{
  "_id": "6a2525504b233be198392778",
  "Package": "RMOPI",
  "Title": "Risk Management and Optimization for Portfolio Investment",
  "Version": "1.1",
  "Authors@R": "c(person(\"Wei\", \"Ling\",email = \"lingwei3418@163.com\", role = c(\"aut\", \"cre\")),person(\"Yang\", \"Liu\", email = \"jdcyang@126.com\",role = c(\"aut\")))",
  "Description": "Provides functions for risk management and portfolio\ninvestment of securities with practical tools for data\nprocessing and plotting. Moreover, it contains functions which\nperform the COS Method, an option pricing method based on the\nFourier-cosine series (Fang, F. (2008)\n<doi:10.1137/080718061>).",
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  "Author": "Wei Ling [aut, cre], Yang Liu [aut]",
  "Maintainer": "Wei Ling <lingwei3418@163.com>",
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  "Repository": "https://lingweir.r-universe.dev",
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    "CosPdfRecovery",
    "CosValueOption",
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    "DescribeVector",
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    "FixBacktest",
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    "StackForPlot",
    "StackRet",
    "StNormChf",
    "V_k",
    "VaRSimTest"
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    {
      "page": "CosPdfMulti",
      "title": "Distribution Recovery with the COS method for Different parameters",
      "topics": [
        "CosPdfMulti"
      ]
    },
    {
      "page": "CosPdfRecovery",
      "title": "Distribution Recovery with the COS method",
      "topics": [
        "CosPdfRecovery"
      ]
    },
    {
      "page": "CosValueOption",
      "title": "Approximate the Option Price with the COS Method",
      "topics": [
        "CosValueOption"
      ]
    },
    {
      "page": "Describe",
      "title": "Summary Statistics",
      "topics": [
        "Describe"
      ]
    },
    {
      "page": "DescribeVector",
      "title": "Summary Statistics of Vector",
      "topics": [
        "DescribeVector"
      ]
    },
    {
      "page": "EuroCallOption",
      "title": "The Value Function of European Call Option",
      "topics": [
        "EuroCallOption"
      ]
    },
    {
      "page": "F_k",
      "title": "F_k Coefficients",
      "topics": [
        "F_k"
      ]
    },
    {
      "page": "FixBacktest",
      "title": "Buy and Hold Backtest",
      "topics": [
        "FixBacktest"
      ]
    },
    {
      "page": "ggacf",
      "title": "Plot the Acf Figure",
      "topics": [
        "ggacf"
      ]
    },
    {
      "page": "ggboxplot",
      "title": "Plot the Box Figure",
      "topics": [
        "ggboxplot"
      ]
    },
    {
      "page": "gghistplot",
      "title": "Plot the Histogram Figure",
      "topics": [
        "gghistplot"
      ]
    },
    {
      "page": "gglineplot",
      "title": "Plot the Time Series",
      "topics": [
        "gglineplot"
      ]
    },
    {
      "page": "ggpacf",
      "title": "Plot the Pacf Figure",
      "topics": [
        "ggpacf"
      ]
    },
    {
      "page": "InvestmentPortfolio",
      "title": "Construct Portfolio",
      "topics": [
        "InvestmentPortfolio"
      ]
    },
    {
      "page": "LogErrorCosPdf",
      "title": "Calculate the Absolute Error of the COS Method",
      "topics": [
        "LogErrorCosPdf"
      ]
    },
    {
      "page": "NormChf",
      "title": "The Characteristic Function of Normal Distribution",
      "topics": [
        "NormChf"
      ]
    },
    {
      "page": "PdfMultiPlot",
      "title": "Plot the Probability Density Functions",
      "topics": [
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      ]
    },
    {
      "page": "PdfSinglePlot",
      "title": "Plot the Probability Density Function",
      "topics": [
        "PdfSinglePlot"
      ]
    },
    {
      "page": "rGarch",
      "title": "Simulate a Garch Series",
      "topics": [
        "rGarch"
      ]
    },
    {
      "page": "rGarcha",
      "title": "Simulate a Garch Series",
      "topics": [
        "rGarcha"
      ]
    },
    {
      "page": "rGbm",
      "title": "Simulate prices series of stocks",
      "topics": [
        "rGbm"
      ]
    },
    {
      "page": "rGbms",
      "title": "Simulate Multivariate Stocks Prices Data",
      "topics": [
        "rGbms"
      ]
    },
    {
      "page": "rGbmSingle",
      "title": "Simulate a single stock price series",
      "topics": [
        "rGbmSingle"
      ]
    },
    {
      "page": "RiskIndicators",
      "title": "Calculate Useful Indicators for returns",
      "topics": [
        "RiskIndicators"
      ]
    },
    {
      "page": "rMvReturnSim",
      "title": "Simulate Stocks Prices",
      "topics": [
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      ]
    },
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      "title": "Simulate stock trade data",
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      ]
    },
    {
      "page": "rTrades",
      "title": "Simulate Multivariate Stock Trade Data",
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    },
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      "title": "Calculate Sharp Ratio with stock prices",
      "topics": [
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      ]
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      "title": "Rearrange the data from 'LogErrorCosPdf' for plot",
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