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 Documentation: Reference manual: uncorbets.pdf Downloads: 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 Linking:Please use the canonical form https://CRAN.R-project.org/package=uncorbets to link to this page.
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