R code for the PROJMAN portfolio management system
The PROJMAN system for portfolio management is described in:
Fewster, R.M. and Mendes, E. Portfolio management method for deadline
planning. Proceedings of the Ninth
IEEE Symposium on Software Metrics, IEEE Computer Society Press, Los Alamitos,
California (2003).
The functions below are written in R, which is free statistical
software available for Windows, Unix, Linux, and MacOS.
Full information about R is here,
or skip straight to download.
All comments are welcome.
Rachel Fewster
12th February 2003
R functions, example portfolio, and instructions for installation and use:
Calibrating the system from past data: estimating dispersion and testing
goodness-of-fit:
Last updated: 12th February 2003