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1.3.1 by Doug Martin, 2 days ago
https://github.com/robustport/PCRA
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, corpcor, data.table, lattice, methods, MASS, quadprog, RobStatTM, robustbase, R.cache, xts, zoo, devtools
Suggests R.rsp, CVXR, dplyr, ellipse, facmodCS, fit.models, foreach, ggplot2, hitandrun, lubridate, Matrix, reshape2, RPEIF, RPESE, sandwich, tensr
Suggested by PortfolioAnalytics, facmodCS, robustGarch.
See at CRAN