[R-SIG-Finance] fPortfolioSolver

[alex.rudnev at gmail.com]

fPortfolioSolver depends on Rsymphony, and Rsymphony can not be installed on Windows anymore, even from source. Last available build for it was for 2.11 (which works with Revolution R 4.0 for example).

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-----Original Message-----
From: "Brian G. Peterson" <brian at braverock.com>
Sender: r-sig-finance-bounces at r-project.orgDate: Wed, 30 Mar 2011 06:18:59 
To: <r-sig-finance at r-project.org>
Subject: Re: [R-SIG-Finance] fPortfolioSolver

You can look at the code on R-Forge easily enough.  Many of the Rmetrics 
packages have been renamed and rearranged over time.

Also, there is a custom Rmetrics installer similar to the BioC 
installers along with installation instructions available on the 
Rmetrics website.

Regards,

    - Brian

On 03/30/2011 03:12 AM, Mercurio Danilo 1850 SPI wrote:
> Hi!
>
> I would like to test portfolio optimization by maximizing the return for given risk.
> I have been trying with fPortfolio and solveRsocp.
>
> However it seems that the required solver is not in the CRAN release of Rmetrics
> (a wonderful package anyway, praise the developpers !!!).
>
> I have tried on R-Forge (see Below). But I even did not find the package.
>
> Can anybody help me?
>
> many thanks
>
> danilo
>
> -------------------------------------------------
> install.packages("fPortfolioSolver", repos="http://R-Forge.R-project.org")
> Warnmeldung:
> In getDependencies(pkgs, dependencies, available, lib) :
>    package 'fPortfolioSolver' is not available
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