Other packages > Find by keyword >

PortRisk  

Portfolio Risk Analysis
View on CRAN: Click here


Download and install PortRisk package within the R console
Install from CRAN:
install.packages("PortRisk")

Install from Github:
library("remotes")
install_github("cran/PortRisk")

Install by package version:
library("remotes")
install_version("PortRisk", "1.1.0")



Attach the package and use:
library("PortRisk")
Maintained by
Sourish Das
[Scholar Profile | Author Map]
First Published: 2014-06-07
Latest Update: 2015-11-01
Description:
Risk Attribution of a portfolio with Volatility Risk Analysis.
How to cite:
Sourish Das (2014). PortRisk: Portfolio Risk Analysis. R package version 1.1.0, https://cran.r-project.org/web/packages/PortRisk. Accessed 29 Mar. 2025.
Previous versions and publish date:
1.0 (2014-06-07 20:29)
Other packages that cited PortRisk R package
View PortRisk citation profile
Other R packages that PortRisk depends, imports, suggests or enhances
Complete documentation for PortRisk
Functions, R codes and Examples using the PortRisk R package
Some associated functions: PortRisk-package . SnP500List . SnP500Returns . access . portvol.Bayes . portvol . risk.attrib.Copula . risk.attribution . volatility . 
Some associated R codes: PortRisk-internal.R . access.R . cctr.Bayes.R . cctr.R . mctr.Bayes.R . mctr.R . portvol.Bayes.R . portvol.R . risk.attrib.Copula.R . risk.attribution.R . volatility.R .  Full PortRisk package functions and examples
Downloads during the last 30 days
02/2803/0103/0203/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/28Downloads for PortRisk246810121416182022242628TrendBars

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
landmix  
Landmark Prediction for Mixture Data
Non-parametric prediction of survival outcomes for mixture data that incorporates covariates and a l ...
Download / Learn more Package Citations See dependency  
gglgbtq  
Show Pride on 'ggplot2' Plots
Provides multiple palettes based on pride flags with tailored themes. ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA