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[ Source: fportfolio  ]

Package: r-cran-fportfolio (2100.78-2) [universe]

Links for r-cran-fportfolio


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Download Source Package fportfolio:


Please consider filing a bug or asking a question via Launchpad before contacting the maintainer directly.

Original Maintainer (usually from Debian):

  • Dirk Eddelbuettel

It should generally not be necessary for users to contact the original maintainer.

External Resources:

Similar packages:

GNU R package for financial engineering -- fPortfolio

This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fPortfolio provides functions for portfolio and asset price modeling, drawdown statistics, value-at-risk and Markowitz portfolio construction.

Other Packages Related to r-cran-fportfolio

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  • recommends
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  • enhances
  • dep: r-base-core (>= 2.10.0)
    GNU R core of statistical computation and graphics system
  • dep: r-cran-fassets (>= 2100.78)
    GNU R package for financial engineering -- fAssets
  • dep: r-cran-fbasics
    GNU R package for financial engineering -- fBasics
  • dep: r-cran-quadprog
    GNU R package for solving quadratic programming problems
  • dep: r-cran-rglpk
    GNU R interface to the GNU Linear Programing Kit
  • dep: r-cran-timedate
    GNU R package for financial engineering -- timeDate
  • dep: r-cran-timeseries
    GNU R package for financial engineering -- timeSeries
  • dep: r-cran-vr
    GNU R package accompanying the Venables and Ripley book on S
  • sug: r-cran-runit
    GNU R package providing unit testing framework

Download r-cran-fportfolio

Download for all available architectures
Architecture Package Size Installed Size Files
amd64 3,369.1 kB3,888.0 kB [list of files]
i386 3,369.1 kB3,888.0 kB [list of files]