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RMOPI
View on CRAN: Click
here
Download and install RMOPI package within the R console
Install from CRAN:
install.packages("RMOPI")
Install from Github:
library("remotes")
install_github("cran/RMOPI") Install by package version:
library("remotes")
install_version("RMOPI", "1.1") Attach the package and use:
library("RMOPI")
Maintained by
Wei Ling
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-08-19
Latest Update: 2022-08-22
Description:
Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) ).
How to cite:
Wei Ling (2022). RMOPI: Risk Management and Optimization for Portfolio Investment. R package version 1.1, https://cran.r-project.org/web/packages/RMOPI. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0 (2022-08-19 14:20)
Other packages that cited RMOPI R package
View RMOPI citation profile
Other R packages that RMOPI depends,
imports, suggests or enhances
Complete documentation for RMOPI
Functions, R codes and Examples using
the RMOPI R package
Some associated functions: CosPdfMulti . CosPdfRecovery . CosValueOption . Describe . DescribeVector . EuroCallOption . F_k . FixBacktest . InvestmentPortfolio . LogErrorCosPdf . NormChf . PdfMultiPlot . PdfSinglePlot . RiskIndicators . Sharp . StNormChf . StackForPlot . StackRet . V_k . VaRSimTest . ggacf . ggboxplot . gghistplot . gglineplot . ggpacf . rGarch . rGarcha . rGbm . rGbmSingle . rGbms . rMvReturnSim . rTrade . rTrades .
Some associated R codes: backtest.R . cos.R . describe.R . ggacf.R . ggbox.R . ggplot.R . investport.R . rgarch.R . rgbm.R . rmv.R . stackret.R . var.R . Full RMOPI package functions and examples
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