Environment for teaching
"Financial Engineering and Computational Finance".
| Version: |
3011.81 |
| Depends: |
R (≥ 2.15.1), methods, timeDate, timeSeries, fBasics, fAssets |
| Imports: |
fCopulae, robustbase, MASS, Rglpk, slam, Rsymphony, Rsolnp, kernlab, quadprog, rneos |
| Suggests: |
Rsocp, Rnlminb2, Rdonlp2, dplR, bcp, fGarch, mvoutlier |
| Published: |
2014-10-30 |
| Author: |
Rmetrics Core Team,
Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb] |
| Maintainer: |
Tobias Setz <tobias.setz at rmetrics.org> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://www.rmetrics.org |
| NeedsCompilation: |
no |
| Materials: |
ChangeLog |
| In views: |
Finance |
| CRAN checks: |
fPortfolio results |