Other packages > Find by keyword >

MarkowitzR  

Statistical Significance of the Markowitz Portfolio
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("MarkowitzR", "1.0.3")



Attach the package and use:
library("MarkowitzR")
Maintained by
Steven E. Pav
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-02-12
Latest Update: 2023-08-21
Description:
A collection of tools for analyzing significance of Markowitz portfolios, using the delta method on the second moment matrix, .
How to cite:
Steven E. Pav (2014). MarkowitzR: Statistical Significance of the Markowitz Portfolio. R package version 1.0.3, https://cran.r-project.org/web/packages/MarkowitzR. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1402 (2014-02-12 07:19), 0.1502 (2015-01-28 20:27), 0.9900.0 (2016-09-17 07:10), 1.0.1 (2018-05-26 07:18), 1.0.2 (2020-01-08 13:40)
Other packages that cited MarkowitzR R package
View MarkowitzR citation profile
Other R packages that MarkowitzR depends, imports, suggests or enhances
Complete documentation for MarkowitzR
Functions, R codes and Examples using the MarkowitzR R package
Some associated functions: MarkowitzR . NEWS . itheta_vcov . mp_vcov . theta_vcov . 
Some associated R codes: Full MarkowitzR package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency  
tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
Rfast2  
A Collection of Efficient and Extremely Fast R Functions II
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  
LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)
dmlalg  
Double Machine Learning Algorithms
Implementation of double machine learning (DML) algorithms in R, based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA