Package: PortRisk 1.1.0

PortRisk: Portfolio Risk Analysis

Risk Attribution of a portfolio with Volatility Risk Analysis.

Authors:Sourish Das [aut, cre], Tamal Kanti Panja [aut]

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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'))

Peer review:

Datasets:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 8 scripts 169 downloads 10 exports 27 dependencies

Last updated 9 years agofrom:78d125aea3. Checks:OK: 5 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-winNOTENov 15 2024
R-4.5-linuxNOTENov 15 2024
R-4.4-winOKNov 15 2024
R-4.4-macOKNov 15 2024
R-4.3-winOKNov 15 2024
R-4.3-macOKNov 15 2024

Exports:accesscctrcctr.Bayesmctrmctr.Bayesportvolportvol.Bayesrisk.attrib.Copularisk.attributionvolatility

Dependencies:ADGofTestcodacolorspacecopulacurlgsljsonlitelatticeMASSMatrixMatrixModelsmcmcMCMCpackmvtnormnumDerivpcaPPpsplinequadprogquantmodquantregSparseMstabledistsurvivaltseriesTTRxtszoo