R (>= 2.14.0), zoo, xts (>= 0.8), foreach,
PerformanceAnalytics (>= 1.1.0)
R (>= 3.3.0), zoo, xts (>= 0.10-1), foreach,
PerformanceAnalytics (>= 1.5.1)
R (>= 4.0.0), zoo, xts (>= 0.10-1), foreach,
PerformanceAnalytics (>= 1.5.1)
methods, GenSA, ROI.plugin.symphony, mco, pso
quantmod, DEoptim(>= 2.2.1), iterators, fGarch, Rglpk,
quadprog, ROI (>= 0.1.0), ROI.plugin.glpk (>= 0.0.2),
ROI.plugin.quadprog (>= 0.0.2), ROI.plugin.symphony (>= 0.0.2),
pso, GenSA, corpcor, testthat, nloptr (>= 1.0.0), MASS,
robustbase
quantmod, DEoptim (>= 2.2.1), iterators, 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
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