API Docs

Manual, tutorials and complete function reference

Package Installation
(RStudio, R GUI, Matlab)

1. Configure Environment

PortfolioEffect relies on the Java runtime to be installed on your system.

  1. Install JDK/JRE Library
    Download and install latest Java distribution (JDK or JRE) from Oracle's website

  2. (Linux Only) Add JAVA_HOME to your environment vars
    Open /etc/environment in your text editor and append the following lines:

    export JAVA_HOME=/path/to/java/folder
    export PATH=$PATH:$JAVA_HOME/bin
    

    Then execute in command line the following code to finish R configuration:

    source /etc/environment
    sudo R CMD javareconf
    
  3. Install Package Dependencies
    Make sure to run the following code in R to download and install package dependecies:

    install.packages(c("rJava", "ggplot2"))
    

2. Download Package

Download PortfolioEffectHFT R package for your operating system from the Tools menu or from CRAN.


3. Open "Install Package" Dialog

Select "Package archive file (.zip;.tar.gz)" afer clicking on the "Install Package" button.

RStudio - Install menu
4. Locate Package

Select package archive from the local directory where the file was saved.

RStudio - Select package file
5. Load Package

Select "PortfolioEffectHFT" package in the list of available packages and it will be loaded automatically

RStudio - Load package
1. Configure Environment
  1. Install Java JDK/JRE Library
    Download and install latest Java distribution (JDK or JRE) from Oracle's website

  2. (Linux Only) Add JAVA_HOME to your environment vars
    Open /etc/environment in your text editor and append the following lines:

    export JAVA_HOME=/path/to/java/folder
    export PATH=$PATH:$JAVA_HOME/bin
    

    Then execute in command line the following code to finish R configuration:

    source /etc/environment
    sudo R CMD javareconf
    
  3. Install Package Dependencies
    Make sure to run the following code in R to download and install package dependecies:

    install.packages(c("rJava", "ggplot2"))
    

2. Download Package

Download PortfolioEffectHFT R package for your operating system from the Tools menu or from CRAN.


3. Open "Install Package" Dialog

Select "Install package(s) from local zip files..." from the Packages menu.

R GUI - Install menu
4. Locate Package

Select package archive from the local directory where the file was saved.

R GUI - Select package file
5. Load Package

Choose "Load package" from the Packages menu and select "PortfolioEffectHFT"

R GUI - Load package
1. Configure Environment
  1. Install Java JDK/JRE Library
    Download and install latest Java distribution (JDK or JRE) from Oracle's website


2. Install Toolbox

Download PortfolioEffectHFT Toolbox for Matlab from the Tools menu.

Matlab - Install menu
3. Open "Set Path" Dialog

Select “Set Path…” from the File menu in your Matlab GUI.

Matlab - Install menu
4. Chose Path to Toolbox

Choose “Add Folder…” and select “toolbox” folder from the installation directory then click “Save” and “Close”.

Matlab - Select package file