Ok, I found it on cran.  I thought the RSiteSearch searched cran too.
Thanks.

http://cran.r-project.org/doc/packages/portfolio.pdf


On 3/9/06, roger bos <roger.bos@gmail.com> wrote:
>
>  Jeff/Dave,
>
> The seven page summary doc looks nice and I would be interested in helping
> out.  I use R for my alpha models and would like to start using the porfolio
> class to test portfolio construction strategies.  You have a nice start.  I
> would be happy to help by maybe adding a measure of turnover, maybe we could
> have some sort of transaction cost measure that could be taken into account
> when calculating returns.  But first I need to learn a lot more about the
> library.  I can't even find the help page.  ?portfolio turns up nothing.
>
> help.search("portfolioHistory") turns up the following, but I can't find
> help using any of those names either:
>
> Help files with alias or concept or title matching 'portfolioHistory'
> using fuzzy matching:
>
>  global.2004.history(portfolio)
>                         portfolioHistory object formed from the
>                         global.2004 dataset
> portfolioHistory-class(portfolio)
>                         Class "portfolioHistory"
>
>  Type 'help(FOO, package = PKG)' to inspect entry 'FOO(PKG) TITLE'.
>
> ?portfolioHistory-class
>
> ?"portfolio"
>
> help(portfolioHistory, package=portfolio)
> None of the above attemps work for me.  Any hints you can give me.
>
> Thanks,
>
> Roger
>
>
>
> On 3/7/06, Dirk Eddelbuettel <edd@debian.org> wrote:
> >
> >
> > FYI -- maybe the audience on this list would have follow-up and comment?
> >
> > Dirk
> >
> > On 6 March 2006 at 13:21, Jeff Enos wrote:
> > | We would like to announce the availability of the 'portfolio' package
> > | in R for analysing equity portfolios.  Version 0.2-0 is now available
> > | on CRAN.  To take a look, you can:
> > |
> > | > install.packages ("portfolio")
> > | ...
> > | > vignette("portfolio")
> > |
> > | and play around. Those who would just like to check out an
> > | introduction can simply look at:
> > |
> > | http://www.kanecap.com/R/portfolio/portfolio.pdf
> > |
> > | This is the first, very rough version of a package that we hope to
> > | build and extend over the coming months. Our ambitions for this
> > | project are not small. Hundreds of professionals around the world use
> > | R for portfolio analysis but, right now, we all use our own individual
> > | tools for doing so. That seems a shame.
> > |
> > | Of course, one reason for the lack of cooperation is that finance is
> > | largely a zero sum game. Every dollar that we make is a dollar that
> > | someone else loses. But, at least when it comes to analysis tools
> > | (rather than alpha generation). This conflict does not seem
> > | insurmountable. We will see.
> > |
> > | So, consider this e-mail a call for comment and cooperation. Are there
> >
> > | others out there who would be interested in using this package? Are
> > | there others willing to contribute, if only in terms of bug fixes,
> > | test cases, documentation and the like? Please let us know and, in
> > | fact, let the whole list know.
> > |
> > | By releasing a rough version of the package, we are especially
> > | interested in recruiting other developers to the project. None of our
> > | design decisions are set in stone. Serious offers to contribute will
> > | earn a significant say in future development.
> > |
> > | Dave Kane
> > | Jeff Enos
> > |
> > | _______________________________________________
> > | R-packages mailing list
> > | R-packages@stat.math.ethz.ch
> > | https://stat.ethz.ch/mailman/listinfo/r-packages
> > |
> > | ______________________________________________
> > | R-help@stat.math.ethz.ch mailing list
> > | https://stat.ethz.ch/mailman/listinfo/r-help
> > | PLEASE do read the posting guide!
> > http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
> >
> > --
> > Hell, there are no rules here - we're trying to accomplish something.
> >                                                  -- Thomas A. Edison
> >
> > _______________________________________________
> > R-sig-finance@stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >
>
>

	[[alternative HTML version deleted]]

