Portfolio optimization and analysis routines and graphics.
| Version: |
1.1.0 |
| Depends: |
R (≥ 3.3.0), zoo, xts (≥ 0.10-1), foreach, PerformanceAnalytics (≥ 1.5.1) |
| Imports: |
methods |
| Suggests: |
quantmod, DEoptim (≥ 2.2.1), iterators, fGarch, Rglpk, quadprog, ROI (≥ 0.1.0), ROI.plugin.glpk (≥ 0.0.2), ROI.plugin.quadprog (≥ 0.0.2), ROI.plugin.symphony (≥ 0.0.2), pso, GenSA, corpcor, testthat, nloptr (≥ 1.0.0), MASS, robustbase |
| Published: |
2018-05-17 |
| Author: |
Brian G. Peterson [cre, aut, cph],
Peter Carl [aut, cph],
Kris Boudt [ctb, cph],
Ross Bennett [ctb, cph],
Hezky Varon [ctb],
Guy Yollin [ctb],
R. Douglas Martin [ctb] |
| Maintainer: |
Brian G. Peterson <brian at braverock.com> |
| License: |
GPL-2 | GPL-3 |
| Copyright: |
(c) 2004-2018 |
| URL: |
https://github.com/braverock/PortfolioAnalytics |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
PortfolioAnalytics results |