Last data update: 2014.03.03

fPortfolio

Package: fPortfolio
Title: Rmetrics - Portfolio Selection and Optimization
Date: 2014-10-30
Version: 3011.81
Author: Rmetrics Core Team,
Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz@rmetrics.org>
Description: Environment for teaching
"Financial Engineering and Computational Finance".
Depends: R (>= 2.15.1), methods, timeDate, timeSeries, fBasics, fAssets
Imports: fCopulae, robustbase, MASS, Rglpk, slam, Rsymphony, Rsolnp,
kernlab, quadprog, rneos
Suggests: Rsocp, Rnlminb2, Rdonlp2, dplR, bcp, fGarch, mvoutlier
Additional_repositories: http://r-forge.r-project.org/
Note: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org
Packaged: 2014-10-30 14:13:59 UTC; Tobi
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-10-30 15:54:08

● 0 images, 53 functions, 1 datasets
● Reverse Depends: 0

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
ERROR: dependencies 'Rglpk', 'Rsymphony' are not available for package 'fPortfolio'
* removing '/home/ddbj/local/lib64/R/library/fPortfolio'