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2.1.0 by Brian G. Peterson, 2 months ago

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https://github.com/braverock/PortfolioAnalytics

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Browse source code at https://github.com/cran/PortfolioAnalytics

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Authors: 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]

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Documentation:   PDF Manual  

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GPL-3 license

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Imports methods, GenSA, ROI.plugin.symphony, mco, pso

Depends on zoo, xts, foreach, PerformanceAnalytics

Suggests quantmod, DEoptim, iterators, fGarch, Rglpk, quadprog, ROI, ROI.plugin.glpk, ROI.plugin.quadprog, corpcor, testthat, nloptr, MASS, robustbase, osqp, CVXR, data.table, knitr, rmarkdown, GSE, RobStatTM, PCRA, R.rsp

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Imported by PCRA, facmodTS.

Suggested by portsort.

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See at CRAN