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.

Getting started

Package details

AuthorDiethelm Wuertz
MaintainerDiethelm Wuertz <wuertzi@phys.ethz.ch>
LicenseGPL
Version271.1
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("Rquadprog", repos="http://R-Forge.R-project.org")

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Rquadprog documentation built on May 2, 2019, 6:53 p.m.