PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Portfolio optimization and analysis routines and graphics.

Package overview An Introduction to Portfolio Optimization with PortfolioAnalytics Custom Moment and Objective Functions Portfolio Optimization with CVaR budgets in PortfolioAnalytics Portfolio Optimization with ROI in PortfolioAnalytics

Vignettes Man pages API and functions Files

Package details
Author	Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]
Maintainer	Brian G. Peterson <brian@braverock.com>
License	GPL-2 \| GPL-3
Version	1.1.0
URL	https://github.com/braverock/PortfolioAnalytics
Package repository	View on CRAN
Installation	Install the latest version of this package by entering the following in R: `install.packages("PortfolioAnalytics")`

Any scripts or data that you put into this service are public.

PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Getting started