Package: uncorbets 0.1.2.9000

uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm

Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.

Authors:Bernardo Reckziegel [aut, cre]

uncorbets_0.1.2.9000.tar.gz
uncorbets_0.1.2.9000.zip(r-4.7-any)uncorbets_0.1.2.9000.zip(r-4.6-any)uncorbets_0.1.2.9000.zip(r-4.5-any)
uncorbets_0.1.2.9000.tgz(r-4.6-any)uncorbets_0.1.2.9000.tgz(r-4.5-any)
uncorbets_0.1.2.9000.tar.gz(r-4.7-any)uncorbets_0.1.2.9000.tar.gz(r-4.6-any)
uncorbets_0.1.2.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
uncorbets/json (API)

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

Bug tracker:https://github.com/reckziegel/uncorbets/issues

Pkgdown/docs site:https://reckziegel.github.io

On CRAN:

Conda:

3.60 score 8 stars 5 scripts 258 downloads 3 exports 4 dependencies

Last updated from:e128271009. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK127
source / vignettesOK157
linux-releaseOK131
macos-releaseOK131
macos-oldrelOK180
windows-develOK65
windows-releaseOK63
windows-oldrelOK51
wasm-releaseOK106

Exports:effective_betsmax_effective_betstorsion

Dependencies:assertthatMASSNlcOptimquadprog