Reference manual

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install.packages("fPortfolio")

4023.84 by Stefan Theussl, 2 years ago


https://r-forge.r-project.org/projects/rmetrics/


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


Authors: Diethelm Wuertz [aut] , Tobias Setz [aut] , Yohan Chalabi [aut] , William Chen [ctb] , Stefan Theussl [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports fCopulae, robustbase, MASS, Rglpk, slam, Rsolnp, quadprog, kernlab, rneos, methods, grDevices, graphics, stats, utils

Depends on timeDate, timeSeries, fBasics, fAssets

Suggests parma, Rsymphony, dplR, bcp, fGarch, mvoutlier


Imported by BLCOP, RMOPI.


See at CRAN