DESCRIPTION

Package: PortfolioAnalytics
Type: Package
Title: Portfolio Analysis, including Numerical Methods for Optimization
    of Portfolios
Version: 0.9.0
Date: $Date$
Author: Brian G. Peterson, Peter Carl, Ross Bennett, Kris Boudt
Contributors: R. Douglas Martin, Guy Yollin, Hezky Varon
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Portfolio optimization and analysis routines and graphics.
Depends:
    R (>= 2.14.0),
    zoo,
    xts (>= 0.8),
    PerformanceAnalytics (>= 1.1.0)
Suggests:
    quantmod,
    DEoptim(>= 2.2.1),
    foreach,
    iterators,
    fGarch,
    Rglpk,
    quadprog,
    ROI (>= 0.1.0),
    ROI.plugin.glpk (>= 0.0.2),
    ROI.plugin.quadprog (>= 0.0.2),
    ROI.plugin.symphony (>= 0.0.2),
    ROI.plugin.cplex (>= 0.0.2),
    pso,
    GenSA,
    corpcor,
    testthat
License: GPL
Copyright: (c) 2004-2014
Collate:
    'charts.DE.R'
    'charts.RP.R'
    'constrained_objective.R'
    'constraints.R'
    'constraints_ROI.R'
    'extract.efficient.frontier.R'
    'extractstats.R'
    'generics.R'
    'moment.functions.R'
    'objective.R'
    'optimize.portfolio.R'
    'random_portfolios.R'
    'trailingFUN.R'
    'objectiveFUN.R'
    'portfolio.R'
    'constraintsFUN.R'
    'constraint_fn_map.R'
    'optFUN.R'
    'charts.ROI.R'
    'applyFUN.R'
    'charts.PSO.R'
    'charts.GenSA.R'
    'chart.Weights.R'
    'chart.RiskReward.R'
    'charts.efficient.frontier.R'
    'charts.risk.R'
    'charts.groups.R'
    'charts.multiple.R'
    'utility.combine.R'
    'equal.weight.R'
    'inverse.volatility.weight.R'
    'utils.R'
    'chart.concentration.R'
    'stat.factor.model.R'