Package: rrv
Title: Random Return Variables
Version: 0.2.0
Date: 2010-11-08
Author: Charlotte Maia
Maintainer: Charlotte Maia <maiagx@gmail.com>
Description: A package for modelling portfolio returns as random
        variables, partly based on the work of Markowitz (1952, 1959),
        with an emphasis on: modelling portfolios as functions of
        weight; modelling returns with empirical cumulative
        distribution functions; and considering quantile returns. This
        package is incomplete, experimental and poorly tested.
Depends: ofp (>= 0.5.0), mecdf
License: GPL (>= 2)
Packaged: 2010-11-08 04:22:00 UTC; maia
Repository: CRAN
Date/Publication: 2010-11-08 07:33:24
