Reference manual

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install.packages("PortfolioAnalytics")

1.1.0 by Brian G. Peterson, 6 years ago


https://github.com/braverock/PortfolioAnalytics


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


Authors: Brian G. Peterson [cre, aut, cph] , Peter Carl [aut, cph] , Kris Boudt [ctb, cph] , Ross Bennett [ctb, cph] , Hezky Varon [ctb] , Guy Yollin [ctb] , R. Douglas Martin [ctb]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Imports methods

Depends on zoo, xts, foreach, PerformanceAnalytics

Suggests quantmod, DEoptim, iterators, fGarch, Rglpk, quadprog, ROI, ROI.plugin.glpk, ROI.plugin.quadprog, ROI.plugin.symphony, pso, GenSA, corpcor, testthat, nloptr, MASS, robustbase


Imported by PCRA, facmodTS.

Suggested by portsort.


See at CRAN