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ffp  

Fully Flexible Probabilities for Stress Testing and Portfolio Construction
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ffp", "0.2.2")



Attach the package and use:
library("ffp")
Maintained by
Bernardo Reckziegel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-07-14
Latest Update: 2022-09-29
Description:
Implements numerical entropy-pooling for portfolio construction and scenario analysis as described in Meucci, Attilio (2008) and Meucci, Attilio (2010) .
How to cite:
Bernardo Reckziegel (2021). ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction. R package version 0.2.2, https://cran.r-project.org/web/packages/ffp. Accessed 26 Jun. 2026.
Previous versions and publish date:
0.1.0 (2021-07-14 11:10), 0.2.0 (2022-02-17 20:22), 0.2.1 (2022-03-24 20:10)
Other packages that cited ffp R package
View ffp citation profile
Other R packages that ffp depends, imports, suggests or enhances
Complete documentation for ffp
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