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]

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portn.pdf |portn.html✨
portn/json (API)

Peer review:

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

On CRAN:

2 exports 0.62 score 2 dependencies 141 downloads

Last updated 1 years agofrom:83cf7bc899. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:plotefstaticmpt

Dependencies:Rsolnptruncnorm