1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
|
Source: fportfolio
Section: gnu-r
Priority: optional
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Build-Depends: debhelper-compat (= 12), r-base-dev (>= 4.3.1), dh-r, r-cran-mass, r-cran-timedate, r-cran-timeseries, r-cran-fbasics, r-cran-fassets (>= 2100.78), r-cran-quadprog, r-cran-rglpk, r-cran-rneos, r-cran-fcopulae, r-cran-rsymphony, r-cran-rsolnp, r-cran-kernlab, xvfb, xauth, xfonts-base
Standards-Version: 4.6.2
Vcs-Browser: https://salsa.debian.org/edd/r-cran-fportfolio
Vcs-Git: https://salsa.debian.org/edd/r-cran-fportfolio.git
Homepage: https://cran.r-project.org/package=fPortfolio
Package: r-cran-fportfolio
Architecture: all
Depends: ${R:Depends}, ${misc:Depends}, r-cran-mass, r-cran-timedate, r-cran-timeseries, r-cran-fbasics, r-cran-fassets (>= 2100.78), r-cran-quadprog, r-cran-rglpk, r-cran-rneos, r-cran-fcopulae, r-cran-rsymphony, r-cran-rsolnp, r-cran-kernlab
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.
|
