Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.
| Version: | 0.1.2 |
| Depends: | R (≥ 2.10) |
| Imports: | assertthat (≥ 0.2.1), NlcOptim (≥ 0.6), stats |
| Suggests: | spelling, covr, testthat (≥ 3.0.10) |
| Published: | 2024-02-20 |
| DOI: | 10.32614/CRAN.package.uncorbets |
| Author: | Bernardo Reckziegel [aut, cre] |
| Maintainer: | Bernardo Reckziegel <bernardo_cse at hotmail.com> |
| BugReports: | https://github.com/Reckziegel/uncorbets/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/Reckziegel/uncorbets, https://reckziegel.github.io/uncorbets/ |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README NEWS |
| CRAN checks: | uncorbets results |
| Reference manual: | uncorbets.pdf |
| Package source: | uncorbets_0.1.2.tar.gz |
| Windows binaries: | r-devel: uncorbets_0.1.2.zip, r-release: uncorbets_0.1.2.zip, r-oldrel: uncorbets_0.1.2.zip |
| macOS binaries: | r-release (arm64): uncorbets_0.1.2.tgz, r-oldrel (arm64): uncorbets_0.1.2.tgz, r-release (x86_64): uncorbets_0.1.2.tgz, r-oldrel (x86_64): uncorbets_0.1.2.tgz |
| Old sources: | uncorbets archive |
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