fPortfolio (3042.83)

Rmetrics - Portfolio Selection and Optimization.


Provides a collection of functions to optimize portfolios and to analyze them from different points of view.

Maintainer: Tobias Setz
Author(s): Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb], William Chen [ctb]

License: GPL (>= 2)

Uses: fAssets, fBasics, fCopulae, kernlab, MASS, quadprog, Rglpk, rneos, robustbase, Rsolnp, slam, timeDate, timeSeries, dplR, fGarch, mvoutlier, bcp, Rsymphony
Reverse depends: JFE, PerformanceAnalytics, Rmetrics
Reverse suggests: BLCOP, PerformanceAnalytics

Released about 2 years ago.