Package: parma
Type: Package
Title: Portfolio Allocation and Risk Management Applications
Version: 1.5-3
Date: 2016-08-25
Authors@R: c(person("Alexios", "Ghalanos", email =
        "alexios@4dscape.com", role = c("aut", "cre")),
	person("Bernhard", "Pfaff", email =
        "bernhard@pfaffikus.de", role = "ctb"),
        person("Miguel Sousa", "Lobo", email =
        "mlobo@isl.stanford.edu", role = "ctb", comment = "SOCP"),
        person("Lieven", "Vandenberghe", email =
        "vandenbe@isl.stanford.edu", role = "ctb", comment = "SOCP"),
        person("Stephen", "Boyd", email = "boyd@isl.stanford.edu", role
        = "ctb", comment = "SOCP"), person("Herve", "Lebret", role =
        "ctb", comment = "SOCP"))
Maintainer: Alexios Ghalanos <alexios@4dscape.com>
Description: Provision of a set of models and methods for use in the allocation and management of capital in financial portfolios.
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 Socp.R zzz.R
Depends: R (>= 2.10), methods, nloptr
Imports: slam, Rglpk, quadprog, corpcor, parallel, truncnorm
Suggests: xts, Rsymphony
LazyLoad: yes
LazyData: yes
License: GPL-3
NeedsCompilation: yes
Packaged: 2016-08-25 19:18:09 UTC; alexiosg
Author: Alexios Ghalanos [aut, cre],
  Bernhard Pfaff [ctb],
  Miguel Sousa Lobo [ctb] (SOCP),
  Lieven Vandenberghe [ctb] (SOCP),
  Stephen Boyd [ctb] (SOCP),
  Herve Lebret [ctb] (SOCP)
Repository: CRAN
Date/Publication: 2016-08-25 22:54:03
Built: R 3.6.3; x86_64-w64-mingw32; 2021-05-12 18:15:20 UTC; windows
Archs: i386, x64
