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
LazyData: yes
License: GPL (>= 2)
URL: https://r-forge.r-project.org/projects/rmetrics/
Repository: https://r-forge.r-universe.dev
Date/Publication: 2026-09-12 19:52:15 UTC
RemoteUrl: https://github.com/r-forge/rmetrics
RemoteRef: HEAD
RemoteSha: 6653f859133e53cdfde613ed3135c027fc92b171
RemoteSubdir: pkg/fPortfolio
NeedsCompilation: no
Packaged: 2026-10-12 13:38:58 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>