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: 2024-07-29 14:20:32 UTC; maechler
Author: Yanhao Shi [aut],
  Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>)
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Repository: CRAN
Date/Publication: 2024-07-29 15:50:09 UTC
Built: R 4.5.0; ; 2025-01-26 02:59:14 UTC; unix
