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

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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.

Author
Diethelm Wuertz
Date of publication
None
Maintainer
Diethelm Wuertz <wuertzi@phys.ethz.ch>
License
GPL
Version
271.1

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Files in this package

Rquadprog
Rquadprog/NAMESPACE
Rquadprog/DESCRIPTION