Package: fPortfolio
Version: 260.72
Date: 1997 - 2007
Title: Rmetrics - Portfolio Selection and Optimization
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), quadprog, lpSolve, MASS, fAssets
Maintainer: Diethelm Wuertz and Rmetrics Core team <Rmetrics-core@r-project.org>
Description: Environment for teaching "Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL Version 2 or later
URL: http://www.rmetrics.org
Packaged: Mon Oct  8 14:08:52 2007; myself

Depends: R (>= 2.6.0), methods, MASS, timeDate, timeSeries, fBasics, fAssets, quadprog, Rglpk

Depends: R (>= 2.15.1), methods, timeDate, timeSeries, fBasics, fAssets
Imports: fCopulae, robustbase, MASS, Rglpk, slam, Rsymphony, Rsolnp,
Suggests: Rsocp, Rnlminb2, Rdonlp2, dplR, bcp, fGarch, mvoutlier

of functions to optimize portfolios and to analyze them from
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: Rsocp, Rnlminb2, Rdonlp2, Rsymphony, dplR, bcp, fGarch,

Packaged: 2017-11-16 17:28:41 UTC; Tobias Setz

SystemRequirements: GNU Scientific Library (GSL). Note: users should
Description: 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/>.

Description: 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/>.