PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Portfolio optimization and analysis routines and graphics.

Version: 1.0.3636
Depends: R (≥ 2.14.0), zoo, xts (≥ 0.8), foreach, PerformanceAnalytics (≥ 1.1.0)
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), ROI.plugin.symphony (≥ 0.0.2), pso, GenSA, corpcor, testthat, nloptr (≥ 1.0.0), MASS, robustbase
Published: 2015-04-19
Author: Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]
Maintainer: Brian G. Peterson <brian at braverock.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
Copyright: (c) 2004-2015
NeedsCompilation: yes
Materials: README
CRAN checks: PortfolioAnalytics results


Reference manual: PortfolioAnalytics.pdf
Vignettes: Design Thoughts of the PortfolioAnalytics Package
Portfolio Optimization with ROI in PortfolioAnalytics
Custom Moment and Objective Functions
An Introduction to Portfolio Optimization with PortfolioAnalytics
Portfolio Optimization with CVaR budgets in PortfolioAnalytics
Package source: PortfolioAnalytics_1.0.3636.tar.gz
Windows binaries: r-devel: PortfolioAnalytics_1.0.3636.zip, r-release: PortfolioAnalytics_1.0.3636.zip, r-oldrel: PortfolioAnalytics_1.0.3636.zip
OS X El Capitan binaries: r-release: PortfolioAnalytics_1.0.3636.tgz
OS X Mavericks binaries: r-oldrel: PortfolioAnalytics_1.0.3636.tgz

Reverse dependencies:

Reverse suggests: covmat


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