/pacta.portfolio.allocate

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pacta.portfolio.allocate

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The goal of pacta.portfolio.allocate is to provide all the functions and utilities required to run PACTA for investors (ie. PACTA on financial portfolios containing equities or corporate bonds).

Installation

You can install the development version of pacta.portfolio.allocate from GitHub with:

# install.packages("devtools")
devtools::install_github("RMI-PACTA/pacta.portfolio.allocate")

Using functions exported by pacta.portfolio.allocate

To run PACTA, the functions exported by pacta.portfolio.allocate must be composed in particular configuration. These configurations are maintained in a series of repositories, each containing the prefix workflow.*.

For example, the transition monitor platform is fuelled by the workflow found here: https://github.com/RMI-PACTA/workflow.transition.monitor