Commit 91686299 authored by Martin Maechler's avatar Martin Maechler

import adjustcolor(); update TODO

parent 5b55383e
......@@ -6,7 +6,7 @@ Author: Yanhao Shi <syhelena@163.com>,
Martin Maechler <maechler@stat.math.ethz.ch>
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Depends: R (>= 3.2.0)
Imports: stats, graphics
Imports: stats, grDevices, graphics
Suggests: fGarch, FRAPO, Matrix
Description: Implements 'Markovitz' Critical Line Algorithm ('CLA') for
classical mean-variance portfolio optimization. Care has been taken for
......
......@@ -4,6 +4,8 @@
importFrom("stats",
cor, predict, uniroot)
importFrom("grDevices", adjustcolor)
importFrom("graphics", plot)# including the plot.default() method
## not yet on CRAN : importFrom("sfsmisc", funEnv)
......
##-*- org -*--> Emacs .. [Tab] key + [Org] menu; C-c C-o to follow links
* Before release of package
** DONE CLA() should return a (S3) class, "CLA"
*** TODO --> print() and plot() (S3) methods
**** plot(): plot efficient frontier
** check arguments e.g., lB <= uB, sum upper Bounds >= 1
** TODO References -->
*** 1) Master thesis: I'd like the thesis to be on our web page
*** 2) References from the thesis, including the "buried" python-paper with *WRONG* algo
** DONE CLA() should return a (S3) class, "CLA" w/ print() and plot() methods
* With more time, also, e.g., for a short R Journal paper
** SparseMatrix plot of the weights
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