CRAN/E | fPortfolio

fPortfolio

Rmetrics - Portfolio Selection and Optimization

Installation

About

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

r-forge.r-project.org/projects/rmetrics/

Key Metrics

Version 4023.84
R ≥ 2.15.1
Published 2023-04-25 456 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks fPortfolio results

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Maintainer

Maintainer

Stefan Theussl

Authors

Diethelm Wuertz

aut

Tobias Setz

aut

Yohan Chalabi

aut

William Chen

ctb

Stefan Theussl

aut / cre

Material

ChangeLog
Reference manual
Package source

In Views

Finance

Additional repos

r-forge.r-project.org/

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fPortfolio archive

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

parma
Rsymphony
dplR
bcp
fGarch
mvoutlier

Reverse Depends

JFE

Reverse Imports

BLCOP
RMOPI