MinvarWeight: Calculate assets weights for minimum variance portfolio given...
In thanhuwe8/quantport: Portfolio Optimization Routines

Compute the minumum variance portfolio given target return based on Quadratic Programming. Short sale constraint could be used. Lower and upper bound could not be implemented by this function

1	MinvarWeight(ret, covmat, target, short = TRUE, freq)

`ret`	a vector stores mean return of assets (N x 1). A vector should store daily, monthly or quarterly return.
`covmat`	a matrix stores covariance matrix of asset returns. A matrix should be scaled by daily, monthly or quarterly return alligned with 'ret' vector.
`short`	a boolean stores TRUE for short sale constraint or FALSE for no constraint
`freq`
`rf`	a scalar store annualized risk free rate