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="Ross",family="Bennett",role=c("ctb","cph")) ,
person(given="Kris",family="Boudt",role=c("ctb","cph")) ,
person(given="Xinran",family="Zhao",role=c("ctb", "cph")),
person(given="R. Douglas",family="Martin",role="ctb") ,
person(given="Guy",family="Yollin",role="ctb") ,
person(given="Hezky",family="Varon",role="ctb") ,
person(given="Xiaokang",family="Feng",role="ctb") ,
person(given="Yifu",family="Kang",role="ctb") )
Version: 2.1.0
Date: 2024-12-04
Maintainer: Brian G. Peterson <[email protected]>
Description: Portfolio optimization and analysis routines and graphics.
Depends:
R (>= 4.0.0),
zoo,
xts (>= 0.10-1),
foreach,
PerformanceAnalytics (>= 1.5.1)
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),
corpcor,
testthat,
nloptr (>= 1.0.0),
MASS,
robustbase,
osqp,
CVXR,
data.table,
knitr,
rmarkdown,
GSE,
RobStatTM,
PCRA,
R.rsp
VignetteBuilder: R.rsp
Imports:
methods,
GenSA,
ROI.plugin.symphony,
mco,
pso
License: GPL-3
URL: https://github.com/braverock/PortfolioAnalytics
Copyright: (c) 2004-2024
RoxygenNote: 7.3.2
Encoding: UTF-8
