The pmoments package implements both analytical and sample estimation of partial moments (upper/lower). In addition it provides for portfolio optimization using symmetric partial co-moment expectations in a quadratic context.

• Development Status: 4 - Beta
• Intended Audience: End Users/Desktop
• License: GNU General Public License (GPL)
• Natural Language: English
• Operating System: OS Independent
• Programming Language: R
• Topic: Risk Management, Descriptive Measures

To install packages directly within R type install.packages("packagename",repos="http://R-Forge.R-project.org")