fPortfolio: Rmetrics - Portfolio Selection and Optimization

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


Reference manual: fPortfolio.pdf
Package source: fPortfolio_3011.81.tar.gz
Windows binaries: r-devel: fPortfolio_3011.81.zip, r-release: fPortfolio_3011.81.zip, r-oldrel: fPortfolio_3011.81.zip
OS X El Capitan binaries: r-release: not available
OS X Mavericks binaries: r-oldrel: not available
Old sources: fPortfolio archive

Reverse dependencies:

Reverse imports: BLCOP


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