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:
uncorbets_0.1.2.9000.tar.gz
uncorbets_0.1.2.9000.zip(r-4.5)uncorbets_0.1.2.9000.zip(r-4.4)uncorbets_0.1.2.9000.zip(r-4.3)
uncorbets_0.1.2.9000.tgz(r-4.4-any)uncorbets_0.1.2.9000.tgz(r-4.3-any)
uncorbets_0.1.2.9000.tar.gz(r-4.5-noble)uncorbets_0.1.2.9000.tar.gz(r-4.4-noble)
uncorbets_0.1.2.9000.tgz(r-4.4-emscripten)uncorbets_0.1.2.9000.tgz(r-4.3-emscripten)
uncorbets.pdf |uncorbets.html✨
uncorbets/json (API)
NEWS
| # 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
Last updated 9 months agofrom:e128271009. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-win | OK | Oct 31 2024 |
| R-4.5-linux | OK | Oct 31 2024 |
| R-4.4-win | OK | Oct 31 2024 |
| R-4.4-mac | OK | Oct 31 2024 |
| R-4.3-win | OK | Oct 31 2024 |
| R-4.3-mac | OK | Oct 31 2024 |
Exports:effective_betsmax_effective_betstorsion
Dependencies:assertthatMASSNlcOptimquadprog
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Effective Number of Bets | effective_bets |
| Risk-Diversification powered by the Minimum Torsion Algorithm | max_effective_bets |
| Computes the Minimum Torsion Matrix | torsion |
