CLA (0.95-1)

0 users

Critical Line Algorithm in Pure R.

https://gitlab.math.ethz.ch/maechler/CLA/
http://cran.r-project.org/web/packages/CLA

Implements 'Markovitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markovitz (1952) . Care has been taken for correctness in light of previous buggy implementations.

Maintainer: Martin Maechler
Author(s): Yanhao Shi <syhelena@163.com>, Martin Maechler <maechler@stat.math.ethz.ch>

License: GPL (>= 3) | file LICENSE

Uses: Matrix, fGarch, FRAPO

Released 2 months ago.


3 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of CLA yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for CLA on google, google scholar, r-help, r-devel.

Visit CLA on R Graphical Manual.