{ "_id": "6a104997acfb0bcc41c9f808", "Package": "highOrderPortfolios", "Title": "Design of High-Order Portfolios Including Skewness and Kurtosis", "Version": "0.1.1", "Date": "2022-10-20", "Description": "The classical Markowitz's mean-variance portfolio\nformulation ignores heavy tails and skewness. High-order\nportfolios use higher order moments to better characterize the\nreturn distribution. Different formulations and fast algorithms\nare proposed for high-order portfolios based on the mean,\nvariance, skewness, and kurtosis. The package is based on the\npapers: R. Zhou and D. P. Palomar (2021). \"Solving High-Order\nPortfolios via Successive Convex Approximation Algorithms.\"\n. X. Wang, R. Zhou, J. Ying, and D. P.\nPalomar (2022). \"Efficient and Scalable High-Order Portfolios\nDesign via Parametric Skew-t Distribution.\" .", "Authors@R": "c(\nperson(c(\"Daniel\", \"P.\"), \"Palomar\", role = c(\"cre\", \"aut\"), email = \"daniel.p.palomar@gmail.com\"),\nperson(\"Rui\", \"Zhou\", role = \"aut\", email = \"rzhouae@connect.ust.hk\"),\nperson(\"Xiwen\", \"Wang\", role = \"aut\", email = \"xwangew@connect.ust.hk\")\n)", "Maintainer": "Daniel P. Palomar ", "URL": "https://github.com/dppalomar/highOrderPortfolios,\nhttps://www.danielppalomar.com", "BugReports": "https://github.com/dppalomar/highOrderPortfolios/issues", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.2.1", "VignetteBuilder": "knitr, rmarkdown, R.rsp", "Config/testthat/edition": "3", "Config/pak/sysreqs": "cmake make", "Repository": "https://dppalomar.r-universe.dev", "Date/Publication": "2022-11-29 01:03:39 UTC", "RemoteUrl": "https://github.com/dppalomar/highorderportfolios", "RemoteRef": "HEAD", "RemoteSha": "f3517955fa42969440bc4dd94d599dbd2373aa32", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-10 08:40:05 UTC", "User": "root" }, "Author": "Daniel P. Palomar [cre, aut],\nRui Zhou [aut],\nXiwen Wang [aut]", "MD5sum": "d8d679a6d7035838530e4da6460edbde", "_user": "dppalomar", "_type": "src", "_file": "highOrderPortfolios_0.1.1.tar.gz", "_fileid": "35986cb18fdeed1bace27ab2d4feb836b14378a1a861c124480581874c7b1eb6", "_filesize": 1550772, "_sha256": "35986cb18fdeed1bace27ab2d4feb836b14378a1a861c124480581874c7b1eb6", "_created": "2026-05-10T08:40:05.000Z", "_published": "2026-05-22T12:18:31.614Z", "_distro": "noble", "_jobs": [ { "job": 77377695326, "time": 162, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "6902389861" }, { "job": 77377695088, "time": 207, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6902394904" }, { "job": 77377695268, "time": 176, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6902391434" }, { "job": 77377695199, "time": 210, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6902395936" }, { "job": 77377695225, "time": 269, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "6902479267" }, { "job": 77377695028, "time": 308, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "6902472856" }, { "job": 77377695062, "time": 167, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6902485076" }, { "job": 77377694667, "time": 331, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6902485004" }, { "job": 77377694600, "time": 200, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6902372038" }, { "job": 77377694427, "time": 157, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7160282002" }, { "job": 77377694805, "time": 175, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "6902391261" }, { "job": 77377694816, "time": 145, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "6902388081" }, { "job": 77377695153, "time": 189, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "6902392949" } ], "_buildurl": "https://github.com/r-universe/dppalomar/actions/runs/25624207037", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/dppalomar/highorderportfolios", "_commit": { "id": "f3517955fa42969440bc4dd94d599dbd2373aa32", "author": "dppalomar ", "committer": "dppalomar ", "message": "Wrong package name!\n", "time": 1669683819 }, "_maintainer": { "name": "Daniel P. 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