bcrp.optim: Find the best constant rebalanced portfolio
In logopt: Log optimal (universal) portfolios

Optimize a vector of portfolio weights, constant in time, that results in the best terminal wealth.

1	bcrp.optim(x, maxit = 20, clean.up = TRUE, clean.up.eps = 1e-10, fast.only = FALSE)

`x`	Time series of relative prices
`maxit`	Maximum number of iterations, passed to optim
`clean.up`	Typically some portfolio components are zero, but the optimization procedure stops with very small value. If clean.up is true, very small values are forced to zero.
`clean.up.eps`	If clean.up is true, the values less than clean.up.eps are forced to zero.
`fast.only`	Only use the fast but slightly inaccurate version of CRP optimization. The fast algorithm uses a quadratic approximation of the loss function so that quadprod can be used for an algebraic solution.