Package: portn 1.0.0

Seong D. Yun

portn: Portfolio Analysis for Nature

The functions are designed to find the efficient mean-variance frontier or portfolio weights for static portfolio (called Markowitz portfolio) analysis in resource economics or nature conservation. Using the nonlinear programming solver ('Rsolnp'), this package deals with the quadratic minimization of the variance-covariances without shorting (i.e., non-negative portfolio weights) studied in Ando and Mallory (2012) <doi:10.1073/pnas.1114653109>. See the examples, testing versions, and more details from: <https://github.com/ysd2004/portn>.

Authors:Seong Yun [aut, cre]

portn_1.0.0.tar.gz
portn_1.0.0.zip(r-4.7-any)portn_1.0.0.zip(r-4.6-any)portn_1.0.0.zip(r-4.5-any)
portn_1.0.0.tgz(r-4.6-any)portn_1.0.0.tgz(r-4.5-any)
portn_1.0.0.tar.gz(r-4.7-any)portn_1.0.0.tar.gz(r-4.6-any)
portn_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
portn/json (API)

# Install 'portn' in R:
install.packages('portn', repos = c('https://ysd2004.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/ysd2004/portn/issues

On CRAN:

Conda:

2.70 score 172 downloads 2 exports 12 dependencies

Last updated from:83cf7bc899. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develNOTE146
source / vignettesOK160
linux-releaseNOTE114
macos-releaseNOTE98
macos-oldrelNOTE81
windows-develNOTE66
windows-releaseNOTE62
windows-oldrelNOTE66
wasm-releaseOK98

Exports:plotefstaticmpt

Dependencies:codetoolsdigestfuturefuture.applyglobalslistenvnumDerivparallellyRcppRcppArmadilloRsolnptruncnorm