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CLA  

Critical Line Algorithm in Pure R
View on CRAN: Click here


Download and install CLA package within the R console
Install from CRAN:
install.packages("CLA")

Install from Github:
library("remotes")
install_github("cran/CLA")

Install by package version:
library("remotes")
install_version("CLA", "0.96-3")



Attach the package and use:
library("CLA")
Maintained by
Martin Maechler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-01-15
Latest Update: 2021-12-16
Description:
Implements 'Markowitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markowitz (1952) . Care has been taken for correctness in light of previous buggy implementations.
How to cite:
Martin Maechler (2018). CLA: Critical Line Algorithm in Pure R. R package version 0.96-3, https://cran.r-project.org/web/packages/CLA. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.90-0 (2018-01-15 19:50), 0.90-1 (2018-02-06 10:52), 0.95-0 (2019-03-13 14:23), 0.95-1 (2019-05-11 17:00), 0.96-0 (2020-09-07 18:10), 0.96-1 (2020-09-25 12:00), 0.96-2 (2021-12-16 11:42)
Other packages that cited CLA R package
View CLA citation profile
Other R packages that CLA depends, imports, suggests or enhances
Complete documentation for CLA
Functions, R codes and Examples using the CLA R package
Some associated functions: CLA . MS . findMu . findSig . muS.10ex . muS.sp500 . muSigmaGarch . plot.CLA . 
Some associated R codes: Auxiliaries.R . CLA.R . Fenv.R . Ver8.R . Ver9.R . findSigMu.R . muSigmaGarch.R .  Full CLA package functions and examples
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