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A B C D E F G J K L M N P R S T V W
| altInvest | fPortfolio Data Sets |
| annualInvest | fPortfolio Data Sets |
| assetsCorr | fPortfolio Data Sets |
| berndtInvest | fPortfolio Data Sets |
| class-fPFOLIOCON | Portfolio Constraints Handling |
| class-fPFOLIODATA | Portfolio Data Handling |
| class-fPFOLIOSPEC | Specification of Portfolios |
| class-fPORTFOLIO | Portfolio Class |
| cmlLines | Efficient Frontier Plot |
| cmlPoints | Efficient Frontier Plot |
| covEstimator | Covariance Estimators |
| covMcdEstimator | Covariance Estimators |
| covOGKEstimator | Covariance Estimators |
| covRisk | portfolioRisk |
| covRiskBudgetsLinePlot | Portfolio Weights Line Plots |
| covRiskBudgetsPie | Portfolio Pie Plots |
| covRiskBudgetsPlot | Portfolio Weights Pie Plots |
| cvarRisk | portfolioRisk |
| dataSets | fPortfolio Data Sets |
| efficientPortfolio | Efficient Portfolios |
| eqsumWConstraints | Portfolio Constraints |
| equalWeightsPoints | Efficient Frontier Plot |
| equityFunds | fPortfolio Data Sets |
| feasiblePortfolio | Portfolio Class |
| fPFOLIOCON | Portfolio Constraints Handling |
| fPFOLIOCON-class | Portfolio Constraints Handling |
| fPFOLIODATA | Portfolio Data Handling |
| fPFOLIODATA-class | Portfolio Data Handling |
| fPFOLIOSPEC | Specification of Portfolios |
| fPFOLIOSPEC-class | Specification of Portfolios |
| fPORTFOLIO | Portfolio Class |
| fPortfolio | Portfolio Modelling, Optimization and Backtesting |
| fPORTFOLIO-class | Portfolio Class |
| frontierPlot | Efficient Frontier Plot |
| frontierPlotControl | Frontier Plot Control List |
| frontierPoints | Get Frontier Points |
| getAlpha | Extractors |
| getAlpha.fPFOLIOSPEC | Portfolio Specification Extractors |
| getAlpha.fPORTFOLIO | Portfolio Class Extractors |
| getConstraints | Extractors |
| getConstraints.fPORTFOLIO | Portfolio Class Extractors |
| getConstraintsTypes | Portfolio Class Extractors |
| getCov | Extractors |
| getCov.fPFOLIODATA | Portfolio Data Extractors |
| getCov.fPORTFOLIO | Portfolio Class Extractors |
| getCovRiskBudgets | Extractors |
| getCovRiskBudgets.fPORTFOLIO | Portfolio Class Extractors |
| getData | Extractors |
| getData.fPFOLIODATA | Portfolio Data Extractors |
| getData.fPORTFOLIO | Portfolio Class Extractors |
| getDefault | Extractors |
| getEstimator | Extractors |
| getEstimator.fPFOLIODATA | Portfolio Data Extractors |
| getEstimator.fPFOLIOSPEC | Portfolio Specification Extractors |
| getEstimator.fPORTFOLIO | Portfolio Class Extractors |
| getMean | Extractors |
| getMean.fPFOLIODATA | Portfolio Data Extractors |
| getMean.fPORTFOLIO | Portfolio Class Extractors |
| getModel.fPFOLIOSPEC | Portfolio Specification Extractors |
| getModel.fPORTFOLIO | Portfolio Class Extractors |
| getMu | Extractors |
| getMu.fPFOLIODATA | Portfolio Data Extractors |
| getMu.fPORTFOLIO | Portfolio Class Extractors |
| getNames | Extractors |
| getNames.fPFOLIODATA | Portfolio Data Extractors |
| getNames.fPORTFOLIO | Portfolio Class Extractors |
| getNAssets | Extractors |
