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PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

v2.1.1 · Feb 3, 2026 · GPL-3

Description

Portfolio optimization and analysis routines and graphics.

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CRAN Check Status

10 WARNING
4 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang WARNING
r-devel-linux-x86_64-debian-gcc WARNING
r-devel-linux-x86_64-fedora-clang WARNING
r-devel-linux-x86_64-fedora-gcc WARNING
r-devel-macos-arm64 WARNING
r-devel-windows-x86_64 WARNING
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 WARNING
r-patched-linux-x86_64 WARNING
r-release-linux-x86_64 WARNING
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 WARNING
Check details (11 non-OK)
WARNING r-devel-linux-x86_64-debian-clang

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-linux-x86_64-debian-gcc

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-clang

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-macos-arm64

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
WARNING r-oldrel-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
NOTE r-oldrel-windows-x86_64

package dependencies

Package suggested but not available for checking: 'doMC'
WARNING r-patched-linux-x86_64

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-release-linux-x86_64

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-release-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'

Check History

WARNING 6 OK · 0 NOTE · 8 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
WARNING r-devel-linux-x86_64-debian-clang

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-linux-x86_64-debian-gcc

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-clang

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-devel-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
WARNING r-release-linux-x86_64

dependencies in R code

Missing or unexported object: ‘CVXR::solve’
WARNING r-release-windows-x86_64

dependencies in R code

Missing or unexported object: 'CVXR::solve'
WARNING r-oldrel-windows-x86_64

package dependencies

Package suggested but not available for checking: 'doMC'

Reverse Dependencies (2)

imports

Dependency Network

Dependencies Reverse dependencies zoo xts foreach PerformanceAnalytics GenSA ROI.plugin.symphony mco pso PCRA facmodTS PortfolioAnalytics

Version History

new 2.1.1 Mar 10, 2026
updated 2.1.1 ← 2.1.0 diff Feb 3, 2026
updated 2.1.0 ← 2.0.0 diff Dec 3, 2024
updated 2.0.0 ← 1.1.0 diff Jul 2, 2024
updated 1.1.0 ← 1.0.3636 diff May 17, 2018
new 1.0.3636 Apr 18, 2015