Man pages for CLA
Critical Line Algorithm in Pure R

CLACritical Line Algorithm for mean-variance optimal portfolio
findMuFind mu(W) and W, given sigma(W) and CLA result
findSigFind sigma(W) and W, given mu(W) and CLA result
MSMeans (Mu) and Standard Deviations (Sigma) of the "Turning...
muSigmaGarchCompute (mu, Sigma) for a Set of Assets via GARCH fit
muS.sp500Return Expectation and Covariance for "FRAPO"s SP500 data
plot.CLAPlotting CLA() results including Efficient Frontier
CLA documentation built on Feb. 6, 2018, 5:03 p.m.