A collection of functions to optimize portfolios and to analyze them from different points of view.
Version: | 4023.84 |
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 |
Published: | 2023-04-25 |
DOI: | 10.32614/CRAN.package.fPortfolio |
Author: | Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], William Chen [ctb], Stefan Theussl [aut, cre] |
Maintainer: | Stefan Theussl <Stefan.Theussl at R-project.org> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://r-forge.r-project.org/projects/rmetrics/ |
NeedsCompilation: | no |
Additional_repositories: | https://r-forge.r-project.org/ |
Materials: | ChangeLog |
In views: | Finance |
CRAN checks: | fPortfolio results |
Reference manual: | fPortfolio.pdf |
Package source: | fPortfolio_4023.84.tar.gz |
Windows binaries: | r-devel: fPortfolio_4023.84.zip, r-release: fPortfolio_4023.84.zip, r-oldrel: fPortfolio_4023.84.zip |
macOS binaries: | r-devel (arm64): fPortfolio_4023.84.tgz, r-release (arm64): fPortfolio_4023.84.tgz, r-oldrel (arm64): fPortfolio_4023.84.tgz, r-devel (x86_64): fPortfolio_4023.84.tgz, r-release (x86_64): fPortfolio_4023.84.tgz, r-oldrel (x86_64): fPortfolio_4023.84.tgz |
Old sources: | fPortfolio archive |
Reverse imports: | BLCOP, RMOPI |
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