- r-base-core (>= 3.5.0-5)
- r-api-3.5
- r-cran-mass
- r-cran-timedate
- r-cran-timeseries
- r-cran-fbasics
- r-cran-fassets (>= 2100.78)
- r-cran-quadprog
- r-cran-rglpk
- r-cran-rneos
- r-cran-fcopulae
- r-cran-rsymphony
- r-cran-rsolnp
- r-cran-kernlab
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.
Installed Size: 1.8 MB
Architectures: arm64 amd64