Reference manual

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1.1.0 by Brian G. Peterson, 6 years ago

Browse source code at

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