Skip to content

CLA

0.96-3

Critical Line Algorithm in Pure R

0packages depend
3.3Kdownloads / year
77.7%test coverage
13/13checks pass

Overview

About
Maintained by Martin MaechlerFirst published 2018-01-158 releasesCRAN page ↗

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

CRAN checks
13OK
Slowest check: 2.6 min · r-devel-windows-x86_64
Code health
Yes
Tests · ratio 0.32
77.7%
Coverage · measured lines
100%
Documentation · exports
4
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 46 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
96%
Return-value docs
100%
References docs
75%

Downloads

3.3K
CRAN downloads in the past year
Rank #12,635 · ~9/day · ~273/mo
Daily download trend is not available in this view yet.
18330 days
79590 days
3.3K1 year
Compare downloads with other packages →
Also on120 r2u21 autocran

Repository

Repository practices

Upstream repositoryBeta

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.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.6.0
Imports (4)
statsgrDevicesgraphicsutils
LinkingTo (0)
none
Suggests (4)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Package Timeline

8 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 0.96-3Latest
    2024-07-29 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 0.96-2
    2021-12-16 · diff ↗
  • unarchivedReturned to CRAN
    2021-12-16
  • archivedRemoved from CRAN
    2021-11-03
    check problems were not corrected in time
  • R
    R 4.1.0 released · 2021-05-18
  • 0.96-1
    2020-09-25 · diff ↗
  • 0.96-0
    2020-09-07 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 0.95-1
    2019-05-11 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 0.95-0
    2019-03-13 · diff ↗
Show 4 earlier events
  • R
    R 3.5.0 released · 2018-04-23
  • 0.90-1
    2018-02-06 · diff ↗
  • 0.90-0
    2018-01-15
  • R
    R 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")
Maechler, M., & Shi, Y. (2024). CLA: Critical Line Algorithm in Pure R (Version 0.96-3) [Computer software]. https://doi.org/10.32614/CRAN.package.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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for CLA version 0.96-3 [Data set]. HJJB, LLC. Data release v2026-08-17. https://doi.org/10.5281/zenodo.21843040

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.

Report a problem with this page →

Privacy choices

These apply to this browser and are stored on this device only. Nothing about your choice is sent to us.

Read the privacy policy