PortfolioAnalytics

R 패키지 메타데이터와 수집 신호를 모아 봅니다.

Packages / CRAN / PortfolioAnalytics

PortfolioAnalytics

v2.1.2

PortfolioA...

Repository CRANLicense GPL-3Lifecycle activeNeeds compilation yes

Package page Reference Source DOI README

DOI

10.32614/CRAN.package.PortfolioAnalytics

Reverse imports

102

Install

설치 방법을 선택하고 바로 복사합니다.

패키지 설치

install.packages("PortfolioAnalytics")

Version

2.1.2

R (>= 4.0.0), zoo, xts (>= 0.10-1), foreach, PerformanceAnalytics (>= 1.5.1)

License

GPL-3

Last observed

2026-06-04

Sources

Core Signals

첫 화면에서 판단해야 할 수집 신호를 먼저 배치합니다.

Reverse imports

102

Supported Backends

DESCRIPTION에서 감지한 backend 관련 package입니다.

data.table

Suggests

Quick Facts

기본 메타데이터를 작은 카드와 토큰으로 압축합니다.

profile

Repository

CRAN

Version

2.1.2

License

GPL-3

Lifecycle

active

Needs compilation

yes

Reverse imports

102

Last observed

2026-06-04

CRAN: cran.r-project.org/package=PortfolioAnalytics

수집 소스별 패키지 정보

1개 소스

CRAN

2.1.2

2026-06-04

License

GPL-3

Depends

R (>= 4.0.0), zoo, xts (>= 0.10-1), foreach, PerformanceAnalytics (>= 1.5.1)

Imports

methods, GenSA, ROI.plugin.symphony, mco, pso

Suggests

quantmod, DEoptim (>= 2.2.1), iterators, doParallel, doMC, fGarch, Rglpk, quadprog, ROI (>= 0.1.0), ROI.plugin.glpk (>= 0.0.2), ROI.plugin.quadprog (>= 0.0.2), corpcor, testthat, nloptr (>= 1.0.0), MASS, robustbase, osqp, CVXR, data.table, knitr, rmarkdown, GSE, RobStatTM, PCRA, R.rsp, RPESE, TTR, Matrix

Needs compilation

yes

Reverse imports

102

Lifecycle

active

Last observed

2026-06-04 01:07:23

이 패키지가 의존하는 패키지

5개 표시전체 37개

Package	Type	Spec
foreach CRAN · 2.1.2 · 2026-06-04	Depends	foreach
PerformanceAnalytics CRAN · 2.1.2 · 2026-06-04	Depends	PerformanceAnalytics (>= 1.5.1)
xts CRAN · 2.1.2 · 2026-06-04	Depends	xts (>= 0.10-1)
zoo CRAN · 2.1.2 · 2026-06-04	Depends	zoo
GenSA CRAN · 2.1.2 · 2026-06-04	Imports	GenSA
mco CRAN · 2.1.2 · 2026-06-04	Imports	mco
methods CRAN · 2.1.2 · 2026-06-04	Imports	methods
pso CRAN · 2.1.2 · 2026-06-04	Imports	pso
ROI.plugin.symphony CRAN · 2.1.2 · 2026-06-04	Imports	ROI.plugin.symphony
corpcor CRAN · 2.1.2 · 2026-06-04	Suggests	corpcor
CVXR CRAN · 2.1.2 · 2026-06-04	Suggests	CVXR
data.table CRAN · 2.1.2 · 2026-06-04	Suggests	data.table
DEoptim CRAN · 2.1.2 · 2026-06-04	Suggests	DEoptim (>= 2.2.1)
doMC CRAN · 2.1.2 · 2026-06-04	Suggests	doMC
doParallel CRAN · 2.1.2 · 2026-06-04	Suggests	doParallel
fGarch CRAN · 2.1.2 · 2026-06-04	Suggests	fGarch
GSE CRAN · 2.1.2 · 2026-06-04	Suggests	GSE
iterators CRAN · 2.1.2 · 2026-06-04	Suggests	iterators
knitr CRAN · 2.1.2 · 2026-06-04	Suggests	knitr
MASS CRAN · 2.1.2 · 2026-06-04	Suggests	MASS
Matrix CRAN · 2.1.2 · 2026-06-04	Suggests	Matrix
nloptr CRAN · 2.1.2 · 2026-06-04	Suggests	nloptr (>= 1.0.0)
osqp CRAN · 2.1.2 · 2026-06-04	Suggests	osqp
PCRA CRAN · 2.1.2 · 2026-06-04	Suggests	PCRA
quadprog CRAN · 2.1.2 · 2026-06-04	Suggests	quadprog
quantmod CRAN · 2.1.2 · 2026-06-04	Suggests	quantmod
R.rsp CRAN · 2.1.2 · 2026-06-04	Suggests	R.rsp
Rglpk CRAN · 2.1.2 · 2026-06-04	Suggests	Rglpk
rmarkdown CRAN · 2.1.2 · 2026-06-04	Suggests	rmarkdown
RobStatTM CRAN · 2.1.2 · 2026-06-04	Suggests	RobStatTM
robustbase CRAN · 2.1.2 · 2026-06-04	Suggests	robustbase
ROI CRAN · 2.1.2 · 2026-06-04	Suggests	ROI (>= 0.1.0)
ROI.plugin.glpk CRAN · 2.1.2 · 2026-06-04	Suggests	ROI.plugin.glpk (>= 0.0.2)
ROI.plugin.quadprog CRAN · 2.1.2 · 2026-06-04	Suggests	ROI.plugin.quadprog (>= 0.0.2)
RPESE CRAN · 2.1.2 · 2026-06-04	Suggests	RPESE
testthat CRAN · 2.1.2 · 2026-06-04	Suggests	testthat
TTR CRAN · 2.1.2 · 2026-06-04	Suggests	TTR
검색 결과가 없습니다.

