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fPortfolio

Rmetrics - Portfolio Selection and Optimization

v4023.84 · Apr 25, 2023 · GPL (>= 2)

Description

A collection of functions to optimize portfolios and to analyze them from different points of view.

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3.8K

Last 90 days

24.9K

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Trend: -16.9% (30d vs prior 30d)

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8

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26

Last 90 days

153

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Trend: -55.6% (30d vs prior 30d)

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 15, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 14, 2026
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 10, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 4, 2026
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 2, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 31, 2026
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 24, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 23, 2026
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 21, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 20, 2026
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 13, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 12, 2026
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 30, 2026
NOTE 10 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-project.org>’

Additional repositories with no packages:
  https://r-forge.r-project.org/
NOTE r-oldrel-macos-arm64

package dependencies

Package suggested but not available for checking: ‘bcp’
NOTE r-oldrel-macos-x86_64

package dependencies

Package suggested but not available for checking: ‘bcp’

Reverse Dependencies (2)

depends

imports

Dependency Network

Dependencies Reverse dependencies timeDate timeSeries fBasics fAssets fCopulae robustbase MASS Rglpk slam Rsolnp quadprog kernlab rneos iClick RMOPI fPortfolio

Version History

20 tracked
new 4023.84 Mar 10, 2026
updated 4023.84 ← 3042.83.1 diff Apr 24, 2023
updated 3042.83.1 ← 3042.83 diff Mar 6, 2020
updated 3042.83 ← 3011.81 diff Nov 15, 2017
updated 3011.81 ← 2130.80 diff Oct 29, 2014
updated 2130.80 ← 2110.79 diff Feb 9, 2011
updated 2110.79 ← 2100.78 diff Apr 16, 2010
updated 2100.78 ← 2100.77 diff Sep 27, 2009
updated 2100.77 ← 2100.76 diff Apr 19, 2009
updated 2100.76 ← 290.75 diff Apr 16, 2009
updated 290.75 ← 280.74 diff Apr 15, 2009
updated 280.74 ← 280.73 diff Oct 26, 2008
updated 280.73 ← 260.72 diff Oct 22, 2008
updated 260.72 ← 251.70 diff Oct 7, 2007
updated 251.70 ← 240.10068 diff Jul 9, 2007