MarkowitzR: Statistical Significance of the Markowitz Portfolio
Version 0.9900.0

A collection of tools for analyzing significance of Markowitz portfolios.

AuthorSteven E. Pav [aut, cre]
Date of publication2016-09-17 07:10:49
MaintainerSteven E. Pav <shabbychef@gmail.com>
LicenseLGPL-3
Version0.9900.0
URL https://github.com/shabbychef/MarkowitzR
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("MarkowitzR")

Getting started

README.md

Popular man pages

itheta_vcov: Compute variance covariance of Inverse 'Unified' Second...
MarkowitzR: statistics concerning the Markowitz portfolio
mp_vcov: Estimate Markowitz Portfolio
NEWS: News for package 'MarkowitzR':
theta_vcov: Compute variance covariance of 'Unified' Second Moment
See all...

All man pages Function index File listing

Man pages

itheta_vcov: Compute variance covariance of Inverse 'Unified' Second...
MarkowitzR: statistics concerning the Markowitz portfolio
mp_vcov: Estimate Markowitz Portfolio
NEWS: News for package 'MarkowitzR':
theta_vcov: Compute variance covariance of 'Unified' Second Moment

Functions

Files

inst
inst/CITATION
inst/extdata
inst/extdata/ff_data.rda
inst/doc
inst/doc/MarkowitzR.pdf
inst/doc/AsymptoticMarkowitz.Rnw
inst/doc/MarkowitzR.Rnw
inst/doc/AsymptoticMarkowitz.pdf
inst/doc/AsymptoticMarkowitz.R
inst/doc/MarkowitzR.R
tests
tests/testthat.R
tests/testthat
tests/testthat/test-basic.r
NAMESPACE
R
R/MarkowitzR.r
R/utils.r
R/portinf.r
R/vcov.r
vignettes
vignettes/MarkowitzR.sty
vignettes/AsymptoticMarkowitz.Rnw
vignettes/MarkowitzR.bib
vignettes/rauto.bib
vignettes/MarkowitzR.Rnw
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/NEWS.Rd
man/mp_vcov.Rd
man/theta_vcov.Rd
man/itheta_vcov.Rd
man/MarkowitzR.Rd
.Rinstignore
MarkowitzR documentation built on May 19, 2017, 10:49 p.m.

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