Package: fPortfolio
Title: Rmetrics - Portfolio Selection and Optimization
Version: 4023.84.9000
Authors@R: c( person("Diethelm", "Wuertz", role = "aut"), person("Tobias", "Setz", role = "aut"),
              person("Yohan", "Chalabi", role = "aut"), person("William", "Chen", role = "ctb"),
	      person("Stefan", "Theussl", role = c("aut", "cre"), email = "Stefan.Theussl@R-project.org") )
Description: A collection of functions to optimize portfolios and to
        analyze them from different points of view. If the suggested
        package 'bcp' is not availble from CRAN, it can be installed
        from the archive, e.g.
        <https://cran.r-project.org/src/contrib/Archive/bcp/bcp_4.0.3.tar.gz>.
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics, fAssets
Imports: fCopulae, robustbase, MASS, Rglpk, slam, Rsolnp, quadprog,
        kernlab, rneos, methods, grDevices, graphics, stats, utils
Suggests: parma, Rsymphony, dplR, bcp, fGarch, mvoutlier
Additional_repositories: https://r-forge.r-project.org/
LazyData: yes
License: GPL (>= 2)
URL: https://r-forge.r-project.org/projects/rmetrics/
Config/pak/sysreqs: libglpk-dev make libgsl0-dev libxml2-dev
Repository: https://r-forge.r-universe.dev
Date/Publication: 2026-02-21 23:23:40 UTC
RemoteUrl: https://github.com/r-forge/rmetrics
RemoteRef: HEAD
RemoteSha: d8bc4aeb583742e52170b581b908108e0282bf7b
RemoteSubdir: pkg/fPortfolio
NeedsCompilation: no
Packaged: 2026-06-22 07:36:11 UTC; root
Author: Diethelm Wuertz [aut],
  Tobias Setz [aut],
  Yohan Chalabi [aut],
  William Chen [ctb],
  Stefan Theussl [aut, cre]
Maintainer: Stefan Theussl <Stefan.Theussl@R-project.org>