Rquadprog: An R extenstion library to use quadprog for portfolio Optimization
Version 271.1

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.

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AuthorDiethelm Wuertz
Date of publicationNone
MaintainerDiethelm Wuertz <wuertzi@phys.ethz.ch>
LicenseGPL
Version271.1
Package repositoryView on R-Forge
InstallationInstall 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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NAMESPACE
DESCRIPTION
Rquadprog documentation built on May 21, 2017, 4:16 a.m.