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uncorbets
View on CRAN: Click
here
Download and install uncorbets package within the R console
Install from CRAN:
install.packages("uncorbets")
Install from Github:
library("remotes")
install_github("cran/uncorbets")
Install by package version:
library("remotes")
install_version("uncorbets", "0.1.2")
Attach the package and use:
library("uncorbets")
Maintained by
Bernardo Reckziegel
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-07-12
Latest Update: 2021-09-24
Description:
Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.
How to cite:
Bernardo Reckziegel (2021). uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm. R package version 0.1.2, https://cran.r-project.org/web/packages/uncorbets. Accessed 31 Jan. 2025.
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Other R packages that uncorbets depends,
imports, suggests or enhances
Complete documentation for uncorbets
Functions, R codes and Examples using
the uncorbets R package
Some associated functions: effective_bets . is_col_named . is_quadratic . max_effective_bets . sqrtm . torsion .
Some associated R codes: effective_bets.R . max_effective_bets.R . torsion.R . utils.R . Full uncorbets package functions and examples
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