Package: PCRA
Type: Package
Title: Companion to Portfolio Construction and Risk Analysis
Version: 1.3.1
Date: 2026-07-05
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, corpcor,
        data.table, lattice, methods, MASS, quadprog, RobStatTM,
        robustbase, R.cache, xts, zoo, devtools
Suggests: R.rsp, CVXR, dplyr, ellipse, facmodCS, fit.models, foreach,
        ggplot2, hitandrun, lubridate, Matrix, reshape2, RPEIF, RPESE,
        sandwich, tensr
LazyLoad: true
LazyData: true
LazyDataCompression: xz
Copyright: (c) 2022-2024
VignetteBuilder: R.rsp
Config/roxygen2/version: 8.0.0
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-07-15 04:20:46 UTC; cocok
Author: Doug Martin [cre, aut],
  Alexios Galanos [ctb],
  Kirk Li [aut, ctb],
  Jon Spinney [ctb],
  Thomas Philips [ctb]
Maintainer: Doug Martin <martinrd3d@gmail.com>
Repository: CRAN
Date/Publication: 2026-07-15 07:20:09 UTC
Built: R 4.5.2; ; 2026-07-15 11:12:52 UTC; unix
