Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R'. The data sets used in the book are contained in this package.
| Version: | 0.3-6 |
| Depends: | R (≥ 2.11), methods, quadprog, Rglpk, timeSeries |
| Suggests: | xts, zoo, Rsolnp |
| Published: | 2012-12-06 |
| Author: | Bernhard Pfaff [aut, cre], Miguel Sousa Lobo [ctb] (SOCP), Lieven Vandenberge [ctb] (SOCP), Stephen Boyd [ctb] (SOCP), Herve Lebret [ctb] (SOCP) |
| Maintainer: | Bernhard Pfaff <bernhard at pfaffikus.de> |
| License: | GPL (≥ 2) |
| NeedsCompilation: | yes |
| Citation: | FRAPO citation info |
| CRAN checks: | FRAPO results |
| Package source: | FRAPO_0.3-6.tar.gz |
| OS X binary: | not available, see check log. |
| Windows binary: | FRAPO_0.3-6.zip |
| Reference manual: | FRAPO.pdf |