R-Finance/PortfolioAnalytics: Portfolio Analysis, including Numerical Methods for Optimization of Portfolios

Portfolio optimization and analysis routines and graphics.

Getting started

Package details

AuthorBrian G. Peterson, Peter Carl, Ross Bennett, Kris Boudt
MaintainerBrian G. Peterson <brian@braverock.com>
LicenseGPL
Version0.9.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("R-Finance/PortfolioAnalytics")
R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.