[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
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