markowitzcalc: Markowitz Criterion

In markowitz: Markowitz Criterion

Markowitz Criterion

Description

Implementation of An Markowitz Criterion More information about the method at https://doi.org/10.9771/1516-9022rene.v5i2.6769 More information about the implementation at https://github.com/luana1909/Markowtiz/blob/main/DESCRIPTION

Arguments

criterios	A dataframe with the values of the criteria for each alternative
lambda_selec	A number defining the degree of risk appetite

Value

dataframe with all comparations between alternatives

Examples

criterios <- data.frame(criterio = c('a1', 'a2', 'a3'),
                        peso = c(0.25, 0.5, 0.25))
alternativas <- data.frame(alternativas = c('outdoor', 'televisao', 'jornal'),
                           a1 = c(12, 36, -3),
                           a2 = c(-6, 12, 60),
                           a3 = c(24, 48, 30))
result <- markowitzcalc(criterios, alternativas)

markowitz documentation built on Sept. 30, 2024, 9:16 a.m.