Portfolio optimization and analysis routines and graphics.
Version: | 1.0.3636 |
Depends: | R (≥ 2.14.0), zoo, xts (≥ 0.8), foreach, PerformanceAnalytics (≥ 1.1.0) |
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: | 2015-04-19 |
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 [expanded from: GPL] |
Copyright: | (c) 2004-2015 |
NeedsCompilation: | yes |
Materials: | README |
CRAN checks: | PortfolioAnalytics results |
Reference manual: | PortfolioAnalytics.pdf |
Vignettes: |
Design Thoughts of the PortfolioAnalytics Package Portfolio Optimization with ROI in PortfolioAnalytics Custom Moment and Objective Functions An Introduction to Portfolio Optimization with PortfolioAnalytics Portfolio Optimization with CVaR budgets in PortfolioAnalytics |
Package source: | PortfolioAnalytics_1.0.3636.tar.gz |
Windows binaries: | r-devel: PortfolioAnalytics_1.0.3636.zip, r-release: PortfolioAnalytics_1.0.3636.zip, r-oldrel: PortfolioAnalytics_1.0.3636.zip |
OS X El Capitan binaries: | r-release: PortfolioAnalytics_1.0.3636.tgz |
OS X Mavericks binaries: | r-oldrel: PortfolioAnalytics_1.0.3636.tgz |
Reverse suggests: | covmat |
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