Package: metafolio 0.1.2

metafolio: Metapopulation Simulations for Conserving Salmon Through Portfolio Optimization

A tool to simulate salmon metapopulations and apply financial portfolio optimization concepts. The package accompanies the paper Anderson et al. (2015) <doi:10.1101/2022.03.24.485545>.

Authors:Sean C. Anderson [aut, cre], Jonathan W. Moore [ctb], Michelle M. McClure [ctb], Nicholas K. Dulvy [ctb], Andrew B. Cooper [ctb]

metafolio_0.1.2.tar.gz
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
metafolio/json (API)

# Install 'metafolio' in R:

install.packages('metafolio', repos = c('https://seananderson.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/seananderson/metafolio/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

On CRAN:

openblas cpp

4.97 score 2 stars 94 scripts 509 downloads 24 exports 5 dependencies

Last updated from:edafee56a0. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	90
linux-devel-x86_64	OK	128
source / vignettes	OK	209
linux-release-arm64	OK	94
linux-release-x86_64	OK	120
macos-release-arm64	OK	124
macos-release-x86_64	OK	287
macos-oldrel-arm64	OK	131
macos-oldrel-x86_64	OK	367
windows-devel-arm64	OK	336
windows-devel-x86_64	OK	118
windows-release-arm64	OK	345
windows-release-x86_64	OK	111
windows-oldrel-x86_64	OK	120
wasm-release	OK	150

Exports:count_quasi_exts create_asset_weights CVaR fit_ricker generate_env_ts generate_straying_matrix get_port_vals gg_color_hue impl_error meta_sim monte_carlo_portfolios plot_cons_plans plot_correlation_between_returns plot_efficient_portfolios plot_rickers plot_sim_ts plot_sp_A_ts ricker ricker_escapement ricker_v_t run_cons_plans thermal_curve_a thermal_integration VaR

Dependencies:colorspace MASS plyr Rcpp RcppArmadillo

An introduction to the metafolio R package

Rendered frommetafolio.Rnwusingknitr::knitr

Last update: 2014-07-08
Started: 2013-11-02

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Add a kernel density polygon	add_dens_polygon
Add annotations to panel	annotate
Take 'meta_sim' output objects and count quasi extinctions	count_quasi_exts
Create an asset weights matrix	create_asset_weights
Custom bandwidth	custom_bw
Conditional Value at Risk	CVaR
Get beta parameters from mean and variance	est_beta_params
Super fast linear regression	fastlm
Fit Ricker linear regression	fit_ricker
Create an environmental time series.	generate_env_ts
Generate a matrix of straying proportions within a metapopulation	generate_straying_matrix
Run simulation for conservation schemes	get_conserv_plans_mv
Get the efficient frontier from mean and variance values	get_efficient_frontier
Get portfolio mean and variance values	get_port_vals
Get quantile contour	get_quantile_contour
ggplot2-like colour scale in HCL space	gg_color_hue
Add implementation error	impl_error
Check if x is an element of y.	is_element
Run a single metapopulation simulation.	meta_sim
metafolio: An R package to simulate metapopulations for portfolio optimization	metafolio-package metafolio
Base-level metapopulation simulation function	metasim_base
Monte Carlo asset weights into portfolios	monte_carlo_portfolios
Add a pretty axis	my.axis
Optimize to find optimal max productivity Ricker a	optim_thermal
Plot conservation plans in mean-variance space	plot_cons_plans
Plot correlation of returns (i.e. metapopulation abundance) across stocks.	plot_correlation_between_returns
Basic plot of efficient portfolio and asset contributions	plot_efficient_portfolios
Standard matrix plot of values by stream for one panel:	plot_panel_lines
Plot sample Ricker curves for each stock	plot_rickers
Plot various time series from a simulation run	plot_sim_ts
Plot sample time series from a portfolio simulation	plot_sp_A_ts
A simple Ricker model	ricker
Assign a salmon escapement target based on a Ricker curve	ricker_escapement
Ricker stock-recruit function with specified error	ricker_v_t
Run conservation plans and return the portfolio mean and variance values	run_cons_plans
Return desired squared deviation between desired area and actual area under a curve	thermal_area
Create thermal tolerance curves.	thermal_curve_a
Integrate thermal tolerance curves to get maximum Ricker a values	thermal_integration
Value at Risk	VaR