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 Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=PortfolioAnalytics to link to this page.
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