical Linear Programming |
| rsymphonyLP | Mathematical Linear Programming |
-- S --
| sampleCOV | Risk Budgeting |
| sampleVaR | Risk Budgeting |
| setAlpha<- | Settings for Specifications of Portfolios |
| setBacktest | Specification of backtesting portfolios |
| setEstimator<- | Settings for Specifications of Portfolios |
| setNFrontierPoints<- | Settings for Specifications of Portfolios |
| setObjective<- | Settings for Specifications of Portfolios |
| setOptimize<- | Settings for Specifications of Portfolios |
| setParams<- | Settings for Specifications of Portfolios |
| setRiskFreeRate<- | Settings for Specifications of Portfolios |
| setSmootherDoubleSmoothing<- | Specification of backtesting portfolios |
| setSmootherFun<- | Specification of backtesting portfolios |
| setSmootherInitialWeights<- | Specification of backtesting portfolios |
| setSmootherLambda<- | Specification of backtesting portfolios |
| setSmootherParams<- | Specification of backtesting portfolios |
| setSmootherSkip<- | Specification of backtesting portfolios |
| setSolver<- | Settings for Specifications of Portfolios |
| setSpec | Settings for Specifications of Portfolios |
| setStatus<- | Settings for Specifications of Portfolios |
| setStrategyFun<- | Specification of backtesting portfolios |
| setStrategyParams<- | Specification of backtesting portfolios |
| setTailRisk<- | Settings for Specifications of Portfolios |
| setTargetReturn<- | Settings for Specifications of Portfolios |
| setTargetRisk<- | Settings for Specifications of Portfolios |
| setTrace<- | Settings for Specifications of Portfolios |
| setType<- | Settings for Specifications of Portfolios |
| setWeights<- | Settings for Specifications of Portfolios |
| setWindowsFun<- | Specification of backtesting portfolios |
| setWindowsHorizon<- | Specification of backtesting portfolios |
| setWindowsParams<- | Specification of backtesting portfolios |
| sharpeRatioLines | Efficient Frontier Plot |
| show-method | Portfolio backtesting specifications |
| show-method | Portfolio Constraints Handling |
| show-method | Portfolio Data Handling |
| show-method | Specification of Portfolios |
| show-method | Values of Portfolio Frontiers |
| show-method | Portfolio Print Methods |
| show-methods | Portfolio Print Methods |
| shrinkEstimator | Covariance Estimators |
| singleAssetPoints | Efficient Frontier Plot |
| slpmEstimator | Covariance Estimators |
| SMALLCAP | Assets Data Sets |
| SMALLCAP.RET | Assets Data Sets |
| SMALLCAP.RET.DF | Assets Data Sets |
| solnpNLP | Mathematical Non-Linear Programming |
| solnpNLPControl | Mathematical Non-Linear Programming |
| solveRampl.CVAR | LP, QP, and NLP Programming Solvers |
| solveRampl.MV | LP, QP, and NLP Programming Solvers |
| solveRdonlp2 | LP, QP, and NLP Programming Solvers |
| solveRglpk.CVAR | LP, QP, and NLP Programming Solvers |
| solveRglpk.MAD | LP, QP, and NLP Programming Solvers |
| solveRipop | LP, QP, and NLP Programming Solvers |
| solveRquadprog | LP, QP, and NLP Programming Solvers |
| solveRquadprog.CLA | LP, QP, and NLP Programming Solvers |
| solveRshortExact | LP, QP, and NLP Programming Solvers |
| solveRsocp | LP, QP, and NLP Programming Solvers |
| solveRsolnp | LP, QP, and NLP Programming Solvers |
| spearmanEstimator | Covariance Estimators |
| SPISECTOR | Assets Data Sets |
| SPISECTOR.DF | Assets Data Sets |
| SPISECTOR.RET | Assets Data Sets |
| stabilityAnalytics | Monitoring Stability |
| summary-methods | summary-methods |
| summary.fPORTFOLIO | Portfolio Class |
| surfacePlot | Surface Risk Analytics |
| SWX | Assets Data Sets |
| SWX.DF | Assets Data Sets |
| SWX.RET | Assets Data Sets |
| symphonyLP | Mathematical Linear Programming |
| symphonyLPControl | Mathematical Linear Programming |
-- T --
| tailoredFrontierPlot | Efficient Frontier Plot |
| tailRiskBudgetsPie | Portfolio Pie Plots |
| tailRiskBudgetsPlot | Portfolio Weights Bar Plots |
| tangencyLines | Efficient Frontier Plot |
| tangencyPoints | Efficient Frontier Plot |
| tangencyPortfolio | Efficient Portfolios |
| tangencyStrategy | User defined functions to perform portfolio backtesting |
| ternaryCoord | Creates and Plots a Ternary Map |
| ternaryFrontier | Creates and Plots a Ternary Map |
| ternaryMap | Creates and Plots a Ternary Map |
| ternaryPoints | Creates and Plots a Ternary Map |
| ternaryWeights | Creates and Plots a Ternary Map |
| turnsAnalytics | Monitoring Stability |
| twoAssetsLines | Efficient Frontier Plot |
-- V --
| varRisk | portfolioRisk |
-- W --
| waveletSpectrum | Monitoring Stability |
| weightedReturnsLinePlot | Portfolio Weights Line Plots |
| weightedReturnsPie | Portfolio Pie Plots |
| weightedReturnsPlot | Portfolio Weights Bar Plots |
| weightsLinePlot | Portfolio Weights Line Plots |
| weightsPie | Portfolio Pie Plots |
| weightsPlot | Portfolio Weights Bar Plots |
| weightsSlider | Portfolio Weights Slider |