Reference manual

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install.packages("PCRA")

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