[Returnanalytics-commits] r2028 - in pkg: . MPO

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2012-06-18 01:39:10 +0200 (Mon, 18 Jun 2012)
New Revision: 2028

Added:
   pkg/MPO/
   pkg/MPO/DESCRIPTION
   pkg/MPO/R/
   pkg/MPO/data/
   pkg/MPO/demo/
   pkg/MPO/man/
Log:
- package shell for Modern Portfolio Optimization


Copied: pkg/MPO/DESCRIPTION (from rev 2027, pkg/PerformanceAnalytics/sandbox/Meucci/DESCRIPTION)
===================================================================
--- pkg/MPO/DESCRIPTION	                        (rev 0)
+++ pkg/MPO/DESCRIPTION	2012-06-17 23:39:10 UTC (rev 2028)
@@ -0,0 +1,24 @@
+Package: MPO
+Type: Package
+Title: Modern Portfolio Optimization
+Version: 0.1
+Date: $Date: 2012-06-06 15:18:48 -0500 (Wed, 06 Jun 2012) $
+Author: Doug Martin, Guy Yollin, Bernd Scherer
+Maintainer: Guy Yollin <gyollin at r-programming.org>
+Description: Shell Package for the second edition of 
+    "Modern Portfolio Optimization"
+Depends:
+    R (>= 2.14.0),
+    zoo,
+    xts (>= 0.8),
+    PerformanceAnalytics,
+    PortfolioAnalytics
+Suggests:
+    quadprog,
+    robustbase,
+    quantmod,
+    dlm
+License: GPL
+URL: http://r-forge.r-project.org/projects/returnanalytics/
+Copyright: (c) 2004-2012
+Contributors: James Lee Hobbs, Brian Peterson, Peter Carl