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
MarkowitzR_1.0.2.0002.zip(r-4.7)MarkowitzR_1.0.2.0002.zip(r-4.6)MarkowitzR_1.0.2.0002.zip(r-4.5)
MarkowitzR_1.0.2.0002.tgz(r-4.6-any)MarkowitzR_1.0.2.0002.tgz(r-4.5-any)
MarkowitzR_1.0.2.0002.tar.gz(r-4.7-any)MarkowitzR_1.0.2.0002.tar.gz(r-4.6-any)
MarkowitzR_1.0.2.0002.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:e566196a44. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 127 | ||
| source / vignettes | OK | 143 | ||
| linux-release-x86_64 | OK | 108 | ||
| macos-release-arm64 | OK | 98 | ||
| macos-oldrel-arm64 | OK | 85 | ||
| windows-devel | OK | 84 | ||
| windows-release | OK | 85 | ||
| windows-oldrel | OK | 68 | ||
| wasm-release | OK | 93 |
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 |
