PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Portfolio optimization and analysis routines and graphics.

Version: 1.1.0
Depends: R (≥ 3.3.0), zoo, xts (≥ 0.10-1), foreach, PerformanceAnalytics (≥ 1.5.1)
Imports: methods
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
Published: 2018-05-17
Author: Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]
Maintainer: Brian G. Peterson <brian at braverock.com>
License: GPL-2 | GPL-3
Copyright: (c) 2004-2018
URL: https://github.com/braverock/PortfolioAnalytics
NeedsCompilation: yes
Materials: README
CRAN checks: PortfolioAnalytics results

Downloads:

Reference manual: PortfolioAnalytics.pdf
Vignettes: Portfolio Optimization with ROI in PortfolioAnalytics
Custom Moment and Objective Functions
An Introduction to Portfolio Optimization with PortfolioAnalytics
Portfolio Optimization with CVaR budgets in PortfolioAnalytics
Package source: PortfolioAnalytics_1.1.0.tar.gz
Windows binaries: r-devel: PortfolioAnalytics_1.1.0.zip, r-release: PortfolioAnalytics_1.1.0.zip, r-oldrel: PortfolioAnalytics_1.1.0.zip
OS X binaries: r-release: PortfolioAnalytics_1.1.0.tgz, r-oldrel: PortfolioAnalytics_1.1.0.tgz
Old sources: PortfolioAnalytics archive

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