Portfolio optimization and analysis routines and graphics.
| Version: | 2.1.0 |
| Depends: | R (≥ 4.0.0),zoo,xts (≥ 0.10-1),foreach,PerformanceAnalytics (≥ 1.5.1) |
| Imports: | methods,GenSA,ROI.plugin.symphony,mco,pso |
| 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 |
| Published: | 2024-12-04 |
| DOI: | 10.32614/CRAN.package.PortfolioAnalytics |
| Author: | Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Ross Bennett [ctb, cph], Kris Boudt [ctb, cph], Xinran Zhao [cph], R. Douglas Martin [ctb], Guy Yollin [ctb], Hezky Varon [ctb], Xiaokang Feng [ctb], Yifu Kang [ctb] |
| Maintainer: | Brian G. Peterson <brian at braverock.com> |
| License: | GPL-3 |
| Copyright: | (c) 2004-2024 |
| URL: | https://github.com/braverock/PortfolioAnalytics |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | PortfolioAnalytics results |