DESCRIPTION

Package: PortfolioAnalytics
Type: Package
Title: Portfolio Analysis, Including Numerical Methods for Optimization
    of Portfolios
Authors@R: c(
    person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"),
    email="brian@braverock.com") ,
    person(given="Peter",family="Carl",role=c("aut","cph"),
    email="peter@braverock.com") ,
    person(given="Ross",family="Bennett",role=c("ctb","cph")) ,
    person(given="Kris",family="Boudt",role=c("ctb","cph")) ,
    person(given="Xinran",family="Zhao",role="cph") ,
    person(given="R. Douglas",family="Martin",role="ctb") ,
    person(given="Guy",family="Yollin",role="ctb") ,
    person(given="Hezky",family="Varon",role="ctb") ,
    person(given="Xiaokang",family="Feng",role="ctb") ,
    person(given="Yifu",family="Kang",role="ctb") )
Version: 2.1.0
Date: 2024-12-04
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Portfolio optimization and analysis routines and graphics.
Depends:
    R (>= 4.0.0),
    zoo,
    xts (>= 0.10-1),
    foreach,
    PerformanceAnalytics (>= 1.5.1)
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),
    corpcor,
    testthat,
    nloptr (>= 1.0.0),
    MASS,
    robustbase,
    osqp,
    CVXR,
    data.table,
    knitr,
    rmarkdown,
    GSE,
    RobStatTM,
    PCRA,
    R.rsp
VignetteBuilder: R.rsp
Imports:
    methods,
    GenSA,
    ROI.plugin.symphony,
    mco,
    pso
License: GPL-3
URL: https://github.com/braverock/PortfolioAnalytics
Copyright: (c) 2004-2024
RoxygenNote: 7.3.2
Encoding: UTF-8