Package: RMOPI 1.1

RMOPI: Risk Management and Optimization for Portfolio Investment

Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).

Authors:Wei Ling [aut, cre], Yang Liu [aut]

RMOPI_1.1.tar.gz
RMOPI_1.1.zip(r-4.7-any)RMOPI_1.1.zip(r-4.6-any)RMOPI_1.1.zip(r-4.5-any)
RMOPI_1.1.tgz(r-4.6-any)RMOPI_1.1.tgz(r-4.5-any)
RMOPI_1.1.tar.gz(r-4.7-any)RMOPI_1.1.tar.gz(r-4.6-any)
RMOPI_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
RMOPI/json (API)

# Install 'RMOPI' in R:
install.packages('RMOPI', repos = c('https://lingweir.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 276 downloads 33 exports 95 dependencies

Last updated from:95cbf91407. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK195
source / vignettesOK209
linux-releaseOK192
macos-releaseOK236
macos-oldrelOK213
windows-develOK138
windows-releaseOK144
windows-oldrelOK140
wasm-releaseOK112

Exports:CosPdfMultiCosPdfRecoveryCosValueOptionDescribeDescribeVectorEuroCallOptionF_kFixBacktestggacfggboxplotgghistplotgglineplotggpacfInvestmentPortfolioLogErrorCosPdfNormChfPdfMultiPlotPdfSinglePlotrGarchrGarcharGbmrGbmsrGbmSingleRiskIndicatorsrMvReturnSimrTraderTradesSharpStackForPlotStackRetStNormChfV_kVaRSimTest

Dependencies:bitopsbootchronclicodetoolscpp11cubaturecurlDEoptimRdigestDistributionUtilsecodistenergyfarverfAssetsfBasicsfCopulaefMultivarFNNfPortfoliofracdifffuturefuture.applyGeneralizedHyperbolicgenericsggplot2globalsgluegslgssgtableigraphisobandkernlabKernSmoothkslabelinglatticelifecyclelistenvlubridatemagrittrMASSMatrixMatrixModelsmclustmgcvmnormtmulticoolmvnormtestmvtnormnlmenloptrnumDerivparallellyPerformanceAnalyticspillarpkgconfigpracmaquadprogquantregR6RColorBrewerRcppRcppArmadilloRCurlRglpkrlangrneosrobustbaseRsolnprugarchS7scalesSkewHyperbolicslamsnSparseMspatialspdstabledistsurvivaltibbletimechangetimeDatetimeSeriestruncnormTTRutf8vctrsviridisLitewithrXMLxtszoo