| getNAssets.fPFOLIODATA | Portfolio Data Extractors |
| getNAssets.fPORTFOLIO | Portfolio Class Extractors |
| getNFrontierPoints | Extractors |
| getNFrontierPoints.fPFOLIOSPEC | Portfolio Specification Extractors |
| getNFrontierPoints.fPORTFOLIO | Portfolio Class Extractors |
| getObjective | Extractors |
| getObjective.fPFOLIOSPEC | Portfolio Specification Extractors |
| getOptim | Extractors |
| getOptim.fPFOLIOSPEC | Portfolio Specification Extractors |
| getOptim.fPORTFOLIO | Portfolio Class Extractors |
| getOptimize | Extractors |
| getOptimize.fPFOLIOSPEC | Portfolio Specification Extractors |
| getOptimize.fPORTFOLIO | Portfolio Class Extractors |
| getParams | Extractors |
| getParams.fPFOLIOSPEC | Portfolio Specification Extractors |
| getParams.fPORTFOLIO | Portfolio Class Extractors |
| getPortfolio | Extractors |
| getPortfolio.fPFOLIOSPEC | Portfolio Specification Extractors |
| getPortfolio.fPORTFOLIO | Portfolio Class Extractors |
| getRiskFreeRate | Extractors |
| getRiskFreeRate.fPFOLIOSPEC | Portfolio Specification Extractors |
| getRiskFreeRate.fPORTFOLIO | Portfolio Class Extractors |
| getSeries | Extractors |
| getSeries.fPFOLIODATA | Portfolio Data Extractors |
| getSeries.fPORTFOLIO | Portfolio Class Extractors |
| getSigma | Extractors |
| getSigma.fPFOLIODATA | Portfolio Data Extractors |
| getSigma.fPORTFOLIO | Portfolio Class Extractors |
| getSolver | Extractors |
| getSolver.fPFOLIOSPEC | Portfolio Specification Extractors |
| getSolver.fPORTFOLIO | Portfolio Class Extractors |
| getSpec | Extractors |
| getSpec.fPORTFOLIO | Portfolio Class Extractors |
| getStatistics | Extractors |
| getStatistics.fPFOLIODATA | Portfolio Data Extractors |
| getStatistics.fPORTFOLIO | Portfolio Class Extractors |
| getStatus | Extractors |
| getStatus.fPFOLIOSPEC | Portfolio Specification Extractors |
| getStatus.fPORTFOLIO | Portfolio Class Extractors |
| getTailRisk | Extractors |
| getTailRisk.fPFOLIODATA | Portfolio Data Extractors |
| getTailRisk.fPFOLIOSPEC | Portfolio Specification Extractors |
| getTailRisk.fPORTFOLIO | Portfolio Class Extractors |
| getTailRiskBudgets | Extractors |
| getTailRiskBudgets.fPORTFOLIO | Portfolio Class Extractors |
| getTargetReturn | Extractors |
| getTargetReturn.fPFOLIOSPEC | Portfolio Specification Extractors |
| getTargetReturn.fPORTFOLIO | Portfolio Class Extractors |
| getTargetRisk | Extractors |
| getTargetRisk.fPFOLIOSPEC | Portfolio Specification Extractors |
| getTargetRisk.fPORTFOLIO | Portfolio Class Extractors |
| getTrace | Extractors |
| getTrace.fPFOLIOSPEC | Portfolio Specification Extractors |
| getTrace.fPORTFOLIO | Portfolio Class Extractors |
| getType | Extractors |
| getType.fPFOLIOSPEC | Portfolio Specification Extractors |
| getType.fPORTFOLIO | Portfolio Class Extractors |
| getWeights | Extractors |
| getWeights.fPFOLIOSPEC | Portfolio Specification Extractors |
| getWeights.fPORTFOLIO | Portfolio Class Extractors |
| jobstCov | fPortfolio Data Sets |
| kendallEstimator | Covariance Estimators |
| largecap.ts | fPortfolio Data Sets |
| listFConstraints | Portfolio Constraints |
