Type: Package
Package: ffp
Title: Fully Flexible Probabilities for Stress Testing and Portfolio
        Construction
Version: 0.2.2.9000
Authors@R: 
    person(given = "Bernardo",
           family = "Reckziegel",
           role = c("aut", "cre"),
           email = "bernardo_cse@hotmail.com")
Description: Implements numerical entropy-pooling for portfolio
        construction and scenario analysis as described in Meucci,
        Attilio (2008) and Meucci, Attilio (2010)
        <doi:10.2139/ssrn.1696802>.
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/FFP
BugReports: https://github.com/Reckziegel/FFP/issues
Depends: R (>= 2.10)
Imports: assertthat (>= 0.2.1), dplyr (>= 1.0.10), forcats (>= 0.5.2),
        ggdist (>= 3.2.0), ggplot2 (>= 3.3.6), lubridate (>= 1.8.0),
        magrittr (>= 2.0.3), methods, mvtnorm (>= 1.1-3), purrr (>=
        0.3.4), rlang (>= 1.0.6), scales (>= 1.2.1), stringr (>=
        1.4.1), stats, tibble (>= 3.1.8), tidyr (>= 1.2.1), vctrs (>=
        0.4.1), nloptr (>= 2.0.3), crayon, NlcOptim (>= 0.6)
Suggests: copula, covr, ghyp, knitr (>= 1.40), markdown, rmarkdown,
        roxygen2, spelling, testthat (>= 3.1.4), xts (>= 0.12.1)
Config/testthat/edition: 3
Encoding: UTF-8
Language: en-US
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.2.1
VignetteBuilder: knitr
Config/pak/sysreqs: cmake libicu-dev
Repository: https://reckziegel.r-universe.dev
Date/Publication: 2022-09-29 18:22:37 UTC
RemoteUrl: https://github.com/reckziegel/ffp
RemoteRef: HEAD
RemoteSha: da655b211d72304d7bf436a5116fb3b4c40d5a0f
NeedsCompilation: no
Packaged: 2026-06-17 09:48:05 UTC; root
Author: Bernardo Reckziegel [aut, cre]
Maintainer: Bernardo Reckziegel <bernardo_cse@hotmail.com>