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 |