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 |
| Reference manual: | PortfolioAnalytics.pdf |
| Vignettes: |
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_1.1.0.tar.gz |
| Windows binaries: | r-devel: PortfolioAnalytics_1.1.0.zip, r-release: PortfolioAnalytics_1.1.0.zip, r-oldrel: PortfolioAnalytics_1.1.0.zip |
| macOS binaries: | r-release: PortfolioAnalytics_1.1.0.tgz, r-oldrel: PortfolioAnalytics_1.1.0.tgz |
| Old sources: | PortfolioAnalytics archive |
| Reverse suggests: | portsort |
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