R: Portfolio Allocation and Risk Management Applications

# Portfolio Allocation and Risk Management Applications

## Documentation for package ‘parma’ version 1.7

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

parma-package | The parma package
checkarbitrage | Class '"parmaPort"'
checkarbitrage-method | Class '"parmaPort"'
cmaes | The Covariance Matrix Adaptation Evolution Strategy (cmaes) Solver
cmaes.control | The Covariance Matrix Adaptation Evolution Strategy (cmaes) Solver
etfdata | 15 Exchange Traded Funds (ETFs)
ineqfun.bsturnover.min | NLP custom constraint functions
ineqfun.bsturnover.opt | NLP custom constraint functions
ineqfun.turnover.min | NLP custom constraint functions
ineqfun.turnover.opt | NLP custom constraint functions
ineqfun.variance.min | NLP custom constraint functions
ineqfun.variance.opt | NLP custom constraint functions
ineqjac.bsturnover.min | NLP custom constraint functions
ineqjac.bsturnover.opt | NLP custom constraint functions
ineqjac.turnover.min | NLP custom constraint functions
ineqjac.turnover.opt | NLP custom constraint functions
ineqjac.variance.min | NLP custom constraint functions
ineqjac.variance.opt | NLP custom constraint functions
parma | The parma package
parmafrontier | Efficient Frontier Generator
parmafrontier-method | Efficient Frontier Generator
parmafrontier-methods | Efficient Frontier Generator
parmaget | Class '"parmaSpec"'
parmaget-method | Class '"parmaSpec"'
parmaPort-class | Class '"parmaPort"'
parmareward | Class '"parmaPort"'
parmareward-method | Class '"parmaPort"'
parmarisk | Class '"parmaPort"'
parmarisk-method | Class '"parmaPort"'
parmaset<- | Class '"parmaSpec"'
parmaset<--method | Class '"parmaSpec"'
parmasolve | Portfolio Allocation Model Solver
parmasolve-method | Portfolio Allocation Model Solver
parmasolve-methods | Portfolio Allocation Model Solver
parmaspec | Portfolio Allocation Model Specification
parmaSpec-class | Class '"parmaSpec"'
parmaspec-method | Portfolio Allocation Model Specification
parmaspec-methods | Portfolio Allocation Model Specification
parmastatus | Class '"parmaPort"'
parmastatus-method | Class '"parmaPort"'
parmautility | Utility Based Optimization
parmautility-method | Utility Based Optimization
parmautility-methods | Utility Based Optimization
riskfun | Portfolio Risk Measures
show-method | Class '"parmaPort"'
show-method | Class '"parmaSpec"'
Socp | Second-order Cone Programming
SocpControl | Control Variables for Socp
SocpPhase1 | SOCP: Initialising objective variable x in primal form
SocpPhase2 | SOCP: Initialising objective variable z in dual form
tictoc | Class '"parmaPort"'
tictoc-method | Class '"parmaPort"'
weights-method | Class '"parmaPort"'