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-4.5-any)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)

# 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 192 downloads 33 exports 90 dependencies

Last updated 3 years agofrom:95cbf91407. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 22 2025
R-4.5-winOKMar 22 2025
R-4.5-macOKMar 22 2025
R-4.5-linuxOKMar 23 2025
R-4.4-winOKMar 22 2025
R-4.4-macOKMar 22 2025
R-4.4-linuxOKMar 22 2025
R-4.3-winOKMar 22 2025
R-4.3-macOKMar 22 2025

Exports:CosPdfMultiCosPdfRecoveryCosValueOptionDescribeDescribeVectorEuroCallOptionF_kFixBacktestggacfggboxplotgghistplotgglineplotggpacfInvestmentPortfolioLogErrorCosPdfNormChfPdfMultiPlotPdfSinglePlotrGarchrGarcharGbmrGbmsrGbmSingleRiskIndicatorsrMvReturnSimrTraderTradesSharpStackForPlotStackRetStNormChfV_kVaRSimTest

Dependencies:bitopsbootchronclicolorspacecpp11cubaturecurlDEoptimRDistributionUtilsecodistenergyfansifarverfAssetsfBasicsfCopulaefMultivarFNNfPortfoliofracdiffGeneralizedHyperbolicgenericsggplot2gluegslgssgtableigraphisobandkernlabKernSmoothkslabelinglatticelifecyclelubridatemagrittrMASSMatrixMatrixModelsmclustmgcvmnormtmulticoolmunsellmvnormtestmvtnormnlmenloptrnumDerivPerformanceAnalyticspillarpkgconfigpracmaquadprogquantregR6RColorBrewerRcppRcppArmadilloRCurlRglpkrlangrneosrobustbaseRsolnprugarchscalesSkewHyperbolicslamsnSparseMspatialspdstabledistsurvivaltibbletimechangetimeDatetimeSeriestruncnormTTRutf8vctrsviridisLitewithrXMLxtszoo