Maintainer: Brian G. Peterson <brian at braverock.com>

Author(s): Brian G. Peterson*, Peter Carl*, Kris Boudt*, Ross Bennett*, Hezky Varon*, Guy Yollin*, R. Douglas Martin*

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

install.packages("PortfolioAnalytics")

Depends R (>= 2.14.0), zoo, xts(>=0.8), foreach, PerformanceAnalytics(>=1.1.0)
Imports
Suggests quantmod, DEoptim(>=2.2.1), iterators, fGarch, Rglpk, quadprog, ROI(>=0.1.0), ROI.plugin.glpk(>=0.0.2), ROI.plugin.quadprog(>=0.0.2), ROI.plugin.symphony(>=0.0.2), pso, GenSA, corpcor, testthat, nloptr(>=1.0.0), MASS, robustbase
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Package PortfolioAnalytics
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Version 1.0.3636
Published 2015-04-19
License GPL
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks PortfolioAnalytics check results
Package source PortfolioAnalytics_1.0.3636.tar.gz