Package: PortRisk 1.1.0
PortRisk: Portfolio Risk Analysis
Risk Attribution of a portfolio with Volatility Risk Analysis.
Authors:
PortRisk_1.1.0.tar.gz
PortRisk_1.1.0.zip(r-4.5)PortRisk_1.1.0.zip(r-4.4)PortRisk_1.1.0.zip(r-4.3)
PortRisk_1.1.0.tgz(r-4.4-any)PortRisk_1.1.0.tgz(r-4.3-any)
PortRisk_1.1.0.tar.gz(r-4.5-noble)PortRisk_1.1.0.tar.gz(r-4.4-noble)
PortRisk_1.1.0.tgz(r-4.4-emscripten)PortRisk_1.1.0.tgz(r-4.3-emscripten)
PortRisk.pdf |PortRisk.html✨
PortRisk/json (API)
# Install 'PortRisk' in R: |
install.packages('PortRisk', repos = c('https://sourish-cmi.r-universe.dev', 'https://cloud.r-project.org')) |
- SnP500List - List of S&P500 Stocks in 2013
- SnP500Returns - Daily Returns of S&P500 Stocks in 2013
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 years agofrom:78d125aea3. Checks:OK: 5 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 16 2024 |
R-4.5-win | NOTE | Oct 16 2024 |
R-4.5-linux | NOTE | Oct 16 2024 |
R-4.4-win | OK | Oct 16 2024 |
R-4.4-mac | OK | Oct 16 2024 |
R-4.3-win | OK | Oct 16 2024 |
R-4.3-mac | OK | Oct 16 2024 |
Exports:accesscctrcctr.Bayesmctrmctr.Bayesportvolportvol.Bayesrisk.attrib.Copularisk.attributionvolatility
Dependencies:ADGofTestcodacolorspacecopulacurlgsljsonlitelatticeMASSMatrixMatrixModelsmcmcMCMCpackmvtnormnumDerivpcaPPpsplinequadprogquantmodquantregSparseMstabledistsurvivaltseriesTTRxtszoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Portfolio Risk Analysis | PortRisk-package PortRisk |
Access Daily Stock Returns by Dates | access |
Portfolio Volatility and Contribution to Total Volatility Risk (MCTR & CCTR) | cctr mctr portvol |
Portfolio Volatility and Contribution to Total Volatility Risk (MCTR & CCTR): Bayesian Approach | cctr.Bayes mctr.Bayes portvol.Bayes |
Risk Attribution of a Portfolio with t-Copula | risk.attrib.Copula |
Risk Attribution of a Portfolio | risk.attribution |
List of S&P500 Stocks in 2013 | SnP500List |
Daily Returns of S&P500 Stocks in 2013 | SnP500Returns |
Individual Volatility of Stock(s) | volatility |