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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