Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb],
William Chen [ctb]
Provides a collection
of functions to optimize portfolios and to analyze them from
different points of view.
R (>= 2.15.1), timeDate, timeSeries, fBasics, fAssets
fCopulae, robustbase, MASS, Rglpk, slam, Rsolnp, quadprog,
kernlab, rneos, methods, grDevices, graphics, stats, utils
Rsocp, Rnlminb2, Rdonlp2, Rsymphony, dplR, bcp, fGarch,
mvoutlier

GNU Scientific Library (GSL). Note: users should
have GSL installed.
When fitting a set of linear regressions which have some same variables, we can separate the matrix and reduce the computation cost. This package aims to fit a set of repeated linear regressions faster. More details can be found in this blog Lijun Wang (2017) <https://stats.hohoweiya.xyz//regression/2017/09/26/An-R-Package-Fit-Repeated-Linear-Regressions/>.

When fitting a set of linear regressions which have some same variables, we can separate the matrix and reduce the computation cost. This package aims to fit a set of repeated linear regressions faster. More details can be found in this blog Lijun Wang (2017) <https://stats.hohoweiya.xyz/2017/09/26/An-R-Package-Fit-Repeated-Linear-Regressions/>.

When fitting a set of linear regressions which have some same variables, we can separate the matrix and reduce the computation cost. This package aims to fit a set of repeated linear regressions faster. More details can be found in this blog Lijun Wang (2017) <https://stats.hohoweiya.xyz/regression/2017/09/26/An-R-Package-Fit-Repeated-Linear-Regressions/>.

Regression Based Decision and Prediction
R (>= 2.4.0), methods, mgcv, nnet, polspline, timeDate,
timeSeries, fBasics, fTrading, fMultivar

Diethelm Wuertz (for the Rmetrics port), R core team (for lm()
from R's base and nnet() from nnet package); B.R. Ripley (for
glm() from R's base); S.N. Wood (for gam() from mgcv package);
N.N. (for ppr() from modreg package); M. O' Connors (for
functions from polspline package); and T. Hothorn, A. Zeileis
G. Millo and D. Mitchell (for bgtest(), bptest(), dwtest(),
gqtest(), harvtest(), hmctest(), raintest(), reset() and
resettest() from lmtest package)
R (>= 2.4.0), methods, mgcv, nnet, timeDate, timeSeries,
fBasics, fTrading, fMultivar