Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("fPortfolio")

4023.84 by Stefan Theussl, 7 months 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.

Depended on by JFE.


See at CRAN