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)RMOPI_1.1.zip(r-4.6)RMOPI_1.1.zip(r-4.5)
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✨
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 198 downloads 33 exports 95 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64OK206
source / vignettesOK202
linux-release-x86_64OK192
macos-release-arm64OK146
macos-oldrel-arm64OK239
windows-develOK173
windows-releaseOK133
windows-oldrelOK115
wasm-releaseOK120

Exports:CosPdfMultiCosPdfRecoveryCosValueOptionDescribeDescribeVectorEuroCallOptionF_kFixBacktestggacfggboxplotgghistplotgglineplotggpacfInvestmentPortfolioLogErrorCosPdfNormChfPdfMultiPlotPdfSinglePlotrGarchrGarcharGbmrGbmsrGbmSingleRiskIndicatorsrMvReturnSimrTraderTradesSharpStackForPlotStackRetStNormChfV_kVaRSimTest

Dependencies:bitopsbootchronclicodetoolscpp11cubaturecurlDEoptimRdigestDistributionUtilsecodistenergyfarverfAssetsfBasicsfCopulaefMultivarFNNfPortfoliofracdifffuturefuture.applyGeneralizedHyperbolicgenericsggplot2globalsgluegslgssgtableigraphisobandkernlabKernSmoothkslabelinglatticelifecyclelistenvlubridatemagrittrMASSMatrixMatrixModelsmclustmgcvmnormtmulticoolmvnormtestmvtnormnlmenloptrnumDerivparallellyPerformanceAnalyticspillarpkgconfigpracmaquadprogquantregR6RColorBrewerRcppRcppArmadilloRCurlRglpkrlangrneosrobustbaseRsolnprugarchS7scalesSkewHyperbolicslamsnSparseMspatialspdstabledistsurvivaltibbletimechangetimeDatetimeSeriestruncnormTTRutf8vctrsviridisLitewithrXMLxtszoo