Provides a collection
of functions to optimize portfolios and to analyze them from
different points of view.
| Version: |
3042.83.1 |
| Depends: |
R (≥ 2.15.1), timeDate, timeSeries, fBasics, fAssets |
| Imports: |
fCopulae, robustbase, MASS, Rglpk, slam, Rsolnp, quadprog, kernlab, rneos, methods, grDevices, graphics, stats, utils |
| Suggests: |
Rsocp, Rnlminb2, Rdonlp2, Rsymphony, dplR, bcp, fGarch, mvoutlier |
| Published: |
2020-03-07 |
| Author: |
Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb],
William Chen [ctb] |
| Maintainer: |
Tobias Setz <tobias.setz at live.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://www.rmetrics.org |
| NeedsCompilation: |
no |
| Additional_repositories: |
http://r-forge.r-project.org/ |
| Materials: |
ChangeLog |
| In views: |
Finance |
| CRAN checks: |
fPortfolio results |