CLA
Critical Line Algorithm in Pure R
Implements 'Markowitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markowitz (1952) <doi:10.2307/2975974>. Care has been taken for correctness in light of previous buggy implementations.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.96-3 |
2026-04-09 windows/windows R-4.5 | CLA_0.96-3.zip |
1.1 MiB |