Risk Management and Optimization for Portfolio Investment
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Documentation for package ‘RMOPI’ version 1.1
Help Pages
| CosPdfMulti | Distribution Recovery with the COS method for Different parameters |
| CosPdfRecovery | Distribution Recovery with the COS method |
| CosValueOption | Approximate the Option Price with the COS Method |
| Describe | Summary Statistics |
| DescribeVector | Summary Statistics of Vector |
| EuroCallOption | The Value Function of European Call Option |
| FixBacktest | Buy and Hold Backtest |
| F_k | F_k Coefficients |
| ggacf | Plot the Acf Figure |
| ggboxplot | Plot the Box Figure |
| gghistplot | Plot the Histogram Figure |
| gglineplot | Plot the Time Series |
| ggpacf | Plot the Pacf Figure |
| InvestmentPortfolio | Construct Portfolio |
| LogErrorCosPdf | Calculate the Absolute Error of the COS Method |
| NormChf | The Characteristic Function of Normal Distribution |
| PdfMultiPlot | Plot the Probability Density Functions |
| PdfSinglePlot | Plot the Probability Density Function |
| rGarch | Simulate a Garch Series |
| rGarcha | Simulate a Garch Series |
| rGbm | Simulate prices series of stocks |
| rGbms | Simulate Multivariate Stocks Prices Data |
| rGbmSingle | Simulate a single stock price series |
| RiskIndicators | Calculate Useful Indicators for returns |
| rMvReturnSim | Simulate Stocks Prices |
| rTrade | Simulate stock trade data |
| rTrades | Simulate Multivariate Stock Trade Data |
| Sharp | Calculate Sharp Ratio with stock prices |
| StackForPlot | Rearrange the data from 'LogErrorCosPdf' for plot |
| StackRet | Stack Rets for ggplot |
| StNormChf | The Characteristic Function of Standard Normal Distribution |
| VaRSimTest | VaR Calculation and Coverage Test |
| V_k | V_k Series |