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:
portn_1.0.0.tar.gz
portn_1.0.0.zip(r-4.5)portn_1.0.0.zip(r-4.4)portn_1.0.0.zip(r-4.3)
portn_1.0.0.tgz(r-4.4-any)portn_1.0.0.tgz(r-4.3-any)
portn_1.0.0.tar.gz(r-4.5-noble)portn_1.0.0.tar.gz(r-4.4-noble)
portn_1.0.0.tgz(r-4.4-emscripten)portn_1.0.0.tgz(r-4.3-emscripten)
portn.pdf |portn.html✨
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
Last updated 1 years agofrom:83cf7bc899. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 10 2024 |
| R-4.5-win | NOTE | Nov 10 2024 |
| R-4.5-linux | NOTE | Nov 10 2024 |
| R-4.4-win | NOTE | Nov 10 2024 |
| R-4.4-mac | NOTE | Nov 10 2024 |
| R-4.3-win | NOTE | Nov 10 2024 |
| R-4.3-mac | NOTE | Nov 10 2024 |
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Plot the efficient frontier line | plotef |
| Static Portfolio Optimization | staticmpt |