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CLA

Critical Line Algorithm in Pure R

v0.96-3 · Jul 29, 2024 · GPL (>= 3) | file LICENSE
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Description

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.

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CRAN Check Status

14 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Version History

new 0.96-3 Mar 10, 2026
updated 0.96-3 ← 0.96-2 diff Jul 28, 2024
updated 0.96-2 ← 0.96-1 diff Dec 15, 2021
updated 0.96-1 ← 0.96-0 diff Sep 24, 2020
updated 0.96-0 ← 0.95-1 diff Sep 6, 2020
updated 0.95-1 ← 0.95-0 diff May 10, 2019
updated 0.95-0 ← 0.90-1 diff Mar 12, 2019
updated 0.90-1 ← 0.90-0 diff Feb 5, 2018
new 0.90-0 Jan 14, 2018