Package: PortfolioAnalytics
Type: Package
Title: Portfolio Analysis, Including Numerical Methods for Optimization
        of Portfolios
Authors@R: c(
    person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"),
    email="brian@braverock.com") ,
    person(given="Peter",family="Carl",role=c("aut","cph"),
    email="peter@braverock.com") ,
    person(given="Kris",family="Boudt",role=c("ctb","cph")) ,
    person(given="Ross",family="Bennett",role=c("ctb","cph")) ,
    person(given="Hezky",family="Varon",role="ctb") ,
    person(given="Guy",family="Yollin",role="ctb") ,
    person(given="R. Douglas",family="Martin",role="ctb") )
Version: 1.1.0
Date: 2018-05-17
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Portfolio optimization and analysis routines and graphics.
Depends: R (>= 3.3.0), zoo, xts (>= 0.10-1), foreach,
        PerformanceAnalytics (>= 1.5.1)
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
Imports: methods
License: GPL-2 | GPL-3
URL: https://github.com/braverock/PortfolioAnalytics
Copyright: (c) 2004-2018
RoxygenNote: 6.0.1.9000
NeedsCompilation: yes
Packaged: 2018-05-17 17:39:52.663123 UTC; brian
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]
Repository: CRAN
Date/Publication: 2018-05-17 22:48:29 UTC
Built: R 3.5.3; x86_64-w64-mingw32; 2020-04-22 06:15:57 UTC; windows
Archs: i386, x64
