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1.2 by Doug Martin, a year ago
Browse source code at https://github.com/cran/PCRA
Authors: Doug Martin [cre, aut] , Alexios Galanos [ctb] , Kirk Li [aut, ctb] , Jon Spinney [ctb] , Thomas Philips [ctb]
Documentation: PDF Manual
GPL-2 license
Imports PerformanceAnalytics, PortfolioAnalytics, boot, methods, xts, zoo, lattice, corpcor, data.table, quadprog, RobStatTM, robustbase, R.cache
Suggests R.rsp
Suggested by PortfolioAnalytics, facmodCS.
See at CRAN