BlackLittermanFormula   Computes the Black-Litterman formula for the
                        moments of the posterior normal.
CCCgarch.MM             compute comoments for use by lower level
                        optimization functions when the conditional
                        covariance matrix is a CCC GARCH model
EntropyProg             Entropy pooling program for blending views on
                        scenarios with a prior scenario-probability
                        distribution
HHI                     Concentration of weights
MycovRobMcd             Control settings for custom.covRob.Mcd
MycovRobTSGS            Control settings for custom.covRob.TSGS
PortfolioAnalytics-package
                        Numeric methods for optimization of portfolios
ac.ranking              Asset Ranking
add.constraint          General interface for adding and/or updating
                        optimization constraints.
add.objective           General interface for adding optimization
                        objectives, including risk, return, and risk
                        budget
add.sub.portfolio       Add sub-portfolio
applyFUN                Apply a risk or return function to a set of
                        weights
backtest.plot           generate plots of the cumulative returns and
                        drawdown for back-testing
barplotGroupWeights     barplot of group weights by group or category
black.litterman         Black Litterman Estimates
box_constraint          constructor for box_constraint.
center                  Center
centroid.buckets        Buckets Centroid
centroid.complete.mc    Complete Cases Centroid
centroid.sectors        Multiple Sectors Centroid
centroid.sign           Positive and Negative View Centroid
chart.Concentration     Classic risk reward scatter and concentration
chart.EF.Weights        Chart weights along an efficient frontier
chart.EfficientFrontier
                        Chart the efficient frontier and risk-return
                        scatter
chart.EfficientFrontierCompare
                        Overlay the efficient frontiers of different
                        minRisk portfolio objects on a single plot.
chart.EfficientFrontierOverlay
                        Plot multiple efficient frontiers
chart.GroupWeights      Chart weights by group or category
chart.RiskBudget        Generic method to chart risk contribution
chart.RiskReward        classic risk reward scatter
chart.Weights           boxplot of the weights of the optimal
                        portfolios
check_constraints       check if a set of weights satisfies the
                        constraints
cokurtosisMF            Cokurtosis Matrix Estimate
cokurtosisSF            Cokurtosis Matrix Estimate
combine.optimizations   Combine objects created by optimize.portfolio
combine.portfolios      Combine a list of portfolio objects
constrained_objective   calculate a numeric return value for a
                        portfolio based on a set of constraints and
                        objectives
constraint_ROI          constructor for class constraint_ROI
constraint_v1           constructors for class constraint
coskewnessMF            Coskewness Matrix Estimate
coskewnessSF            Coskewness Matrix Estimate
covarianceMF            Covariance Matrix Estimate
covarianceSF            Covariance Matrix Estimate
create.EfficientFrontier
                        create an efficient frontier
custom.covRob.MM        Compute returns mean vector and covariance
                        matrix with custom.covRob.MM
custom.covRob.Mcd       Compute returns mean vector and covariance
                        matrix with custom.covRob.Mcd
custom.covRob.Rocke     Compute returns mean vector and covariance
                        matrix with custom.covRob.Rocke
custom.covRob.TSGS      Compute returns mean vector and covariance
                        matrix with custom.covRob.TSGS
diversification         Function to compute diversification as a
                        constraint
diversification_constraint
                        constructor for diversification_constraint
equal.weight            Create an equal weight portfolio
etl_milp_opt            Minimum ETL MILP Optimization
etl_opt                 Minimum ETL LP Optimization
extractCokurtosis       Cokurtosis Estimate
extractCoskewness       Coskewness Estimate
extractCovariance       Covariance Estimate
extractEfficientFrontier
                        Extract the efficient frontier data points
extractGroups           Extract the group and/or category weights
extractObjectiveMeasures
                        Extract the objective measures
extractStats            extract some stats and weights from a portfolio
                        run via 'optimize.portfolio'
extractWeights          Extract weights from a portfolio run via
                        'optimize.portfolio' or
                        'optimize.portfolio.rebalancing'
extract_risk            extract the risk value when knowing the weights
factor_exposure_constraint
                        Constructor for factor exposure constraint
fn_map                  mapping function to transform or penalize
                        weights that violate constraints
generatesequence        create a sequence of possible weights for
                        random or brute force portfolios
get_constraints         Helper function to get the enabled constraints
                        out of the portfolio object When the
                        v1_constraint object is instantiated via
                        constraint, the arguments min_sum, max_sum,
                        min, and max are either specified by the user
                        or default values are assigned. These are
                        required by other functions such as
                        'optimize.portfolio' and
                        'constrained_objective' . This function will
                        check that these variables are in the portfolio
                        object in the constraints list. We will default
                        to 'min_sum=1' and 'max_sum=1' if leverage
                        constraints are not specified. We will default
                        to 'min=-Inf' and 'max=Inf' if box constraints
                        are not specified.  This function is used at
                        the beginning of optimize.portfolio and other
                        functions to extract the constraints from the
                        portfolio object. We Use the same naming as the
                        v1_constraint object.
