CRAN/E | RMOPI

RMOPI

Risk Management and Optimization for Portfolio Investment

Installation

About

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).

Key Metrics

Version 1.1
Published 2022-08-22 605 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks RMOPI results

Downloads

Yesterday 5
Last 7 days 27 -29%
Last 30 days 170 -8%
Last 90 days 700 +26%
Last 365 days 2.357 +53%

Maintainer

Maintainer

Wei Ling

lingwei3418@163.com

Authors

Wei Ling

aut / cre

Yang Liu

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RMOPI archive

Depends

ggplot2
tibble
lubridate
timeSeries
xts

Imports

MASS
PerformanceAnalytics
TTR
fPortfolio
rugarch
timeDate