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DESCRIPTION
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DESCRIPTION
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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="[email protected]")
, person(given="Peter",family="Carl",role=c("aut","cph"), email="[email protected]")
, 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: 0.9.3599
Date: $Date: 2015-02-07 19:33:35 -0600 (Sat, 07 Feb 2015) $
Maintainer: Brian G. Peterson <[email protected]>
Description: Portfolio optimization and analysis routines and graphics.
Depends:
R (>= 2.14.0),
zoo,
xts (>= 0.8),
PerformanceAnalytics (>= 1.1.0)
Suggests:
quantmod,
DEoptim(>= 2.2.1),
foreach,
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),
ROI.plugin.cplex (>= 0.0.2),
pso,
GenSA,
corpcor,
testthat,
nloptr (>= 1.0.0)
License: GPL
Copyright: (c) 2004-2015