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r-cran-fportfolio

GNU R package for financial engineering -- fPortfolio

Variants:
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.

Homepage:
Package version:2110.79-1
Architecture:i386
Distribution:Debian
Filename:r-cran-fportfolio_2110.79-1_i386.deb

/usr/share/doc/r-cran-fportfolio/changelog.Debian.gz

fportfolio (2110.79-1) unstable; urgency=low

  * New upstream release

 -- Dirk Eddelbuettel <edd@debian.org>  Wed, 21 Apr 2010 22:09:06 -0500

fportfolio (2100.78-3) unstable; urgency=low

  * debian/control: Switch (Build-)Depends: from r-cran-vr to r-cran-mass

  * debian/control: Set (Build-)Depends: to current R version
  * debian/control: Set Standards-Version: to current version 
  
 -- Di
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/usr/share/doc/r-cran-fportfolio/changelog.gz

	* R/solveRquadprog.R: set weights to NA when there is no solution

2010-04-13  chalabi

	* R/solveRquadprog.R: updated for latest version of quadprog

2010-04-12  chalabi

	* CITATION, DESCRIPTION, inst/CITATION: updated CITATION file
	* R/solveRquadprog.R: Using solve.QP rather than calling directly
	  Fortran routine in quadprog pkg.

2009-09-30  chalabi

	* inst/doc, inst/doc/PortfolioOptimiza
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/usr/lib/R/site-library/fPortfolio/COPYRIGHT.html

<HTML>
 <HEAD>
  <TITLE>Rmetrics::COPYRIGHT</TITLE>
 </HEAD>
<BODY BGCOLOR="WHITE">
<P>
<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="7">
   <FONT COLOR="#7F0000">Rmetrics</FONT></FONT></FONT></B>
   <FONT FACE="Arial,Helvetica,Monaco"><B><FONT SIZE="3">
   <FONT COLOR="#7F0000">Copyrights</FONT></FONT></FONT> 
</B></P>

<P ALIGN=CENTER>
<HR ALIGN=CENTER WIDTH="100%" SIZE="2">
<
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/usr/share/doc/r-cran-fportfolio/copyright

This is the Debian GNU/Linux r-cran-fportfolio package of fPortfolio,
a set of functions for portfol
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