Environment for teaching "Financial Engineering and Computational Finance"
| Version: | 2100.77 |
| Depends: | R (≥ 2.7.0), methods, MASS, timeDate, timeSeries, fBasics, fCopulae, fAssets (≥ 2100.77), quadprog, Rglpk, Rsymphony, robustbase |
| Suggests: | corpcor, covRobust, RUnit, tcltk |
| Published: | 2009-04-20 |
| Author: | Diethelm Wuertz |
| Maintainer: | Rmetrics Core Team <Rmetrics-core at r-project.org> |
| License: | GPL (≥ 2) |
| URL: | http://www.rmetrics.org |
| In views: | Finance |
| CRAN checks: | fPortfolio results |
| Package source: | fPortfolio_2100.77.tar.gz |
| MacOS X binary: | fPortfolio_2100.77.tgz |
| Windows binary: | fPortfolio_2100.77.zip |
| Reference manual: | fPortfolio.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | fPortfolio archive |
| Reverse suggests: | PerformanceAnalytics |