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-4.5)RMOPI_1.1.zip(r-4.4)RMOPI_1.1.zip(r-4.3)
RMOPI_1.1.tgz(r-4.4-any)RMOPI_1.1.tgz(r-4.3-any)
RMOPI_1.1.tar.gz(r-4.5-noble)RMOPI_1.1.tar.gz(r-4.4-noble)
RMOPI_1.1.tgz(r-4.4-emscripten)RMOPI_1.1.tgz(r-4.3-emscripten)
RMOPI.pdf |RMOPI.html✨
RMOPI/json (API)

Peer review:

On CRAN:

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

33 exports 0.00 score 89 dependencies 244 downloads

Last updated 2 years agofrom:95cbf91407. Checks:OK: 7. Indexed: yes.

Exports:CosPdfMultiCosPdfRecoveryCosValueOptionDescribeDescribeVectorEuroCallOptionF_kFixBacktestggacfggboxplotgghistplotgglineplotggpacfInvestmentPortfolioLogErrorCosPdfNormChfPdfMultiPlotPdfSinglePlotrGarchrGarcharGbmrGbmsrGbmSingleRiskIndicatorsrMvReturnSimrTraderTradesSharpStackForPlotStackRetStNormChfV_kVaRSimTest

Dependencies:bitopsbootchronclicolorspacecpp11cubaturecurlDEoptimRDistributionUtilsecodistenergyfansifarverfAssetsfBasicsfCopulaefMultivarFNNfPortfolioGeneralizedHyperbolicgenericsggplot2gluegslgssgtableigraphisobandkernlabKernSmoothkslabelinglatticelifecyclelubridatemagrittrMASSMatrixMatrixModelsmclustmgcvmnormtmulticoolmunsellmvnormtestmvtnormnlmenloptrnumDerivPerformanceAnalyticspillarpkgconfigpracmaquadprogquantregR6RColorBrewerRcppRcppArmadilloRCurlRglpkrlangrneosrobustbaseRsolnprugarchscalesSkewHyperbolicslamsnSparseMspatialspdstabledistsurvivaltibbletimechangetimeDatetimeSeriestruncnormTTRutf8vctrsviridisLitewithrXMLxtszoo