PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios (original) (raw)
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 |
| License: | GPL-3 |
| Copyright: | (c) 2004-2024 |
| URL: | https://github.com/braverock/PortfolioAnalytics |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | PortfolioAnalytics results |
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