Package: PSGExpress
Version: 3.1.1
Title: Portfolio Safeguard: Optimization, Statistics and Risk
        Management
Authors@R: c(person("Stan", "Uryasev", role=c("aut", "cre","cph"), email = "stan.uryasev@aorda.com"), 
             person("Grigoriy", "Zrazhevsky", role = "aut"),
             person("Viktor", "Kuzmenko", role = "aut"),
	 person("Alex", "Zrazhevsky", role = "aut"))
Author: Stan Uryasev [aut, cre, cph],
  Grigoriy Zrazhevsky [aut],
  Viktor Kuzmenko [aut],
  Alex Zrazhevsky [aut]
Maintainer: Stan Uryasev <stan.uryasev@aorda.com>
Description: Solves optimization, advanced statistics, and risk management problems. Popular nonlinear functions in financial, statistical, and logistics applications are pre-coded (e.g., Standard Deviation, Entropy, Expected Shortfall (ES), Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), Probability of Exceedance (POE), Buffered Probability of Exceedance (bPOE), Partial Moment (PM), Drawdown, Mean-Squared Error, see, the list <http://www.aorda.com/html/PSG_Help_HTML/index.html?function.htm> ). 'PSGExpress' is the 'Portfolio Safeguard (PSG)' freeware version with the number of variables in functions less or equal to 10, see <http://www.aorda.com>. 
Depends: R (>= 3.3), Matrix (>= 1.2-14)
License: GPL (>= 2)
URL: http://www.aorda.com
Imports: methods
NeedsCompilation: yes
Packaged: 2019-03-21 10:54:21 UTC; a123
Repository: CRAN
Date/Publication: 2019-03-21 12:23:32 UTC
