SCM

pmoments: Project Home – R-Forge

Project description

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.

Public Areas
 SCM Repository (Subversion: 7 commits, 33 adds)
Thanks to:
Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge