Portfolio Analysis for Nature
Overview
The functions are designed to find the efficient mean-variance frontier or portfolio weights for static portfolio (called Markowitz portfolio) analysis in resource economics or nature conservation. Using the nonlinear programming solver ('Rsolnp'), this package deals with the quadratic minimization of the variance-covariances without shorting (i.e., non-negative portfolio weights) studied in Ando and Mallory (2012) doi:10.1073/pnas.1114653109. See the examples, testing versions, and more details from: https://github.com/ysd2004/portn.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 2
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Repository
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/ysd2004/portn on 2026-10-22.
Dependencies
Installing portn adds 11 packages (6 with compiled code, 4.2 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, future 477 KB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.0.0Latest2023-08-14 · current release
- RR 4.3.0 released · 2023-04-21
Package metadata
- First published
- 2023-08-14
- Total releases
- 1 / 3 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 4.0.0
- Download size
- 3.4 KB
Cite
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Run in R for the authors' preferred citation:
citation("portn")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
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