| lpmEstimator | Covariance Estimators |
| LPP2005REC | fPortfolio Data Sets |
| maxBConstraints | Portfolio Constraints |
| maxFConstraints | Portfolio Constraints |
| maxratioPortfolio | Efficient Portfolios |
| maxreturnPortfolio | Efficient Portfolios |
| maxsumWConstraints | Portfolio Constraints |
| maxWConstraints | Portfolio Constraints |
| mcdEstimator | Covariance Estimators |
| microcap.ts | fPortfolio Data Sets |
| midcap.ts | fPortfolio Data Sets |
| midcapD.ts | fPortfolio Data Sets |
| minBConstraints | Portfolio Constraints |
| minFConstraints | Portfolio Constraints |
| minriskPortfolio | Efficient Portfolios |
| minsumWConstraints | Portfolio Constraints |
| minvariancePoints | Efficient Frontier Plot |
| minvariancePortfolio | Efficient Portfolios |
| minWConstraints | Portfolio Constraints |
| monteCarloPoints | Efficient Frontier Plot |
| mveEstimator | Covariance Estimators |
| nnveEstimator | Covariance Estimators |
| plot-methods | plot-methods |
| plot.fPORTFOLIO | Portfolio Class |
| portfolioConstraints | Portfolio Constraints |
| portfolioData | Portfolio Data Handling |
| portfolioData2 | portfolioData2 |
| portfolioFrontier | Efficient Portfolio Frontier |
| portfolioRisk | portfolioRisk |
| portfolioRolling | Rolling Portfolio |
| portfolioSpec | Specification of Portfolios |
| returns.three.ts | fPortfolio Data Sets |
| rollingCmlPortfolio | Rolling Portfolio |
| rollingMinvariancePortfolio | Rolling Portfolio |
| rollingPortfolio | Rolling Portfolio |
| rollingPortfolioFrontier | Rolling Portfolio |
| rollingTangencyPortfolio | Rolling Portfolio |
| rollingWindows | Rolling Portfolio |
| setSpec | Specification of Portfolios |
| sharpeRatioLines | Efficient Frontier Plot |
| show,fPFOLIOCON-method | Portfolio Constraints Handling |
| show,fPFOLIODATA-method | Portfolio Data Handling |
| show,fPFOLIOSPEC-method | Specification of Portfolios |
| show,fPORTFOLIO-method | Portfolio Print Methods |
| show-methods | Portfolio Print Methods |
| shrinkEstimator | Covariance Estimators |
| singleAssetPoints | Efficient Frontier Plot |
| smallcap.ts | fPortfolio Data Sets |
| solveRglpk | Linear Programming Solver |
| solveRquadprog | Quadratic Programming Solver |
| solveRshortExact | Exat unlimit Short Selling Solver |
| spearmanEstimator | Covariance Estimators |
| summary-methods | summary-methods |
| summary.fPORTFOLIO | Portfolio Class |
| SWXLP | fPortfolio Data Sets |
| tailRiskBudgetsPie | Portfolio Pie Plots |
| tailRiskBudgetsPlot | Portfolio Weights Pie Plots |
| tangencyLines | Efficient Frontier Plot |
| tangencyPoints | Efficient Frontier Plot |
| tangencyPortfolio | Efficient Portfolios |
| twoAssetsLines | Efficient Frontier Plot |
| vanIndices | fPortfolio Data Sets |
| varRisk | portfolioRisk |
| weightedReturnsLinePlot | Portfolio Weights Line Plots |
| weightedReturnsPie | Portfolio Pie Plots |
| weightedReturnsPlot | Portfolio Weights Pie Plots |
| weightsLinePlot | Portfolio Weights Line Plots |
| weightsPie | Portfolio Pie Plots |
| weightsPlot | Portfolio Weights Pie Plots |
| weightsSlider | Portfolio Weights Slider |