R: Risk Management and Optimization for Portfolio Investment

# Risk Management and Optimization for Portfolio Investment

## Documentation for package ‘RMOPI’ version 1.1

- DESCRIPTION file

## Help Pages

CosPdfMulti | Distribution Recovery with the COS method for Different parameters
CosPdfRecovery | Distribution Recovery with the COS method
CosValueOption | Approximate the Option Price with the COS Method
Describe | Summary Statistics
DescribeVector | Summary Statistics of Vector
EuroCallOption | The Value Function of European Call Option
FixBacktest | Buy and Hold Backtest
F_k | F_k Coefficients
ggacf | Plot the Acf Figure
ggboxplot | Plot the Box Figure
gghistplot | Plot the Histogram Figure
gglineplot | Plot the Time Series
ggpacf | Plot the Pacf Figure
InvestmentPortfolio | Construct Portfolio
LogErrorCosPdf | Calculate the Absolute Error of the COS Method
NormChf | The Characteristic Function of Normal Distribution
PdfMultiPlot | Plot the Probability Density Functions
PdfSinglePlot | Plot the Probability Density Function
rGarch | Simulate a Garch Series
rGarcha | Simulate a Garch Series
rGbm | Simulate prices series of stocks
rGbms | Simulate Multivariate Stocks Prices Data
rGbmSingle | Simulate a single stock price series
RiskIndicators | Calculate Useful Indicators for returns
rMvReturnSim | Simulate Stocks Prices
rTrade | Simulate stock trade data
rTrades | Simulate Multivariate Stock Trade Data
Sharp | Calculate Sharp Ratio with stock prices
StackForPlot | Rearrange the data from 'LogErrorCosPdf' for plot
StackRet | Stack Rets for ggplot
StNormChf | The Characteristic Function of Standard Normal Distribution
VaRSimTest | VaR Calculation and Coverage Test
V_k | V_k Series