Package: HierPortfolios
Type: Package
Title: Hierarchical Clustering-Based Portfolio Allocation Strategies
Version: 0.1.0
Author: Carlos Trucios
Maintainer: Carlos Trucios <ctrucios@gmail.com>
Description: Machine learning portfolio allocation strategies based on hierarchical clustering methods. 
 The implemented methods are:
  Hierarchical risk parity (De Prado, 2016) <DOI: 10.3905/jpm.2016.42.4.059> and
  Hierarchical clustering-based asset allocation (Raffinot, 2017) 
  <DOI: 10.3905/jpm.2018.44.2.089>.
License: GPL-2
Depends: R (>= 3.6.0)
Imports: fastcluster, cluster, RiskPortfolios
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
URL: https://github.com/ctruciosm/HierPortfolios
BugReports: https://github.com/ctruciosm/HierPortfolios/issues
NeedsCompilation: no
Packaged: 2021-11-09 15:37:00 UTC; ctruciosm
Repository: CRAN
Date/Publication: 2021-11-09 19:30:19 UTC
Built: R 4.1.0; ; 2021-11-10 13:11:32 UTC; unix
