Portfolio Probe


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Documentation for package ‘PortfolioProbeBeta’ version 1.07-0

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build.constraints Build Constraints for Optimization
Cfrag.list Write a Fragment of a C Program
constraints.realized Show Violations of Linear Constraints
constraints.realized.dist Show Violations of Linear Constraints
constraints.realized.lin Show Violations of Linear Constraints
deport Write Optimization Results to a File
deport.anyportBurSt Write Optimization Results to a File
deport.portfolBurSt Write Optimization Results to a File
deport.randportBurSt Write Random Portfolios to a File
head.randportBurSt Portion of a Random Portfolio Object
pprobe.checkinput Check Some Input Arguments Remain Unchanged
pprobe.verify Cursory Test of Portfolio Probe Installation
print.portfolBurSt Information on Portfolio Trade Objects
print.randportBurSt View Characteristics of Random Portfolios
random.portfolio Generate Random Portfolios
random.portfolio.control Optimizer Controls for Random Portfolios
random.portfolio.utility Generate Random Portfolios with a Utility Constraint
randport.eval Evaluate Each Random Portfolio
seed.BurSt Create Random Seed for Burns Statistics Functions
summary.portfolBurSt Information on Portfolio Trade Objects
summary.randportBurSt View Characteristics of Random Portfolios
tail.randportBurSt Portion of a Random Portfolio Object
trade.distance Trade distance
trade.optimizer Select an Optimal Trade for a Portfolio
trade.optimizer.control Optimizer Controls for Trade Selection
trade.optimizer.pre Select an Optimal Trade for a Portfolio
update.portfolBurSt Re-execute a random portfolio or optimization object
update.randportBurSt Re-execute a random portfolio or optimization object
valuation Find the Monetary Values of a Portfolio or Trade
valuation.anyportBurSt Find the Monetary Values of a Portfolio or Trade
valuation.default Find the Monetary Values of a Portfolio or Trade
valuation.portfolBurSt Find the Monetary Values of a Portfolio or Trade
valuation.randportBurSt Monetary Value of Random Portfolios