Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios R package PortfolioAnalytics version 2.1.2 Portfolio optimization and analysis routines and graphics. Software 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, doParallel, doMC, 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, RPESE, TTR, Matrix Brian G. Peterson <brian@braverock.com> Comprehensive R Archive Network (CRAN) Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Ross Bennett [ctb, cph], Kris Boudt [ctb, cph], Xinran Zhao [ctb, cph], R. Douglas Martin [ctb], Guy Yollin [ctb], Hezky Varon [ctb], Xiaokang Feng [ctb], Yifu Kang [ctb] GPL-3 2026-04-10 application/tgz https://CRAN.R-project.org/package=PortfolioAnalytics doi:10.32614/CRAN.package.PortfolioAnalytics