Package: parma
Type: Package
Title: Portfolio Allocation and Risk Management Applications
Version: 1.7
Date: 2022-10-27
Authors@R: c(person("Alexios", "Galanos", 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 Galanos <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, R.rsp
LazyLoad: yes
LazyData: yes
License: GPL-3
URL: https://github.com/alexiosg/parma
VignetteBuilder: R.rsp
Config/pak/sysreqs: cmake libglpk-dev
Repository: https://alexiosg.r-universe.dev
Date/Publication: 2023-04-22 02:21:57 UTC
RemoteUrl: https://github.com/alexiosg/parma
RemoteRef: HEAD
RemoteSha: 24080c8f3c3d2cbb2be5758c887ef0a3637d4d53
NeedsCompilation: yes
Packaged: 2026-07-03 14:47:20 UTC; root
Author: Alexios Galanos [aut, cre],
  Bernhard Pfaff [ctb],
  Miguel Sousa Lobo [ctb] (SOCP),
  Lieven Vandenberghe [ctb] (SOCP),
  Stephen Boyd [ctb] (SOCP),
  Herve Lebret [ctb] (SOCP)