R Commander Plug-in for Risk Demonstration


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Documentation for package ‘RcmdrPlugin.RiskDemo’ version 1.9

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RcmdrPlugin.RiskDemo-package R Commander Plug-in for Risk Demonstration
bondCurve Drawing forward and yield curves
bondFigure Bond price as a function of interest rate.
bondPrice Computing bond prices
computeRuin Ruin probability computation with infinite time horizon
computeRuinFinite Ruin probability computation with finite time horizon
countries Names of the countries in the Human Mortality Database
countries.mort Mortality data
drawFigure Efficient frontier and return distribution figures
drawRuin Plotting simulations of a surplus process
fin Mortality data for Finland
fin.fcast Finnish mortality forecast
fin.lca Lee-Carter model fit for Finnish data
params Yield curve parameter data
pop.pred Population forecasting
portfOptim Portfolio optimization for an index model
RcmdrPlugin.RiskDemo R Commander Plug-in for Risk Demonstration
returns Computing expected returns and their covariance matrix
solveLund Solving Lund's exponent
solveYield Computing bond yields
stock.price Computing stock prices
stockData Stock data