Package: MarkowitzR 1.0.2.0002
MarkowitzR: Statistical Significance of the Markowitz Portfolio
A collection of tools for analyzing significance of Markowitz portfolios, using the delta method on the second moment matrix, <arxiv:1312.0557>.
Authors:
MarkowitzR_1.0.2.0002.tar.gz
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MarkowitzR_1.0.2.0002.tgz(r-4.4-any)MarkowitzR_1.0.2.0002.tgz(r-4.3-any)
MarkowitzR_1.0.2.0002.tar.gz(r-4.5-noble)MarkowitzR_1.0.2.0002.tar.gz(r-4.4-noble)
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MarkowitzR.pdf |MarkowitzR.html✨
MarkowitzR/json (API)
# Install 'MarkowitzR' in R: |
install.packages('MarkowitzR', repos = c('https://shabbychef.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/shabbychef/markowitzr/issues
Last updated 4 years agofrom:e566196a44. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 12 2024 |
R-4.5-win | OK | Nov 12 2024 |
R-4.5-linux | OK | Nov 12 2024 |
R-4.4-win | OK | Nov 12 2024 |
R-4.4-mac | OK | Nov 12 2024 |
R-4.3-win | OK | Nov 12 2024 |
R-4.3-mac | OK | Nov 12 2024 |
Exports:itheta_vcovmp_vcovtheta_vcov
Dependencies:gtoolsmatrixcalc
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Compute variance covariance of Inverse 'Unified' Second Moment | itheta_vcov |
statistics concerning the Markowitz portfolio | MarkowitzR |
News for package 'MarkowitzR': | MarkowitzR-NEWS |
Estimate Markowitz Portfolio | mp_vcov |
Compute variance covariance of 'Unified' Second Moment | theta_vcov |