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PortfolioAnalytics  

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("PortfolioAnalytics", "2.1.0")



Attach the package and use:
library("PortfolioAnalytics")
Maintained by
Brian G. Peterson
[Scholar Profile | Author Map]
First Published: 2015-04-19
Latest Update: 2018-05-17
Description:
Portfolio optimization and analysis routines and graphics.
How to cite:
Brian G. Peterson (2015). PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios. R package version 2.1.0, https://cran.r-project.org/web/packages/PortfolioAnalytics. Accessed 03 Apr. 2025.
Previous versions and publish date:
1.0.3636 (2015-04-19 07:39), 1.1.0 (2018-05-18 00:48), 2.0.0 (2024-07-03 20:50)
Other packages that cited PortfolioAnalytics R package
View PortfolioAnalytics citation profile
Other R packages that PortfolioAnalytics depends, imports, suggests or enhances
Complete documentation for PortfolioAnalytics
Functions, R codes and Examples using the PortfolioAnalytics R package
Some associated functions: BlackLittermanFormula . CCCgarch.MM . EntropyProg . HHI . PortfolioAnalytics-package . ac.ranking . add.constraint . addjective . add.sub.portfolio . applyFUN . barplotGroupWeights . black.litterman . box_constraint . center . centroid.buckets . centroid.complete.mc . centroid.sectors . centroid.sign . chart.Concentration . chart.EF.Weights . chart.EfficientFrontier . chart.EfficientFrontierOverlay . chart.GroupWeights . chart.RiskBudget . chart.RiskReward . chart.Weights . check_constraints . cokurtosisMF . cokurtosisSF . combine.optimizations . combine.portfolios . constrained_objective . constraint . constraint_ROI . coskewnessMF . coskewnessSF . covarianceMF . covarianceSF . create.EfficientFrontier . diversification . diversification_constraint . equal.weight . etl_milp_opt . etl_opt . extractCokurtosis . extractCoskewness . extractCovariance . extractEfficientFrontier . extractGroups . extractObjectiveMeasures . extractStats . extractWeights . factor_exposure_constraint . fn_map . generatesequence . get_constraints . gmv_opt . gmv_opt_leverage . gmv_opt_ptc . gmv_opt_toc . group_constraint . group_fail . indexes . insert_constraints . insert_objectives . inverse.volatility.weight . is.constraint . isjective . is.portfolio . leverage_exposure_constraint . maxret_milp_opt . maxret_opt . meanetl.efficient.frontier . meanvar.efficient.frontier . meucci.moments . meucci.ranking . minmax_objective . mult.portfolio.spec . name.replace . objective . optimize.portfolio . optimize.portfolio.parallel . optimize.portfolio.rebalancing . pHist . plot . portfolio.moments.bl . portfolio.moments.boudt . portfolio.spec . portfolio_risk_objective . pos_limit_fail . position_limit_constraint . print.constraint . print.efficient.frontier . print.optimize.portfolio . print.optimize.portfolio.rebalancing . print.portfolio . print.summary.optimize.portfolio . print.summary.optimize.portfolio.rebalancing . quadratic_utility_objective . random_portfolios . random_portfolios_v1 . random_walk_portfolios . randomize_portfolio . randomize_portfolio_v1 . regime.portfolios . return_constraint . return_objective . risk_budget_objective . rp_grid . rp_sample . rp_simplex . rp_transform . scatterFUN . set.portfolio.moments . set.portfolio.moments_v1 . statistical.factor.model . summary.efficient.frontier . summary.optimize.portfolio . summary.optimize.portfolio.rebalancing . summary.portfolio . trailingFUN . transaction_cost_constraint . turnover . turnover_constraint . turnover_objective . update.constraint . update_constraint_v1tov2 . var.portfolio . weight_concentration_objective . weight_sum_constraint . 
Some associated R codes: EntropyProg.R . ac_ranking.R . applyFUN.R . black_litterman.R . chart.RiskReward.R . chart.Weights.R . chart.concentration.R . charts.DE.R . charts.GenSA.R . charts.PSO.R . charts.ROI.R . charts.RP.R . charts.efficient.frontier.R . charts.groups.R . charts.multiple.R . charts.risk.R . constrained_objective.R . constraint_fn_map.R . constraints.R . constraintsFUN.R . constraints_ROI.R . equal.weight.R . extract.efficient.frontier.R . extractstats.R . generics.R . inverse.volatility.weight.R . meucci_moments.R . meucci_ranking.R . moment.functions.R . mult.layer.portfolio.R . objective.R . objectiveFUN.R . optFUN.R . optimize.portfolio.R . portfolio.R . random_portfolios.R . stat.factor.model.R . trailingFUN.R . utility.combine.R . utils.R . zzz.R .  Full PortfolioAnalytics package functions and examples
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