1 / 8

이 패키지를 쓰는 패키지

2개 표시전체 2개

Package	Type	Spec
facmodTS 1.0 CRAN · 2026-06-04	Imports	PortfolioAnalytics
PCRA 1.2.1 CRAN · 2026-06-04	Imports	PortfolioAnalytics
검색 결과가 없습니다.

1 / 1

Reverse dependency summary

1 types

Type	Packages
Imports	2

패키지 페이지

Reverse imports

All links

Repository: CRAN
Version: 2.1.2
Collected: 2026-05-30 22:32:15
Package page: https://cran.r-project.org/web/packages/PortfolioAnalytics/index.html
DOI: 10.32614/CRAN.package.PortfolioAnalytics
CRAN checks: https://cran.r-project.org/web/checks/check_results_PortfolioAnalytics.html
README: https://cran.r-project.org/web/packages/PortfolioAnalytics/readme/README.html
Reference HTML: https://cran.r-project.org/web/packages/PortfolioAnalytics/refman/PortfolioAnalytics.html
Reference PDF: https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf
Source package: https://cran.r-project.org/src/contrib/PortfolioAnalytics_2.1.2.tar.gz
Archive: https://CRAN.R-project.org/src/contrib/Archive/PortfolioAnalytics

Page fields

Author: Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Ross Bennett [ctb, cph], Kris Boudt [ctb, cph], Xinran Zhao [ctb, cph], R. Douglas Martin [ctb], Guy Yollin [ctb], Hezky Varon [ctb], Xiaokang Feng [ctb], Yifu Kang [ctb]
CRAN Checks: PortfolioAnalytics results
Copyright: (c) 2004-2026
DOI: 10.32614/CRAN.package.PortfolioAnalytics
License: GPL-3
Maintainer: Brian G. Peterson <brian at braverock.com>
Materials: README
NeedsCompilation: yes
Old Sources: PortfolioAnalytics archive
Package Source: PortfolioAnalytics_2.1.2.tar.gz
Published: 2026-04-10
Reference Manual: PortfolioAnalytics.html , PortfolioAnalytics.pdf
Reverse Imports: facmodTS , PCRA
URL: https://github.com/braverock/PortfolioAnalytics
Version: 2.1.2
Vignettes: CVXR for PortfolioAnalytics ( source ) Using Robust Covariance Matrix Estimators in PortfolioAnalytics ( source ) Portfolio Optimization with ROI in PortfolioAnalytics ( source , R code ) Custom Moment and Objective Functions ( source , R code ) An Introduction to Portfolio Optimization with PortfolioAnalytics ( source , R code ) Portfolio Optimization with CVaR budgets in PortfolioAnalytics ( source , R code )
Windows Binaries: r-devel: PortfolioAnalytics_2.1.2.zip , r-release: PortfolioAnalytics_2.1.2.zip , r-oldrel: PortfolioAnalytics_2.1.2.zip
MacOS Binaries: r-release (arm64): PortfolioAnalytics_2.1.2.tgz , r-oldrel (arm64): PortfolioAnalytics_2.1.2.tgz , r-release (x86_64): PortfolioAnalytics_2.1.2.tgz , r-oldrel (x86_64): PortfolioAnalytics_2.1.2.tgz

