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-4.7)CLA_0.96-3.zip(r-4.6)CLA_0.96-3.zip(r-4.5)
CLA_0.96-3.tgz(r-4.6-any)CLA_0.96-3.tgz(r-4.5-any)
CLA_0.96-3.tar.gz(r-4.7-any)CLA_0.96-3.tar.gz(r-4.6-any)
CLA_0.96-3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
CLA/json (API)
NEWS
| # Install 'CLA' in R: |
| install.packages('CLA', repos = c('https://mmaechler.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:2d6f7fbc57. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 146 | ||
| source / vignettes | OK | 129 | ||
| linux-release-x86_64 | OK | 138 | ||
| macos-release-arm64 | OK | 140 | ||
| macos-oldrel-arm64 | OK | 108 | ||
| windows-devel | OK | 99 | ||
| windows-release | OK | 90 | ||
| windows-oldrel | OK | 116 | ||
| wasm-release | OK | 92 |
Exports:CLAfindMufindSigMSmuSigmaGarch
Dependencies:
