Package: PortfolioAnalytics
Type: Package
Title: Portfolio Analysis, Including Numerical Methods for Optimization
        of Portfolios
Authors@R: c(
    person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"),
    email="brian@braverock.com") ,
    person(given="Peter",family="Carl",role=c("aut","cph"),
    email="peter@braverock.com") ,
    person(given="Ross",family="Bennett",role=c("ctb","cph")) ,
    person(given="Kris",family="Boudt",role=c("ctb","cph")) ,
    person(given="Xinran",family="Zhao",role=c("ctb", "cph")),
    person(given="R. Douglas",family="Martin",role="ctb") ,
    person(given="Guy",family="Yollin",role="ctb") ,
    person(given="Hezky",family="Varon",role="ctb") ,
    person(given="Xiaokang",family="Feng",role="ctb") ,
    person(given="Yifu",family="Kang",role="ctb") )
Version: 2.1.2
Date: 2026-04-08
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Portfolio optimization and analysis routines and graphics.
Depends: R (>= 4.0.0), zoo, xts (>= 0.10-1), foreach,
        PerformanceAnalytics (>= 1.5.1)
Suggests: quantmod, DEoptim (>= 2.2.1), iterators, doParallel, doMC,
        fGarch, Rglpk, quadprog, ROI (>= 0.1.0), ROI.plugin.glpk (>=
        0.0.2), ROI.plugin.quadprog (>= 0.0.2), corpcor, testthat (>=
        3.0.0), covr, nloptr (>= 1.0.0), MASS, robustbase, osqp, CVXR,
        data.table, knitr, rmarkdown, GSE, RobStatTM, PCRA, quarto,
        R.rsp, RPESE, TTR, Matrix
VignetteBuilder: R.rsp, quarto
Imports: methods, GenSA, ROI.plugin.symphony, mco, pso
License: GPL-3
URL: https://github.com/braverock/PortfolioAnalytics
Copyright: (c) 2004-2026
RoxygenNote: 7.3.3
Encoding: UTF-8
Config/testthat/edition: 3
Config/testthat/parallel: true
Config/Needs/coverage: covr
Config/pak/sysreqs: coinor-symphony coinor-libsymphony-dev
Repository: https://braverock.r-universe.dev
Date/Publication: 2026-06-15 03:54:54 UTC
RemoteUrl: https://github.com/braverock/portfolioanalytics
RemoteRef: HEAD
RemoteSha: 584abf725779ac8b27c38d9e8b83619e361e8a56
NeedsCompilation: yes
Packaged: 2026-06-15 09:45:03 UTC; root
Author: Brian G. Peterson [cre, aut, cph],
  Peter Carl [aut, cph],
  Ross Bennett [ctb, cph],
  Kris Boudt [ctb, cph],
  Xinran Zhao [ctb, cph],
  R. Douglas Martin [ctb],
  Guy Yollin [ctb],
  Hezky Varon [ctb],
  Xiaokang Feng [ctb],
  Yifu Kang [ctb]