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Source: fportfolio
Section: gnu-r
Priority: optional
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Build-Depends: debhelper, r-base-dev (>= 3.0.0), cdbs, r-cran-mass, r-cran-timedate, r-cran-timeseries, r-cran-fbasics, r-cran-fassets (>= 2100.78), r-cran-quadprog, r-cran-rglpk, xvfb, xauth, xfonts-base
Standards-Version: 3.9.4
Homepage: http://www.Rmetrics.org
Package: r-cran-fportfolio
Architecture: any
Depends: ${shlibs:Depends}, ${R:Depends}, r-cran-mass, r-cran-timedate, r-cran-timeseries, r-cran-fbasics, r-cran-fassets (>= 2100.78), r-cran-quadprog, r-cran-rglpk
Suggests: r-cran-runit
Description: GNU R package for financial engineering -- fPortfolio
This package of functions for financial engineering and computational
finance is part of Rmetrics, a collection of packages written and
compiled by Diethelm Wuertz.
.
fPortfolio provides functions for portfolio and asset price modeling, drawdown
statistics, value-at-risk and Markowitz portfolio construction.
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