The current edition (5)
Portfolio Probe User’s Manual (pdf)
Portfolio Probe User’s Manual Auxiliary Files
Edition 4 of the Portfolio Probe User’s Manual includes some examples of uses of random portfolios. Those have been removed from the current edition — similar examples will appear in the Portfolio Probe cookbook.
Edition 4 discusses a number of files relating to those examples. Here are those files:
- pprobe_R_bounds (txt)
- pprobe_R_data01 (txt)
- pprobe_R_perfMeas_shadow (txt)
- pprobe_R_perfMeas_static (txt)
- pprobe_R_risk (txt)
- pprobe_R_tradeStrat (txt)
- pprobe_R_varCache (txt)
- us_selection (txt)
The graphics functions for the examples are in the file:
(which may be read into R or S+ with the source function).
The computational functions for the examples now live in the pprobeSup package.