Version

2.1.2

Published

2026-04-10

DOI

10.32614/CRAN.package.PortfolioAnalytics

Author

Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Ross Bennett [ctb, cph], Kris Boudt [ctb, cph], Xinran Zhao [ctb, cph], R. Douglas Martin [ctb], Guy Yollin [ctb], Hezky Varon [ctb], Xiaokang Feng [ctb], Yifu Kang [ctb]

Maintainer

Brian G. Peterson <brian at braverock.com>

License

GPL-3

URL

https://github.com/braverock/PortfolioAnalytics

NeedsCompilation

yes

Materials

README

CRAN Checks

PortfolioAnalytics results

Reference Manual

PortfolioAnalytics.html , PortfolioAnalytics.pdf

PortfolioAnalytics.html PortfolioAnalytics.pdf

Vignettes

CVXR for PortfolioAnalytics ( source ) Using Robust Covariance Matrix Estimators in PortfolioAnalytics ( source ) Portfolio Optimization with ROI in PortfolioAnalytics ( source , R code ) Custom Moment and Objective Functions ( source , R code ) An Introduction to Portfolio Optimization with PortfolioAnalytics ( source , R code ) Portfolio Optimization with CVaR budgets in PortfolioAnalytics ( source , R code )

CVXR for PortfolioAnalytics source Using Robust Covariance Matrix Estimators in PortfolioAnalytics source Portfolio Optimization with ROI in PortfolioAnalytics source R code Custom Moment and Objective Functions source R code An Introduction to Portfolio Optimization with PortfolioAnalytics source R code Portfolio Optimization with CVaR budgets in PortfolioAnalytics source R code

Package Source

PortfolioAnalytics_2.1.2.tar.gz

Windows Binaries

r-devel: PortfolioAnalytics_2.1.2.zip , r-release: PortfolioAnalytics_2.1.2.zip , r-oldrel: PortfolioAnalytics_2.1.2.zip

PortfolioAnalytics_2.1.2.zip PortfolioAnalytics_2.1.2.zip PortfolioAnalytics_2.1.2.zip

MacOS Binaries

r-release (arm64): PortfolioAnalytics_2.1.2.tgz , r-oldrel (arm64): PortfolioAnalytics_2.1.2.tgz , r-release (x86_64): PortfolioAnalytics_2.1.2.tgz , r-oldrel (x86_64): PortfolioAnalytics_2.1.2.tgz

PortfolioAnalytics_2.1.2.tgz PortfolioAnalytics_2.1.2.tgz PortfolioAnalytics_2.1.2.tgz PortfolioAnalytics_2.1.2.tgz

Old Sources

PortfolioAnalytics archive

Reverse Imports

facmodTS , PCRA

facmodTS PCRA

Page sections 4

Documentation

Heading

Documentation

Links

[{"label":"PortfolioAnalytics.html","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/refman/PortfolioAnalytics.html"},{"label":"PortfolioAnalytics.pdf","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf"},{"label":"CVXR for PortfolioAnalytics","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/cvxrPortfolioAnalytics.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/cvxrPortfolioAnalytics.pdf.asis"},{"label":"Using Robust Covariance Matrix Estimators in PortfolioAnalytics","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/robustCovMatForPA.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/robustCovMatForPA.pdf.asis"},{"label":"Portfolio Optimization with ROI in PortfolioAnalytics","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/ROI_vignette.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/ROI_vignette.Rnw"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/ROI_vignette.R"},{"label":"Custom Moment and Objective Functions","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/custom_moments_objectives.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/custom_moments_objectives.Rnw"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/custom_moments_objectives.R"},{"label":"An Introduction to Portfolio Optimization with PortfolioAnalytics","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/portfolio_vignette.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/portfolio_vignette.R"},{"label":"Portfolio Optimization with CVaR budgets in PortfolioAnalytics","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/risk_budget_optimization.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/risk_budget_optimization.Rnw"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/PortfolioAnalytics/vignettes/risk_budget_optimization.R"}]

Text

Reference manual: PortfolioAnalytics.html , PortfolioAnalytics.pdf Vignettes: CVXR for PortfolioAnalytics ( source ) Using Robust Covariance Matrix Estimators in PortfolioAnalytics ( source ) Portfolio Optimization with ROI in PortfolioAnalytics ( source , R code ) Custom Moment and Objective Functions ( source , R code ) An Introduction to Portfolio Optimization with PortfolioAnalytics ( source , R code ) Portfolio Optimization with CVaR budgets in PortfolioAnalytics ( source , R code )

