Portfolio Allocation and Risk Management Applications

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Documentation for package ‘parma’ version 1.7

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

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"'