Type: Package
Package: uncorbets
Title: Uncorrelated Bets via Minimum Torsion Algorithm
Version: 0.1.2.9000
Authors@R: 
    c(person(given  = "Bernardo",
             family = "Reckziegel",
             email  = "bernardo_cse@hotmail.com", 
             role   = c("aut", "cre"))
    )
Description: Implements Minimum Torsion for portfolio diversification
        as described in Meucci, Attilio (2013)
        <doi:10.2139/ssrn.2276632>.
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/uncorbets,
        https://reckziegel.github.io/uncorbets/
BugReports: https://github.com/Reckziegel/uncorbets/issues
Imports: assertthat (>= 0.2.1), NlcOptim (>= 0.6), stats
Suggests: spelling, covr, testthat (>= 3.0.10)
Config/testthat/edition: 3
Encoding: UTF-8
RoxygenNote: 7.3.1
Language: en-US
Depends: R (>= 2.10)
Repository: https://reckziegel.r-universe.dev
Date/Publication: 2024-03-05 17:39:17 UTC
RemoteUrl: https://github.com/reckziegel/uncorbets
RemoteRef: HEAD
RemoteSha: e1282710096d56045e631858ba6bf2ed4d24a110
NeedsCompilation: no
Packaged: 2026-07-04 11:08:27 UTC; root
Author: Bernardo Reckziegel [aut, cre]
Maintainer: Bernardo Reckziegel <bernardo_cse@hotmail.com>