Package: CLA
Version: 0.96-2
Date: 2021-12-14
Title: Critical Line Algorithm in Pure R
Author: Yanhao Shi <syhelena@163.com>,
	Martin Maechler <maechler@stat.math.ethz.ch>
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Depends: R (>= 3.6.0)
Imports: stats, grDevices, graphics, utils
Suggests: fGarch, FRAPO, Matrix, sfsmisc
Description: Implements 'Markowitz' Critical Line Algorithm ('CLA') for classical
  mean-variance portfolio optimization, see Markowitz (1952) <doi:10.2307/2975974>.
  Care has been taken for correctness in light of previous buggy implementations.
License: GPL (>= 3) | file LICENSE
Encoding: UTF-8
URL: https://gitlab.math.ethz.ch/maechler/CLA/
NeedsCompilation: no
Packaged: 2021-12-15 10:10:49 UTC; maechler
Repository: CRAN
Date/Publication: 2021-12-16 10:42:03 UTC
Built: R 4.0.5; ; 2022-04-21 03:16:07 UTC; windows
