Which package has Efficient frontier

Dear Fellow R Finance Users:

I forgot which package has efficient frontier function and ability to
plot it.

I am sure I downloaded it and isntalled... just don't remember the
package name. 
Can someone remind me?

You probably look for 'tseries'.

Hth, Dirk

Three out of two people have difficulties with fractions.

Thanks. I have that loaded.

Actually may be simpler than just a cruve fit as I have
In one vector the returns (mu) and standard deviation(sigma) in the
other.

Any suggestions which package and function to use based on already
having above data?

Thanks,
Neil 

-----Original Message-----
From: Dirk Eddelbuettel [mailto:edd at master.debian.org] On Behalf Of Dirk
Eddelbuettel
Sent: Thursday, September 27, 2007 5:22 PM
To: Gottlieb, Neil
Cc: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Which package has Efficient frontier

On Thu, Sep 27, 2007 at 04:28:10PM -0400, ngottlieb at marinercapital.com
wrote:

Dear Fellow R Finance Users:

I forgot which package has efficient frontier function and ability to 
plot it.

I am sure I downloaded it and isntalled... just don't remember the 
package name.
Can someone remind me?

You probably look for 'tseries'.

Hth, Dirk

--
Three out of two people have difficulties with fractions.
--------------------------------------------------------



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fPortfolio?
http://cran.r-project.org/src/contrib/Descriptions/fPortfolio.html
Thomas