portfolioSim-package {portfolioSim} | R Documentation |
Classes that serve as a framework for designing equity portfolio simulations.
Package: | portfolioSim |
Version: | 0.2-5 |
Date: | 2009-02-06 |
Depends: | R (>= 2.4.0), methods, lattice, portfolio (>= 0.4-0) |
License: | GPL (>= 2) |
LazyLoad: | yes |
Index:
instantData-class Class "instantData" loadIn Load data from various formats. orderable-class Class "orderable" periodData-class Class "periodData" portfolioSim-class Class "portfolioSim" portfolioSim-package Framework for simulating equity portfolio strategies saveOut Save data in various formats. sdiDf-class Class "sdiDf" simData-class Class "simData" simDataInterface-class Class "simDataInterface" simResult-class Class "simResult" simResultSinglePeriod-class Class "simResultSinglePeriod" simSummaryInterface-class Class "simSummaryInterface" simTrades-class Class "simTrades" simTradesInterface-class Class "simTradesInterface" starmine.sim StarMine Rankings, 1995, and supplementary data. stiFromSignal-class Class "stiFromSignal" stiPresetTrades-class Class "stiPresetTrades"
Further information is available in the following vignettes:
portfolioSim | Performing equity investment simulations with the portfolioSim package (source, pdf) |
Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Kyle Campbell <Kyle.W.Campbell@williams.edu>
Maintainer: Jeff Enos <jeff@kanecap.com>