Downloads

Heading

Downloads

Links

[{"label":"PortfolioAnalytics_2.1.2.tar.gz","section":"","type":"","url":"https://cran.r-project.org/src/contrib/PortfolioAnalytics_2.1.2.tar.gz"},{"label":"PortfolioAnalytics_2.1.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.7/PortfolioAnalytics_2.1.2.zip"},{"label":"PortfolioAnalytics_2.1.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.6/PortfolioAnalytics_2.1.2.zip"},{"label":"PortfolioAnalytics_2.1.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.5/PortfolioAnalytics_2.1.2.zip"},{"label":"PortfolioAnalytics_2.1.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/sonoma-arm64/contrib/4.6/PortfolioAnalytics_2.1.2.tgz"},{"label":"PortfolioAnalytics_2.1.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-arm64/contrib/4.5/PortfolioAnalytics_2.1.2.tgz"},{"label":"PortfolioAnalytics_2.1.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.6/PortfolioAnalytics_2.1.2.tgz"},{"label":"PortfolioAnalytics_2.1.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.5/PortfolioAnalytics_2.1.2.tgz"},{"label":"PortfolioAnalytics archive","section":"","type":"","url":"https://CRAN.R-project.org/src/contrib/Archive/PortfolioAnalytics"}]

Text

Package source: PortfolioAnalytics_2.1.2.tar.gz Windows binaries: r-devel: PortfolioAnalytics_2.1.2.zip , r-release: PortfolioAnalytics_2.1.2.zip , r-oldrel: PortfolioAnalytics_2.1.2.zip macOS binaries: r-release (arm64): PortfolioAnalytics_2.1.2.tgz , r-oldrel (arm64): PortfolioAnalytics_2.1.2.tgz , r-release (x86_64): PortfolioAnalytics_2.1.2.tgz , r-oldrel (x86_64): PortfolioAnalytics_2.1.2.tgz Old sources: PortfolioAnalytics archive

Reverse dependencies

Heading

Reverse dependencies

Links

[{"label":"facmodTS","section":"","type":"","url":"https://cran.r-project.org/web/packages/facmodTS/index.html"},{"label":"PCRA","section":"","type":"","url":"https://cran.r-project.org/web/packages/PCRA/index.html"}]

Text

Reverse imports: facmodTS , PCRA

Linking

Heading

Linking

Links

[{"label":"https://CRAN.R-project.org/package=PortfolioAnalytics","section":"","type":"","url":"https://CRAN.R-project.org/package=PortfolioAnalytics"}]

Text

Please use the canonical form https://CRAN.R-project.org/package=PortfolioAnalytics to link to this page.

Materials 1

README

Documentation 18

PortfolioAnalytics.html PortfolioAnalytics.pdf CVXR for PortfolioAnalytics source Using Robust Covariance Matrix Estimators in PortfolioAnalytics source Portfolio Optimization with ROI in PortfolioAnalytics source R code Custom Moment and Objective Functions source R code An Introduction to Portfolio Optimization with PortfolioAnalytics source R code Portfolio Optimization with CVaR budgets in PortfolioAnalytics source R code

Vignettes 16

Downloads 9

PortfolioAnalytics_2.1.2.tar.gz PortfolioAnalytics_2.1.2.zip PortfolioAnalytics_2.1.2.zip PortfolioAnalytics_2.1.2.zip PortfolioAnalytics_2.1.2.tgz PortfolioAnalytics_2.1.2.tgz PortfolioAnalytics_2.1.2.tgz PortfolioAnalytics_2.1.2.tgz PortfolioAnalytics archive

All page links 64

버전 이력

Repository	Version	Published	First seen	Last seen
CRAN	2.1.1	2026-02-04	2026-05-31	2026-05-31
CRAN	2.1.0	2024-12-04	2026-05-31	2026-05-31
CRAN	2.0.0	2024-07-03	2026-05-31	2026-05-31
CRAN	1.1.0	2018-05-18	2026-05-31	2026-05-31
CRAN	1.0.3636	2015-04-19	2026-05-31	2026-05-31
CRAN	2.1.2		2026-06-01	2026-06-04

보안

표시할 OSV 데이터가 없습니다.

문헌 신호

표시할 OpenAlex 데이터가 없습니다.