Package: PCRA
Type: Package
Title: Companion to Portfolio Construction and Risk Analysis
Version: 1.2.1
Date: 2026-03-03
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 provides several real-world data sets for problem assignments and student projects, including cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures from S&P Global, and several S&P 500 data sets.
License: GPL-2
Encoding: UTF-8
Depends: R (>= 4.0.0)
Imports: PerformanceAnalytics, PortfolioAnalytics, boot, methods, xts,
        zoo, lattice, corpcor, data.table, quadprog, RobStatTM,
        robustbase, R.cache
Suggests: R.rsp, MASS, tensr, facmodCS, fit.models, sandwich
LazyData: true
LazyDataCompression: xz
VignetteBuilder: R.rsp
RoxygenNote: 7.3.3
Maintainer: Doug Martin <martinrd3d@gmail.com>
NeedsCompilation: no
Packaged: 2026-03-13 07:28:17 UTC; cocok
Author: Doug Martin [cre, aut],
  Alexios Galanos [ctb],
  Kirk Li [aut, ctb],
  Jon Spinney [ctb],
  Thomas Philips [ctb]
Repository: CRAN
Date/Publication: 2026-03-13 12:50:02 UTC
Built: R 4.5.3; ; 2026-05-11 22:30:13 UTC; windows
