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
Config/pak/sysreqs: cmake coinor-symphony coinor-libsymphony-dev
        libfontconfig1-dev libfreetype6-dev libfribidi-dev git make
        libharfbuzz-dev libgit2-dev libicu-dev libjpeg-dev libpng-dev
        libtiff-dev libuv1-dev libwebp-dev libxml2-dev libssl-dev
        libx11-dev zlib1g-dev
Repository: https://robustport.r-universe.dev
Date/Publication: 2026-07-15 03:28:38 UTC
RemoteUrl: https://github.com/robustport/pcra
RemoteRef: HEAD
RemoteSha: dea6a6f59f1af989b38157c8bb0e6e11c2081770
NeedsCompilation: no
Packaged: 2026-07-16 09:49:10 UTC; root
Author: Doug Martin [cre, aut],
  Alexios Galanos [ctb],
  Kirk Li [aut, ctb],
  Jon Spinney [ctb],
  Thomas Philips [ctb]
Maintainer: Doug Martin <martinrd3d@gmail.com>