---

1.1-7 by David Ardia, 2 days ago

---

https://github.com/ArdiaD/smqf-package

---

Report a bug at https://github.com/ArdiaD/smqf-package/issues

---

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

---

Authors: David Ardia [aut, cre, cph, fnd] (ORCID: , Marius Hofert [ctb, cph] (Original author of qrmdata , from which 15 market datasets were ported under GPL-2 | GPL-3) , Kurt Hornik [ctb, cph] (Original author of qrmdata , from which 15 market datasets were ported under GPL-2 | GPL-3) , Alexander J. McNeil [ctb, cph] (Original author of qrmdata , from which 15 market datasets were ported under GPL-2 | GPL-3) , Dries Cornilly [ctb, cph] (Original author of mvskPortfolios , from which f_mvsk_portfolio() was ported under GPL-2 | GPL-3) , Kris Boudt [ctb, cph] (Original author of mvskPortfolios , from which f_mvsk_portfolio() was ported under GPL-2 | GPL-3)

---

Documentation:   PDF Manual  

---

GPL-3 license

---

Imports graphics, stats, nloptr, pracma

Depends on xts

Suggests zoo, testthat, PerformanceAnalytics, glmnet, quadprog, copula, Matrix, readxl, MASS, mvtnorm

---

See at CRAN