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1.7 by Alexios Galanos, a year ago
https://github.com/alexiosg/parma
Browse source code at https://github.com/cran/parma
Authors: Alexios Galanos [aut, cre] , Bernhard Pfaff [ctb] , Miguel Sousa Lobo [ctb] (SOCP) , Lieven Vandenberghe [ctb] (SOCP) , Stephen Boyd [ctb] (SOCP) , Herve Lebret [ctb] (SOCP)
Documentation: PDF Manual
GPL-3 license
Imports slam, Rglpk, quadprog, corpcor, parallel, truncnorm
Depends on methods, nloptr
Suggests xts, R.rsp
Suggested by fPortfolio.
See at CRAN