CLA: Critical Line Algorithm in Pure R

Implements 'Markovitz' Critical Line Algorithm ('CLA') for classical mean-variance portfolio optimization. Care has been taken for correctness in light of previous buggy implementations.

Version: 0.90-1
Depends: R (≥ 3.2.0)
Imports: stats, grDevices, graphics
Suggests: fGarch, FRAPO, Matrix
Published: 2018-02-06
Author: Yanhao Shi, Martin Maechler
Maintainer: Martin Maechler <maechler at>
License: GPL (≥ 3) | file LICENSE
NeedsCompilation: no
Materials: README
CRAN checks: CLA results


Reference manual: CLA.pdf
Package source: CLA_0.90-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: CLA_0.90-1.tgz, r-oldrel: CLA_0.90-1.tgz
Old sources: CLA archive


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