[R-sig-finance] Compatibility between Rmetrics and Finmetrics

Spencer Graves spencer.graves at pdf.com
Sat Sep 24 15:34:00 CEST 2005


	  The short answer is no:  I'm not familiar with FINmetrics, but I've 
been told that it has capabilites not (yet) available in R.  And I can't 
say anything about the compatibility (or lack thereof) of the 
capabilities that do exist.

	  Moreover, FINmetrics is a commericial product distributed by 
Insightful, and I don't know the status of what they consider 
proprietary.  I just got 12 hits from RSiteSearch("Rmetrics and 
FINmetrics"), but didn't learn much from that.  Googling for "Rmetrics 
and FINmetrics" seemed more profitable.

	  spencer graves

Paolo Cavatore wrote:

> I'm pretty new to the world of R and Rmetrics but I'm reading a book 
about portfolio optimization with S-plus and Finmetrics...I'm already
aware of the compatibility between S-plus and R languages so I was
wondering if it's the same with Rmetrics and Finmetrics.
> 
> Thanks,
> 
> pc
> 	[[alternative HTML version deleted]]
> 
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-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
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