| portfolioSim-package {portfolioSim} | R Documentation |
Classes that serve as a framework for designing equity portfolio simulations.
| Package: | portfolioSim |
| Version: | 0.2-1 |
| Date: | 2007-10-01 |
| Depends: | R (>= 2.4.0), methods, lattice, portfolio (>= 0.4-0) |
| License: | GPL (>= 2) |
| LazyLoad: | yes |
| Built: | R 2.6.0; ; 2007-10-02 08:30:49; unix |
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>