Environment for teaching "Financial Engineering and Computational Finance".

Documentation

Manual: fPortfolio.pdf
Vignette: None available.

Maintainer: Tobias Setz <tobias.setz at rmetrics.org>

Author(s): Rmetrics Core Team, Diethelm Wuertz*, Tobias Setz*, Yohan Chalabi*

Install package and any missing dependencies by running this line in your R console:

install.packages("fPortfolio")

Depends R (>= 2.15.1), methods, timeDate, timeSeries, fBasics, fAssets
Imports fCopulae, robustbase, MASS, Rglpk, slam, Rsymphony, Rsolnp, kernlab, quadprog, rneos
Suggests Rsocp, Rnlminb2, Rdonlp2, dplR, bcp, fGarch, mvoutlier
Enhances
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Package fPortfolio
Materials
URL https://www.rmetrics.org
Task Views Finance
Version 3011.81
Published 2014-10-30
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks fPortfolio check results
Package source fPortfolio_3011.81.tar.gz