Type: Package
Package: ffp
Title: Fully Flexible Probabilities for Stress Testing and Portfolio
        Construction
Version: 0.2.0
Authors@R: 
    person(given = "Bernardo",
           family = "Reckziegel",
           role = c("aut", "cre", "cph"),
           email = "bernardo_cse@hotmail.com")
Description: Implements numerical entropy-pooling for scenario analysis as
    described in 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 (>= 1.0.8), forcats (>= 0.5.1),
        ggdist (>= 3.1.0), ggplot2 (>= 3.3.5), lubridate (>= 1.8.0),
        magrittr (>= 2.0.2), methods, mvtnorm (>= 1.1-3), purrr (>=
        0.3.4), rlang (>= 1.0.1), scales (>= 1.1.1), stringr (>=
        1.4.0), stats, tibble (>= 3.1.6), tidyr (>= 1.2.0), vctrs (>=
        0.3.8), nloptr (>= 2.0.0), crayon, NlcOptim (>= 0.6)
Suggests: covr, knitr (>= 1.37), markdown, roxygen2, spelling, testthat
        (>= 3.1.2), xts (>= 0.12.1)
Config/testthat/edition: 3
Encoding: UTF-8
Language: en-US
LazyData: true
RoxygenNote: 7.1.2
NeedsCompilation: no
Packaged: 2022-02-17 18:59:31 UTC; bernardoreckziegel
Author: Bernardo Reckziegel [aut, cre, cph]
Maintainer: Bernardo Reckziegel <bernardo_cse@hotmail.com>
Repository: CRAN
Date/Publication: 2022-02-17 19:22:03 UTC
