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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.

Version: 0.96-3
Depends: R (≥ 3.6.0)
Imports: stats, grDevices, graphics, utils
Suggests: fGarch, FRAPO, Matrix, sfsmisc
Published: 2024-07-29
DOI: 10.32614/CRAN.package.CLA
Author: Yanhao Shi [aut], Martin Maechler ORCID iD [aut, cre]
Maintainer: Martin Maechler <maechler at stat.math.ethz.ch>
License: GPL (≥ 3) | file LICENSE
URL: https://gitlab.math.ethz.ch/maechler/CLA/
NeedsCompilation: no
Materials: README NEWS
CRAN checks: CLA results

Documentation:

Reference manual: CLA.pdf

Downloads:

Package source: CLA_0.96-3.tar.gz
Windows binaries: r-devel: CLA_0.96-3.zip, r-release: CLA_0.96-3.zip, r-oldrel: CLA_0.96-3.zip
macOS binaries: r-release (arm64): CLA_0.96-3.tgz, r-oldrel (arm64): CLA_0.96-3.tgz, r-release (x86_64): CLA_0.96-3.tgz, r-oldrel (x86_64): CLA_0.96-3.tgz
Old sources: CLA archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CLA to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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