Last data update: 2014.03.03

parma

Package: parma
Type: Package
Title: Portfolio Allocation and Risk Management Applications
Version: 1.5-2
Date: 2015-07-02
Author: Alexios Ghalanos and Bernhard Pfaff
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Description: Methods for Portfolio Optimization and Risk Management.
Collate: p-cmaes.R p-classes.R p-constraints.R p-timeseries.R p-fun.R
p-Utility.R p-MILP.R p-NLP.R p-GNLP.R p-LP.R p-QP.R p-SOCP.R
p-main.R p-methods.R zzz.R
Depends: R (>= 2.10), methods, nloptr
Imports: slam, Rglpk, quadprog, FRAPO, corpcor, parallel, stats,
utils, truncnorm
Suggests: xts, Rsymphony
LazyLoad: yes
LazyData: yes
License: GPL-3
NeedsCompilation: no
Packaged: 2015-07-02 17:42:59 UTC; alexios
Repository: CRAN
Date/Publication: 2015-07-03 00:24:57

● Cran Task View: Finance
● 0 images, 10 functions, 1 datasets
● Reverse Depends: 0

Install log

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