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-4.7-any)MarkowitzR_1.0.2.0002.zip(r-4.6-any)MarkowitzR_1.0.2.0002.zip(r-4.5-any)
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✨
DESCRIPTION
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

On CRAN:

Conda:

5.28 score 6 stars 32 scripts 392 downloads 3 exports 2 dependencies

Last updated from:e566196a44. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK99
source / vignettesOK166
linux-releaseOK101
macos-releaseOK92
macos-oldrelOK86
windows-develOK67
windows-releaseOK72
windows-oldrelOK65
wasm-releaseOK81

Exports:itheta_vcovmp_vcovtheta_vcov

Dependencies:gtoolsmatrixcalc

Using the MarkowitzR Package
Introduction | Example usage
Rendered fromMarkowitzR.Rnwusingknitr::knitr

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

Asymptotic Distribution of the Markowitz Portfolio
Introduction | The augmented second moment | Distribution under Gaussian returns | Extensions | Confirming the scalar Gaussian case
Rendered fromAsymptoticMarkowitz.Rnwusingknitr::knitr

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