Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R'. The data sets used in the book are contained in this package.
| Version: | 0.3-8 |
| Depends: | R (≥ 2.11), methods, quadprog, Rglpk, timeSeries |
| Suggests: | xts, zoo, Rsolnp |
| Published: | 2013-06-19 |
| Author: | Bernhard Pfaff [aut, cre], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberghe [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP) |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | FRAPO citation info |
| CRAN checks: | FRAPO results |
| Reference manual: | FRAPO.pdf |
| Package source: | FRAPO_0.3-8.tar.gz |
| Windows binaries: | r-devel: FRAPO_0.3-8.zip, r-release: FRAPO_0.3-8.zip, r-oldrel: FRAPO_0.3-8.zip |
| OS X Snow Leopard binaries: | r-release: FRAPO_0.3-8.tgz, r-oldrel: FRAPO_0.3-8.tgz |
| OS X Mavericks binaries: | r-release: FRAPO_0.3-8.tgz |
| Old sources: | FRAPO archive |
| Reverse imports: | parma |