Other packages > Find by keyword >

markowitz  

Markowitz Criterion
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("markowitz", "0.1.0")



Attach the package and use:
library("markowitz")
Maintained by
Luana Oliveira
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-09-25
Latest Update: 2024-09-25
Description:
The Markowitz criterion is a multicriteria decision-making method that stands out in risk and uncertainty analysis in contexts where probabilities are known. This approach represents an evolution of Pascal's criterion by incorporating the dimension of variability. In this framework, the expected value reflects the anticipated return, while the standard deviation serves as a measure of risk. The 'markowitz' package provides a practical and accessible tool for implementing this method, enabling researchers and professionals to perform analyses without complex calculations. Thus, the package facilitates the application of the Markowitz criterion. More details on the method can be found in Octave Jokung-Nguéna (2001, ISBN 2100055372).
How to cite:
Luana Oliveira (2024). markowitz: Markowitz Criterion. R package version 0.1.0, https://cran.r-project.org/web/packages/markowitz. Accessed 29 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited markowitz R package
View markowitz citation profile
Other R packages that markowitz depends, imports, suggests or enhances
Complete documentation for markowitz
Functions, R codes and Examples using the markowitz R package
Full markowitz package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

rebus.datetimes  
Date and Time Extensions for the 'rebus' Package
Build regular expressions piece by piece using human readable code. This package contains date and ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
rbacon  
Age-Depth Modelling using Bayesian Statistics
An approach to age-depth modelling that uses Bayesian statistics to reconstruct accumulation histori ...
Download / Learn more Package Citations See dependency  
DMwR2  
Functions and Data for the Second Edition of "Data Mining with R"
Functions and data accompanying the second edition of the book "Data Mining with R, learning with c ...
Download / Learn more Package Citations See dependency  
WaveletSVR  
Wavelet-SVR Hybrid Model for Time Series Forecasting
The main aim of this package is to combine the advantage of wavelet and support vector machine model ...
Download / Learn more Package Citations See dependency  
RadData  
Nuclear Decay Data for Dosimetric Calculations - ICRP 107
Nuclear Decay Data for Dosimetric Calculations from the International Commission on Radiological Pr ...
Download / Learn more Package Citations See dependency  

27,987

R Packages

239,283

Dependencies

74,234

Author Associations

27,988

Publication Badges

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