Entry: fPortfolio-package
Aliases: fPortfolio
Keywords: models
Description: Portfolio Modelling, Optimization and Backtesting
URL: ../../../library/fPortfolio/html/00fPortfolio-package.html

Entry: fFOLIOCON-class
Aliases: fPFOLIOCON class-fPFOLIOCON fPFOLIOCON-class show,fPFOLIOCON-method
Keywords: models
Description: Portfolio Constraints Handling
URL: ../../../library/fPortfolio/html/class-fPFOLIOCON.html

Entry: fFOLIODATA-class
Aliases: fPFOLIODATA class-fPFOLIODATA fPFOLIODATA-class show,fPFOLIODATA-method portfolioData
Keywords: models
Description: Portfolio Data Handling
URL: ../../../library/fPortfolio/html/class-fPFOLIODATA.html

Entry: fPFOLIOSPEC-class
Aliases: fPFOLIOSPEC class-fPFOLIOSPEC fPFOLIOSPEC-class show,fPFOLIOSPEC-method
Keywords: models
Description: Specification of Portfolios
URL: ../../../library/fPortfolio/html/class-fPFOLIOSPEC.html

Entry: fPFOLIOVAL-class
Aliases: fPFOLIOVAL class-fPFOLIOVAL fPFOLIOVAL-class show,fPFOLIOVAL-method
Keywords: models
Description: Values of Portfolio Frontiers
URL: ../../../library/fPortfolio/html/class-fPFOLIOVAL.html

Entry: fPORTFOLIO-class
Aliases: fPORTFOLIO class-fPORTFOLIO fPORTFOLIO-class plot.fPORTFOLIO summary.fPORTFOLIO
Keywords: models
Description: Portfolio Class
URL: ../../../library/fPortfolio/html/class-fPORTFOLIO.html

Entry: covEstimator
Aliases: covEstimator mveEstimator mcdEstimator lpmEstimator kendallEstimator spearmanEstimator covMcdEstimator covOGKEstimator shrinkEstimator nnveEstimator
Keywords: models
Description: Covariance Estimators
URL: ../../../library/fPortfolio/html/covEstimator.html

Entry: dataSets
Aliases: dataSets GCCINDEX.DF SPISECTOR.DF SWX.DF LPP2005.RET.DF SMALLCAP.RET.DF GCCINDEX SPISECTOR SWX LPP2005 SMALLCAP GCCINDEX.RET SPISECTOR.RET SWX.RET LPP2005.RET SMALLCAP.RET
Keywords: models
Description: Assets Data Sets
URL: ../../../library/fPortfolio/html/dataSets.html

Entry: efficientPortfolio
Aliases: efficientPortfolio maxratioPortfolio tangencyPortfolio minriskPortfolio minvariancePortfolio maxreturnPortfolio
Keywords: models
Description: Efficient Portfolios
URL: ../../../library/fPortfolio/html/efficientPortfolio.html

Entry: feasiblePortfolio
Aliases: feasiblePortfolio
Keywords: models
Description: Feasible Portfolios
URL: ../../../library/fPortfolio/html/feasiblePortfolio.html

Entry: frontierPlot
Aliases: frontierPlot minvariancePoints cmlPoints cmlLines tangencyPoints tangencyLines equalWeightsPoints singleAssetPoints twoAssetsLines sharpeRatioLines monteCarloPoints tailoredFrontierPlot
Keywords: models
Description: Efficient Frontier Plot
URL: ../../../library/fPortfolio/html/frontierPlot.html

Entry: frontierPlotControl
Aliases: frontierPlotControl
Keywords: models
Description: Frontier Plot Control List
URL: ../../../library/fPortfolio/html/frontierPlotControl.html

Entry: frontierPoints
Aliases: frontierPoints
Keywords: models
Description: Get Frontier Points
URL: ../../../library/fPortfolio/html/frontierPoints.html

Entry: getData
Aliases: getData.fPFOLIODATA getSeries.fPFOLIODATA getNAssets.fPFOLIODATA getNames.fPFOLIODATA getStatistics.fPFOLIODATA getMean.fPFOLIODATA getCov.fPFOLIODATA getMu.fPFOLIODATA getSigma.fPFOLIODATA getEstimator.fPFOLIODATA getTailRisk.fPFOLIODATA
Keywords: models
Description: Portfolio Data Extractor Functions
URL: ../../../library/fPortfolio/html/getData.html

Entry: getDefault
Aliases: getDefault getConstraints getControl getCov getCovRiskBudgets getData getEstimator getMean getMu getNames getNAssets getNFrontierPoints getObjective getOptim getOptions getOptimize getPortfolio getParams getRiskFreeRate getSeries getSigma getSolver getSpec getStatistics getStatus getAlpha getTailRisk getTailRiskBudgets getTargetReturn getTargetRisk getTrace getType getWeights
Keywords: models
Description: Extractor Functions
URL: ../../../library/fPortfolio/html/getDefault.html

Entry: getPortfolio
Aliases: getData.fPORTFOLIO getSeries.fPORTFOLIO getNAssets.fPORTFOLIO getNames.fPORTFOLIO getStatistics.fPORTFOLIO getMean.fPORTFOLIO getCov.fPORTFOLIO getMu.fPORTFOLIO getSigma.fPORTFOLIO getEstimator.fPORTFOLIO getSpec.fPORTFOLIO getModel.fPORTFOLIO getType.fPORTFOLIO getOptimize.fPORTFOLIO getEstimator.fPORTFOLIO getTailRisk.fPORTFOLIO getParams.fPORTFOLIO getOptim.fPORTFOLIO getSolver.fPORTFOLIO getTrace.fPORTFOLIO getConstraints.fPORTFOLIO getConstraintsTypes getPortfolio.fPORTFOLIO getWeights.fPORTFOLIO getTargetReturn.fPORTFOLIO getTargetRisk.fPORTFOLIO getAlpha.fPORTFOLIO getRiskFreeRate.fPORTFOLIO getNFrontierPoints.fPORTFOLIO getStatus.fPORTFOLIO getCovRiskBudgets.fPORTFOLIO getTailRiskBudgets.fPORTFOLIO
Keywords: models
Description: Portfolio Class Extractors
URL: ../../../library/fPortfolio/html/getPortfolio.html

