Rquadprog: An R extenstion library to use quadprog for portfolio Optimization

Quadratic Programming THIS PACKAGE CONTAINS ADDONS FOR PORTFOLIO OPTIMIZATION WITH RMETRICS USING QUDRATIC PROGRAMMING SOLVERS. NOTE, CURRENTLY IT JUST LOADS QUADPROG FROM CRAN, ALTERNATIVE QUDRATIC PROGRAMMING SOLVERS WLL BE ADDED HERE.

AuthorDiethelm Wuertz
Date of publicationNone
MaintainerDiethelm Wuertz <wuertzi@phys.ethz.ch>
LicenseGPL
Version271.1

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Files in this package

Rquadprog
Rquadprog/NAMESPACE
Rquadprog/DESCRIPTION

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