Package: CLA
Version: 0.96-3
Date: 2024-07-29
Title: Critical Line Algorithm in Pure R
Authors@R: c(person("Yanhao", "Shi", role = "aut", email = "syhelena@163.com"),
             person("Martin", "Maechler", role = c("aut", "cre"),
                    email = "maechler@stat.math.ethz.ch", comment = c(ORCID = "0000-0002-8685-9910")))
Depends: R (>= 3.6.0)
Imports: stats, grDevices, graphics, utils
Suggests: fGarch, FRAPO, Matrix, sfsmisc
Description: 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.
License: GPL (>= 3) | file LICENSE
Encoding: UTF-8
URL: https://gitlab.math.ethz.ch/maechler/CLA/
NeedsCompilation: no
Packaged: 2026-06-05 09:57:22 UTC; root
Author: Yanhao Shi [aut], Martin Maechler [aut, cre]
        (<https://orcid.org/0000-0002-8685-9910>)
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Repository: https://mmaechler.r-universe.dev
Date/Publication: 2024-07-30 02:45:00 UTC
RemoteUrl: https://github.com/cran/CLA
RemoteRef: HEAD
RemoteSha: 2d6f7fbc571427e008aac28afc0be70643586b9a