Package: CLA Version: 0.96-2 Date: 2021-12-14 Title: Critical Line Algorithm in Pure R Author: Yanhao Shi , Martin Maechler Maintainer: Martin Maechler Depends: R (>= 3.6.0) Imports: stats, grDevices, graphics, utils Suggests: fGarch, FRAPO, Matrix, sfsmisc Description: Implements 'Markowitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markowitz (1952) . Care has been taken for correctness in light of previous buggy implementations. License: GPL (>= 3) | file LICENSE Encoding: UTF-8 URL: https://gitlab.math.ethz.ch/maechler/CLA/ NeedsCompilation: no Packaged: 2021-12-15 10:10:49 UTC; maechler Repository: CRAN Date/Publication: 2021-12-16 10:42:03 UTC