DESCRIPTION

Package: PCRA
Type: Package
Title: Companion to Portfolio Construction and Risk Analysis
Version: 1.2.1
Date: 2023-08-27
Authors@R: c(person(given="Doug",family="Martin",role=c("cre","aut"),
    email="martinrd3d@gmail.com"),
    person(given="Alexios",family="Galanos",role=c("ctb"),
    email="alexios@4dscape.com"),
    person(given="Kirk",family="Li",role=c("aut","ctb"),
    email="cocokecoli@gmail.com"),
    person(given="Jon",family="Spinney",role=c("ctb"),
    email="Jon.Spinney@vestcor.org"),
    person(given="Thomas",family="Philips",role=c("ctb"),
    email="tkpmep@gmail.com"))
Description: A collection of functions and data sets that support teaching
  a quantitative finance MS level course on Portfolio Construction and Risk
  Analysis, and the writing of a textbook for such a course.  The package is
  unique in providing several real-world data sets that may be used for problem
  assignments and student projects.  The data sets include cross-sections of
  stock data from the Center for Research on Security Prices, LLC (CRSP),
  corresponding factor exposures data from S&P Global, and several SP500 data
  sets.
License: GPL-2
Depends:
	R (>= 4.0.0)
URL: https://github.com/robustport/PCRA
Encoding: UTF-8
Imports:
	PerformanceAnalytics,
	PortfolioAnalytics,
	boot,
	methods,
	xts,
	zoo,
	lattice,
	corpcor,
	data.table,
	quadprog,
	RobStatTM,
	robustbase,
	R.cache,
	devtools
Suggests: R.rsp
LazyLoad: true
LazyData: true
LazyDataCompression: xz
Copyright: (c) 2022-2024
RoxygenNote: 7.3.2
VignetteBuilder: R.rsp