pmoments: Project Home – R-Forge

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 : OSI Approved : GNU General Public License (GPL)
• Natural Language : English
• Operating System : OS Independent
• Programming Language : R
• Topic : Finance : Risk Management
• Topic : Multivariate Statistics : Multivariate Distributions : Descriptive Measures

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