DESCRIPTION

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