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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:95cbf91407. Checks:8 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 20 2025 |
| R-4.5-win | OK | Feb 20 2025 |
| R-4.5-mac | OK | Feb 20 2025 |
| R-4.5-linux | OK | Feb 20 2025 |
| R-4.4-win | OK | Feb 20 2025 |
| R-4.4-mac | OK | Feb 20 2025 |
| R-4.3-win | OK | Feb 20 2025 |
| R-4.3-mac | OK | Feb 20 2025 |
Exports:CosPdfMultiCosPdfRecoveryCosValueOptionDescribeDescribeVectorEuroCallOptionF_kFixBacktestggacfggboxplotgghistplotgglineplotggpacfInvestmentPortfolioLogErrorCosPdfNormChfPdfMultiPlotPdfSinglePlotrGarchrGarcharGbmrGbmsrGbmSingleRiskIndicatorsrMvReturnSimrTraderTradesSharpStackForPlotStackRetStNormChfV_kVaRSimTest
Dependencies:bitopsbootchronclicolorspacecpp11cubaturecurlDEoptimRDistributionUtilsecodistenergyfansifarverfAssetsfBasicsfCopulaefMultivarFNNfPortfoliofracdiffGeneralizedHyperbolicgenericsggplot2gluegslgssgtableigraphisobandkernlabKernSmoothkslabelinglatticelifecyclelubridatemagrittrMASSMatrixMatrixModelsmclustmgcvmnormtmulticoolmunsellmvnormtestmvtnormnlmenloptrnumDerivPerformanceAnalyticspillarpkgconfigpracmaquadprogquantregR6RColorBrewerRcppRcppArmadilloRCurlRglpkrlangrneosrobustbaseRsolnprugarchscalesSkewHyperbolicslamsnSparseMspatialspdstabledistsurvivaltibbletimechangetimeDatetimeSeriestruncnormTTRutf8vctrsviridisLitewithrXMLxtszoo
