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sci-CRAN/fPortfolio

Rmetrics - Portfolio Selection and Optimization

Screenshots

  • fPortfolio-4023.84
    ~amd64
    r_suggests_bcp r_suggests_dplr r_suggests_fgarch r_suggests_mvoutlier r_suggests_parma r_suggests_rsymphony byte-compile

    View      Download      Browse     License: GPL-2+   
    Overlay: R_Overlay

Runtime Dependencies

fPortfolio-4023.84

sci-CRAN/slam
sci-CRAN/timeDate
sci-CRAN/timeSeries
sci-CRAN/fCopulae
sci-CRAN/robustbase
sci-CRAN/quadprog
>=dev-lang/R-2.15.1
sci-CRAN/Rsolnp
sci-CRAN/kernlab
sci-CRAN/fAssets
sci-CRAN/rneos
sci-CRAN/fBasics
virtual/MASS
sci-mathematics/glpk

r_suggests_bcp?
      ( sci-CRAN/bcp )

r_suggests_dplr?
      ( sci-CRAN/dplR )

r_suggests_fgarch?
      ( sci-CRAN/fGarch )

r_suggests_mvoutlier?
      ( sci-CRAN/mvoutlier )

r_suggests_parma?
      ( sci-CRAN/parma )

r_suggests_rsymphony?
      ( sci-CRAN/Rsymphony )

dev-lang/R:=