gmv_opt                 GMV/QU QP Optimization
gmv_opt_leverage        GMV/QU QP Optimization with Turnover Constraint
gmv_opt_ptc             GMV/QU QP Optimization with Proportional
                        Transaction Cost Constraint
gmv_opt_toc             GMV/QU QP Optimization with Turnover Constraint
group_constraint        constructor for group_constraint
group_fail              Test if group constraints have been violated
indexes                 Six Major Economic Indexes
insert_constraints      Insert a list of constraints into the
                        constraints slot of a portfolio object
insert_objectives       Insert a list of objectives into the objectives
                        slot of a portfolio object
inverse.volatility.weight
                        Create an inverse volatility weighted portfolio
is.constraint           check function for constraints
is.objective            check class of an objective object
is.portfolio            check function for portfolio
leverage_exposure_constraint
                        constructor for leverage_exposure_constraint
maxret_milp_opt         Maximum Return MILP Optimization
maxret_opt              Maximum Return LP Optimization
meancsm.efficient.frontier
                        Generate the efficient frontier for a mean-CSM
                        portfolio
meaneqs.efficient.frontier
                        Generate the efficient frontier for a mean-EQS
                        portfolio
meanetl.efficient.frontier
                        Generate the efficient frontier for a mean-etl
                        portfolio
meanrisk.efficient.frontier
                        Generate multiple efficient frontiers for the
                        same portfolio
meanvar.efficient.frontier
                        Generate the efficient frontier for a
                        mean-variance portfolio
meucci.moments          Compute moments
meucci.ranking          Asset Ranking
minmax_objective        constructor for class tmp_minmax_objective
mult.portfolio.spec     Multple Layer Portfolio Specification
name.replace            utility function to replace awkward named from
                        unlist
objective               constructor for class 'objective'
opt.outputMvo           Optimal Portfolio Weights and Performance
                        Values
optimize.portfolio      Constrained optimization of portfolios
optimize.portfolio.parallel
                        Execute multiple optimize.portfolio calls,
                        presumably in parallel
optimize.portfolio.rebalancing
                        Portfolio Optimization with Rebalancing Periods
pHist                   Generates histogram
plot.optimize.portfolio.DEoptim
                        plot method for objects of class
                        'optimize.portfolio'
plotFrontiers           Generate efficient frontiers plot by providing
                        frontiers.
portfolio.moments.bl    Portfolio Moments
portfolio.moments.boudt
                        Portfolio Moments
portfolio.spec          constructor for class portfolio
portfolio_risk_objective
                        constructor for class portfolio_risk_objective
pos_limit_fail          function to check for violation of position
                        limits constraints
position_limit_constraint
                        constructor for filter_constraint
print.constraint        print method for constraint objects
print.efficient.frontier
                        Print an efficient frontier object
print.optimize.portfolio.ROI
                        Printing output of optimize.portfolio
print.optimize.portfolio.rebalancing
                        Printing output of
                        optimize.portfolio.rebalancing
print.portfolio         Printing Portfolio Specification Objects
print.summary.optimize.portfolio
                        Printing summary output of optimize.portfolio
print.summary.optimize.portfolio.rebalancing
                        Printing summary output of
                        optimize.portfolio.rebalancing
quadratic_utility_objective
                        constructor for quadratic utility objective
random_portfolios       version 2 generate an arbitary number of
                        constrained random portfolios
random_portfolios_v1    generate an arbitary number of constrained
                        random portfolios
random_walk_portfolios
                        deprecated random portfolios wrapper until we
                        write a random trades function
randomize_portfolio     version 2 generate random permutations of a
                        portfolio seed meeting your constraints on the
                        weights of each asset
randomize_portfolio_v1
                        Random portfolio sample method
regime.portfolios       Regime Portfolios
return_constraint       constructor for return_constraint
return_objective        constructor for class return_objective
risk_budget_objective   constructor for class risk_budget_objective
rp_grid                 Generate random portfolios based on grid search
                        method
rp_sample               Generate random portfolios using the sample
                        method
rp_simplex              Generate random portfolios using the simplex
                        method
rp_transform            Transform a weights vector to satisfy
                        constraints
scatterFUN              Apply a risk or return function to asset
                        returns
set.portfolio.moments   Portfolio Moments
set.portfolio.moments_v1
                        set portfolio moments for use by lower level
                        optimization functions
statistical.factor.model
                        Statistical Factor Model
summary.efficient.frontier
                        Summarize an efficient frontier object
summary.optimize.portfolio
                        Summarizing output of optimize.portfolio
summary.optimize.portfolio.rebalancing
                        summary method for
                        optimize.portfolio.rebalancing
summary.portfolio       Summarize Portfolio Specification Objects
trailingFUN             apply a function over a configurable trailing
                        period
transaction_cost_constraint
                        constructor for transaction_cost_constraint
turnover                Calculates turnover given two vectors of
                        weights. This is used as an objective function
                        and is called when the user adds an objective
                        of type turnover with 'add.objective'
turnover_constraint     constructor for turnover_constraint
turnover_objective      constructor for class turnover_objective
update.constraint       function for updating constrints, not well
                        tested, may be broken
update_constraint_v1tov2
                        Helper function to update v1_constraint objects
                        to v2 specification in the portfolio object
var.portfolio           Calculate portfolio variance
weight_concentration_objective
                        Constructor for weight concentration objective
weight_sum_constraint   constructor for weight_sum_constraint
