Reference manual

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install.packages("PCRA")

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