parma-package |
The parma package |
checkarbitrage |
Class '"parmaPort"' |
checkarbitrage-method |
Class '"parmaPort"' |
cmaes |
The Covariance Matrix Adaptation Evolution Strategy (cmaes) Solver |
cmaes.control |
The Covariance Matrix Adaptation Evolution Strategy (cmaes) Solver |
etfdata |
15 Exchange Traded Funds (ETFs) |
ineqfun.bsturnover.min |
NLP custom constraint functions |
ineqfun.bsturnover.opt |
NLP custom constraint functions |
ineqfun.turnover.min |
NLP custom constraint functions |
ineqfun.turnover.opt |
NLP custom constraint functions |
ineqfun.variance.min |
NLP custom constraint functions |
ineqfun.variance.opt |
NLP custom constraint functions |
ineqjac.bsturnover.min |
NLP custom constraint functions |
ineqjac.bsturnover.opt |
NLP custom constraint functions |
ineqjac.turnover.min |
NLP custom constraint functions |
ineqjac.turnover.opt |
NLP custom constraint functions |
ineqjac.variance.min |
NLP custom constraint functions |
ineqjac.variance.opt |
NLP custom constraint functions |
parma |
The parma package |
parmafrontier |
Efficient Frontier Generator |
parmafrontier-method |
Efficient Frontier Generator |
parmafrontier-methods |
Efficient Frontier Generator |
parmaget |
Class '"parmaSpec"' |
parmaget-method |
Class '"parmaSpec"' |
parmaPort-class |
Class '"parmaPort"' |
parmareward |
Class '"parmaPort"' |
parmareward-method |
Class '"parmaPort"' |
parmarisk |
Class '"parmaPort"' |
parmarisk-method |
Class '"parmaPort"' |
parmaset<- |
Class '"parmaSpec"' |
parmaset<--method |
Class '"parmaSpec"' |
parmasolve |
Portfolio Allocation Model Solver |
parmasolve-method |
Portfolio Allocation Model Solver |
parmasolve-methods |
Portfolio Allocation Model Solver |
parmaspec |
Portfolio Allocation Model Specification |
parmaSpec-class |
Class '"parmaSpec"' |
parmaspec-method |
Portfolio Allocation Model Specification |
parmaspec-methods |
Portfolio Allocation Model Specification |
parmastatus |
Class '"parmaPort"' |
parmastatus-method |
Class '"parmaPort"' |
parmautility |
Utility Based Optimization |
parmautility-method |
Utility Based Optimization |
parmautility-methods |
Utility Based Optimization |
riskfun |
Portfolio Risk Measures |
show-method |
Class '"parmaPort"' |
show-method |
Class '"parmaSpec"' |
Socp |
Second-order Cone Programming |
SocpControl |
Control Variables for Socp |
SocpPhase1 |
SOCP: Initialising objective variable x in primal form |
SocpPhase2 |
SOCP: Initialising objective variable z in dual form |
tictoc |
Class '"parmaPort"' |
tictoc-method |
Class '"parmaPort"' |
weights-method |
Class '"parmaPort"' |