User’s Manual

The current edition (5)

Portfolio Probe User’s Manual (pdf)

Portfolio Probe User’s Manual Auxiliary Files

Edition 4 of the Portfolio Probe User’s Manual includes some examples of uses of random portfolios.  Those have been removed from the current edition — similar examples will appear in the Portfolio Probe cookbook.

Edition 4 discusses a number of files relating to those examples. Here are those files:

The graphics functions for the examples are in the file:

(which may be read into R or S+ with the source function).

The computational functions for the examples now live in the pprobeSup package.