Loading DESCRIPTION +2 −3 Original line number Diff line number Diff line Package: CLA Version: 0.90-0 Date: 2017-08-24 Date: 2017-09-25 Title: Critical Line Algorithm in Pure R Author: Yanhao Shi <syhelena@163.com>, Martin Maechler <maechler@stat.math.ethz.ch> Maintainer: Martin Maechler <maechler@stat.math.ethz.ch> MaintainerNote: or Yanhao Shi ___TO BE DECIDED___ Depends: R (>= 3.2.0) Imports: stats, graphics Suggests: fGarch, FRAPO, Matrix Description: Implements Markovitz' Critical Line Algorithm (CLA) for Description: Implements 'Markovitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization. Care has been taken for correctness in light of previous buggy implementations. License: GPL (>= 3) | file LICENSE Loading Loading
DESCRIPTION +2 −3 Original line number Diff line number Diff line Package: CLA Version: 0.90-0 Date: 2017-08-24 Date: 2017-09-25 Title: Critical Line Algorithm in Pure R Author: Yanhao Shi <syhelena@163.com>, Martin Maechler <maechler@stat.math.ethz.ch> Maintainer: Martin Maechler <maechler@stat.math.ethz.ch> MaintainerNote: or Yanhao Shi ___TO BE DECIDED___ Depends: R (>= 3.2.0) Imports: stats, graphics Suggests: fGarch, FRAPO, Matrix Description: Implements Markovitz' Critical Line Algorithm (CLA) for Description: Implements 'Markovitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization. Care has been taken for correctness in light of previous buggy implementations. License: GPL (>= 3) | file LICENSE Loading
