R code for the PROJMAN portfolio management system

e-mail to r.fewster@auckland.ac.nz

The PROJMAN system for portfolio management is described in:

Fewster, R.M. and Mendes, E. Portfolio management method for deadline planning. Proceedings of the Ninth IEEE Symposium on Software Metrics, IEEE Computer Society Press, Los Alamitos, California (2003).

The functions below are written in R, which is free statistical software available for Windows, Unix, Linux, and MacOS. Full information about R is here, or skip straight to download.

All comments are welcome.

Rachel Fewster      12th February 2003

R functions, example portfolio, and instructions for installation and use:

Calibrating the system from past data: estimating dispersion and testing goodness-of-fit:

Last updated:  12th February 2003