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 21 Aug. 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

potential  
Implementation of the Potential Model
Provides functions to compute the potential model as defined by Stewart (1941) ...
Download / Learn more Package Citations See dependency  
artfima  
ARTFIMA Model Estimation
Fit and simulate ARTFIMA. Theoretical autocovariance function and spectral density function for stat ...
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  
preputils  
Utilities for Preparation of Data Analysis
Miscellaneous small utilities are provided to mitigate issues with messy, inconsistent or high dimen ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,034

Author Associations

28,333

Publication Badges

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