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:Steven E. Pav [aut, cre]

MarkowitzR_1.0.2.0002.tar.gz
MarkowitzR_1.0.2.0002.zip(r-4.5)MarkowitzR_1.0.2.0002.zip(r-4.4)MarkowitzR_1.0.2.0002.zip(r-4.3)
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)
MarkowitzR_1.0.2.0002.tgz(r-4.4-emscripten)MarkowitzR_1.0.2.0002.tgz(r-4.3-emscripten)
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'))

Peer review:

Bug tracker:https://github.com/shabbychef/markowitzr/issues

On CRAN:

4.88 score 5 stars 15 scripts 293 downloads 3 exports 2 dependencies

Last updated 4 years agofrom:e566196a44. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-winOKNov 12 2024
R-4.5-linuxOKNov 12 2024
R-4.4-winOKNov 12 2024
R-4.4-macOKNov 12 2024
R-4.3-winOKNov 12 2024
R-4.3-macOKNov 12 2024

Exports:itheta_vcovmp_vcovtheta_vcov

Dependencies:gtoolsmatrixcalc

Asymptotic Distribution of the Markowitz Portfolio

Rendered fromAsymptoticMarkowitz.Rnwusingknitr::knitron Nov 12 2024.

Last update: 2014-02-09
Started: 2014-02-01

Using the MarkowitzR Package

Rendered fromMarkowitzR.Rnwusingknitr::knitron Nov 12 2024.

Last update: 2016-09-17
Started: 2014-02-01