Entry: getSpec
Aliases: getModel.fPFOLIOSPEC getType.fPFOLIOSPEC getOptimize.fPFOLIOSPEC getEstimator.fPFOLIOSPEC getTailRisk.fPFOLIOSPEC getParams.fPFOLIOSPEC getAlpha.fPFOLIOSPEC getA.fPFOLIOSPEC getA getMessages getPortfolio.fPFOLIOSPEC getWeights.fPFOLIOSPEC getTargetReturn.fPFOLIOSPEC getTargetRisk.fPFOLIOSPEC getRiskFreeRate.fPFOLIOSPEC getNFrontierPoints.fPFOLIOSPEC getStatus.fPFOLIOSPEC getOptim.fPFOLIOSPEC getSolver.fPFOLIOSPEC getObjective.fPFOLIOSPEC getOptions.fPFOLIOSPEC getControl.fPFOLIOSPEC getTrace.fPFOLIOSPEC
Keywords: models
Description: Portfolio Specification Extractor Functions
URL: ../../../library/fPortfolio/html/getSpec.html

Entry: plot-methods
Aliases: plot-methods
Keywords: models
Description: plot-methods
URL: ../../../library/fPortfolio/html/methods-plot.html

Entry: show-methods
Aliases: show-methods show,fPORTFOLIO-method
Keywords: models
Description: Portfolio Print Methods
URL: ../../../library/fPortfolio/html/methods-show.html

Entry: summary-methods
Aliases: summary-methods
Keywords: models
Description: summary-methods
URL: ../../../library/fPortfolio/html/methods-summary.html

Entry: portfolioConstraints
Aliases: portfolioConstraints minWConstraints maxWConstraints eqsumWConstraints minsumWConstraints maxsumWConstraints minBConstraints maxBConstraints listFConstraints minFConstraints maxFConstraints
Keywords: models
Description: Portfolio Constraints
URL: ../../../library/fPortfolio/html/portfolioConstraints.html

Entry: portfolioData2
Aliases: portfolioData2
Keywords: models
Description: portfolioData2
URL: ../../../library/fPortfolio/html/portfolioData.html

Entry: portfolioFrontier
Aliases: portfolioFrontier
Keywords: models
Description: Efficient Portfolio Frontier
URL: ../../../library/fPortfolio/html/portfolioFrontier.html

Entry: portfolioRisk
Aliases: portfolioRisk covRisk varRisk cvarRisk
Keywords: models
Description: portfolioRisk
URL: ../../../library/fPortfolio/html/portfolioRisk.html

Entry: portfolioRolling
Aliases: portfolioRolling rollingPortfolio rollingWindows rollingCmlPortfolio rollingTangencyPortfolio rollingMinvariancePortfolio rollingPortfolioFrontier
Keywords: models
Description: Rolling Portfolio
URL: ../../../library/fPortfolio/html/portfolioRolling.html

Entry: portfolioSpec
Aliases: portfolioSpec
Keywords: models
Description: Specification of Portfolios
URL: ../../../library/fPortfolio/html/portfolioSpec.html

Entry: setSpec
Aliases: setSpec setType<- setOptimize<- setEstimator<- setTailRisk<- setParams<- setAlpha<- setWeights<- setTargetReturn<- setTargetRisk<- setRiskFreeRate<- setNFrontierPoints<- setStatus<- setSolver<- setObjective<- setTrace<-
Keywords: models
Description: Settings for Specifications of Portfolios
URL: ../../../library/fPortfolio/html/setSpec.html

Entry: solveRglpk
Aliases: solveRglpk
Keywords: models
Description: Linear Programming Solver
URL: ../../../library/fPortfolio/html/solveRglpk.html

Entry: solveRquadprog
Aliases: solveRquadprog
Keywords: models
Description: Quadratic Programming Solver
URL: ../../../library/fPortfolio/html/solveRquadprog.html

Entry: solveRshortExact
Aliases: solveRshortExact
Keywords: models
Description: Exat unlimit Short Selling Solver
URL: ../../../library/fPortfolio/html/solveRshortExact.html

Entry: solveRsymphony
Aliases: solveRsymphony
Keywords: models
Description: Linear and Mixed Integer Programming Solver
URL: ../../../library/fPortfolio/html/solveRsymphony.html

Entry: weightsLinePlot
Aliases: weightsLinePlot weightedReturnsLinePlot covRiskBudgetsLinePlot
Keywords: models
Description: Portfolio Weights Line Plots
URL: ../../../library/fPortfolio/html/weightsLinePlot.html

Entry: weightsPie
Aliases: weightsPie weightedReturnsPie covRiskBudgetsPie tailRiskBudgetsPie
Keywords: models
Description: Portfolio Pie Plots
URL: ../../../library/fPortfolio/html/weightsPie.html

Entry: weightsPlot
Aliases: weightsPlot weightedReturnsPlot covRiskBudgetsPlot tailRiskBudgetsPlot
Keywords: models
Description: Portfolio Weights Pie Plots
URL: ../../../library/fPortfolio/html/weightsPlot.html

Entry: weightsSlider
Aliases: weightsSlider
Keywords: models
Description: Portfolio Weights Slider
URL: ../../../library/fPortfolio/html/weightsSlider.html
