Package: parma 1.7

parma: Portfolio Allocation and Risk Management Applications

Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.

Authors:Alexios Galanos [aut, cre], Bernhard Pfaff [ctb], Miguel Sousa Lobo [ctb], Lieven Vandenberghe [ctb], Stephen Boyd [ctb], Herve Lebret [ctb]

parma_1.7.tar.gz
parma_1.7.zip(r-4.5)parma_1.7.zip(r-4.4)parma_1.7.zip(r-4.3)
parma_1.7.tgz(r-4.4-x86_64)parma_1.7.tgz(r-4.4-arm64)parma_1.7.tgz(r-4.3-x86_64)parma_1.7.tgz(r-4.3-arm64)
parma_1.7.tar.gz(r-4.5-noble)parma_1.7.tar.gz(r-4.4-noble)
parma_1.7.tgz(r-4.4-emscripten)parma_1.7.tgz(r-4.3-emscripten)
parma.pdf |parma.html✨
parma/json (API)

Peer review:

Bug tracker:https://github.com/alexiosg/parma/issues

On CRAN:

32 exports 4 stars 1.03 score 6 dependencies 12 scripts 381 downloads

Last updated 1 years agofrom:24080c8f3c. Checks:OK: 9. Indexed: yes.

Exports:checkarbitragecmaescmaes.controlineqfun.bsturnover.minineqfun.bsturnover.optineqfun.turnover.minineqfun.turnover.optineqfun.variance.minineqfun.variance.optineqjac.bsturnover.minineqjac.bsturnover.optineqjac.turnover.minineqjac.turnover.optineqjac.variance.minineqjac.variance.optparmafrontierparmagetparmarewardparmariskparmaset<-parmasolveparmaspecparmastatusparmautilityriskfunshowSocpSocpControlSocpPhase1SocpPhase2tictocweights

Dependencies:corpcornloptrquadprogRglpkslamtruncnorm