fPortfolio: Rmetrics - Portfolio Selection and Optimization

Provides a collection of functions to optimize portfolios and to analyze them from different points of view.

Version: 3042.83
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: 2017-11-16
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
Materials: ChangeLog
In views: Finance
CRAN checks: fPortfolio results


Reference manual: fPortfolio.pdf
Package source: fPortfolio_3042.83.tar.gz
Windows binaries: r-devel: fPortfolio_3042.83.zip, r-release: fPortfolio_3042.83.zip, r-oldrel: fPortfolio_3042.83.zip
OS X El Capitan binaries: r-release: not available
OS X Mavericks binaries: r-oldrel: fPortfolio_3042.83.tgz
Old sources: fPortfolio archive

Reverse dependencies:

Reverse depends: JFE
Reverse imports: BLCOP


Please use the canonical form https://CRAN.R-project.org/package=fPortfolio to link to this page.