CLA
0.96-3Critical Line Algorithm in Pure R
Overview
Implements 'Markowitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization, see Markowitz (1952) doi:10.2307/2975974. Care has been taken for correctness in light of previous buggy implementations.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 96%
- Return-value docs
- 100%
- References docs
- 75%
Downloads
Repository
Repository practices
Repository gitlab.math.ethz.ch/maechler/cla is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.96-3Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.96-22021-12-16 · diff ↗
- unarchivedReturned to CRAN2021-12-16
- archivedRemoved from CRAN2021-11-03check problems were not corrected in time
- RR 4.1.0 released · 2021-05-18
- 0.96-12020-09-25 · diff ↗
- 0.96-02020-09-07 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.95-12019-05-11 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.95-02019-03-13 · diff ↗
Show 4 earlier events
- RR 3.5.0 released · 2018-04-23
- 0.90-12018-02-06 · diff ↗
- 0.90-02018-01-15
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2018-01-15
- Total releases
- 8 / 8 yrs
- License
- GPL (>= 3) | file LICENSE OSI
- Minimum R
- ≥ 3.6.0
- Bundled data
- 1.0 MB / 3 files
- Download size
- 1.1 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("CLA")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.