Package: fPortfolio
Title: Rmetrics - Portfolio Selection and Optimization
Date: 2023-04-22
Version: 4023.84
Authors@R: c( person("Diethelm", "Wuertz", role = "aut"), person("Tobias", "Setz", role = "aut"),
              person("Yohan", "Chalabi", role = "aut"), person("William", "Chen", role = "ctb"),
	      person("Stefan", "Theussl", role = c("aut", "cre"), email = "Stefan.Theussl@R-project.org") )
Description: A collection of functions to optimize portfolios and to analyze them from different points of view.
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics, fAssets
Imports: fCopulae, robustbase, MASS, Rglpk, slam, Rsolnp, quadprog,
        kernlab, rneos, methods, grDevices, graphics, stats, utils
Suggests: parma, Rsymphony, dplR, bcp, fGarch, mvoutlier
Additional_repositories: https://r-forge.r-project.org/
LazyData: yes
License: GPL (>= 2)
URL: https://r-forge.r-project.org/projects/rmetrics/
NeedsCompilation: no
Packaged: 2023-04-23 20:28:47 UTC; parallels
Author: Diethelm Wuertz [aut],
  Tobias Setz [aut],
  Yohan Chalabi [aut],
  William Chen [ctb],
  Stefan Theussl [aut, cre]
Maintainer: Stefan Theussl <Stefan.Theussl@R-project.org>
Repository: CRAN
Date/Publication: 2023-04-25 07:50:06 UTC
Built: R 4.5.3; ; 2026-06-10 04:05:29 UTC; windows
