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The functions are designed to find the efficient mean-variance frontier or portfolio weights for static portfolio (called Markowitz portfolio) analysis in resource economics or nature conservation. Using the nonlinear programming solver ('Rsolnp'), this package deals with the quadratic minimization of the variance-covariances without shorting (i.e., non-negative portfolio weights) studied in Ando and Mallory (2012) <doi:10.1073/pnas.1114653109>. See the examples, testing versions, and more details from: <https://github.com/ysd2004/portn>.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.0.0), Rsolnp |
| Published: | 2023-08-14 |
| Author: | Seong Yun [aut, cre] |
| Maintainer: | Seong Yun <seong.yun at msstate.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/ysd2004/portn |
| NeedsCompilation: | no |
| CRAN checks: | portn results |
| Reference manual: | portn.pdf |
| Package source: | portn_1.0.0.tar.gz |
| Windows binaries: | r-devel: portn_1.0.0.zip, r-release: portn_1.0.0.zip, r-oldrel: portn_1.0.0.zip |
| macOS binaries: | r-release (arm64): portn_1.0.0.tgz, r-oldrel (arm64): portn_1.0.0.tgz, r-release (x86_64): portn_1.0.0.tgz, r-oldrel (x86_64): portn_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
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