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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:2130.80-1
Architecture:kfreebsd-i386
Distribution:Debian
Filename:r-cran-fportfolio_2130.80-1_kfreebsd-i386.deb

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

fportfolio (2130.80-1) unstable; urgency=low

  * New upstream release
  
  * debian/control: Set (Build-)Depends: to current R version
  * debian/control: Set Standards-Version: to current version 

 -- Dirk Eddelbuettel <edd@debian.org>  Thu, 10 Feb 2011 12:11:15 -0600

fportfolio (2110.79-1) unstable; urgency=low

  * New upstream release

 -- Dirk Eddelbuettel <edd@debian.org>  Wed, 21 Apr 201
more»

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

2011-02-10  chalabi

	* DESCRIPTION: updated DESC file
	* inst/doc/PortfolioOptimizationSample.pdf: removed pdf file
	  because new version can be found on the website

2011-02-01  chalabi

	* R/efficientPortfolio.R, inst/unitTests/runit.minriskPortfolio.R:
	  Modified returned value of targetRiskFun when the target return
	  is not feasible with the given constraints.

2010-10-26  chalabi

	* NAM
more»

/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">
<
more»

/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
more»

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