Package: CLA 0.96-3
CLA: Critical Line Algorithm in Pure R
Implements 'Markowitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markowitz (1952) <doi:10.2307/2975974>. Care has been taken for correctness in light of previous buggy implementations.
Authors:
CLA_0.96-3.tar.gz
CLA_0.96-3.zip(r-4.5)CLA_0.96-3.zip(r-4.4)CLA_0.96-3.zip(r-4.3)
CLA_0.96-3.tgz(r-4.4-any)CLA_0.96-3.tgz(r-4.3-any)
CLA_0.96-3.tar.gz(r-4.5-noble)CLA_0.96-3.tar.gz(r-4.4-noble)
CLA_0.96-3.tgz(r-4.4-emscripten)CLA_0.96-3.tgz(r-4.3-emscripten)
CLA.pdf |CLA.html✨
CLA/json (API)
NEWS
| # Install 'CLA' in R: |
| install.packages('CLA', repos = c('https://mmaechler.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 months agofrom:2d6f7fbc57. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 29 2024 |
| R-4.5-win | OK | Aug 29 2024 |
| R-4.5-linux | OK | Aug 29 2024 |
| R-4.4-win | OK | Aug 29 2024 |
| R-4.4-mac | OK | Aug 29 2024 |
| R-4.3-win | OK | Aug 29 2024 |
| R-4.3-mac | OK | Aug 29 2024 |
Exports:CLAfindMufindSigMSmuSigmaGarch
Dependencies:
