Package: MarkowitzR
Maintainer: Steven E. Pav <shabbychef@gmail.com>
Authors@R: c(person(c("Steven", "E."), "Pav", 
    role=c("aut","cre"),
    email="shabbychef@gmail.com",
    comment = c(ORCID = "0000-0002-4197-6195")))
Version: 1.0.2.0002
Date: 2021-04-01
License: LGPL-3
Title: Statistical Significance of the Markowitz Portfolio
BugReports: https://github.com/shabbychef/MarkowitzR/issues
Description: A collection of tools for analyzing significance of
        Markowitz portfolios, using the delta method on the second
        moment matrix, <arxiv:1312.0557>.
Depends: R (>= 3.0.2)
Imports: matrixcalc, gtools
Suggests: sandwich, SharpeR, testthat, formatR, knitr
URL: https://github.com/shabbychef/MarkowitzR
VignetteBuilder: knitr
Collate: 'MarkowitzR.r' 'portinf.r' 'utils.r' 'vcov.r'
Repository: https://shabbychef.r-universe.dev
Date/Publication: 2021-04-02 04:20:45 UTC
RemoteUrl: https://github.com/shabbychef/MarkowitzR
RemoteRef: HEAD
RemoteSha: e566196a44398212e86880b3a7a19c9e7d92c725
NeedsCompilation: no
Packaged: 2026-06-13 06:50:53 UTC; root
Author: Steven E. Pav [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-4197-6195>)