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fPortfolio

Rmetrics - Portfolio Selection and Optimization

v4023.84 · Apr 25, 2023 · GPL (>= 2)
CRAN GitHub Mirror

Description

A collection of functions to optimize portfolios and to analyze them from different points of view.

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CRAN Check Status

2 NOTE
12 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (2 non-OK)
NOTE r-oldrel-macos-arm64

package dependencies

Package suggested but not available for checking: ‘bcp’
NOTE r-oldrel-macos-x86_64

package dependencies

Package suggested but not available for checking: ‘bcp’

Check History

NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
NOTE r-oldrel-macos-arm64

package dependencies

Package suggested but not available for checking: ‘bcp’
NOTE r-oldrel-macos-x86_64

package dependencies

Package suggested but not available for checking: ‘bcp’

Reverse Dependencies (2)

depends

iClick

imports

RMOPI

Dependency Network

Dependencies Reverse dependencies timeDate timeSeries fBasics fAssets fCopulae robustbase MASS Rglpk slam Rsolnp quadprog kernlab rneos iClick RMOPI fPortfolio

Version History

new 4023.84 Mar 10, 2026
updated 4023.84 ← 3042.83.1 diff Apr 24, 2023
updated 3042.83.1 ← 3042.83 diff Mar 6, 2020
updated 3042.83 ← 3011.81 diff Nov 15, 2017
updated 3011.81 ← 2130.80 diff Oct 29, 2014
updated 2130.80 ← 2110.79 diff Feb 9, 2011
updated 2110.79 ← 2100.78 diff Apr 16, 2010
updated 2100.78 ← 2100.77 diff Sep 27, 2009
updated 2100.77 ← 2100.76 diff Apr 19, 2009
updated 2100.76 ← 290.75 diff Apr 16, 2009
updated 290.75 ← 280.74 diff Apr 15, 2009
updated 280.74 ← 280.73 diff Oct 26, 2008
updated 280.73 ← 260.72 diff Oct 22, 2008
updated 260.72 ← 251.70 diff Oct 7, 2007
updated 251.70 ← 240.10068 diff Jul 9, 2007
updated 240.10068 ← 221.10065 diff Jun 27, 2007
updated 221.10065 ← 220.10063 diff Feb 22, 2006
updated 220.10063 ← 201.10060 diff Nov 1, 2005
updated 201.10060 ← 201.10059 diff May 17, 2005
new 201.10059 Apr 19, 2005