Package: WeightCraft 1.0.0

WeightCraft: Portfolio Choice: Estimation, Construction, and Evaluation

Providing quantitative tools for input estimation, portfolio construction, and performance evaluation.

Authors:Pavlos Pantatosakis [aut, cre], Georgios Skoulakis [aut]

WeightCraft_1.0.0.tar.gz
WeightCraft_1.0.0.zip(r-4.7)WeightCraft_1.0.0.zip(r-4.6)WeightCraft_1.0.0.zip(r-4.5)
WeightCraft_1.0.0.tgz(r-4.6-any)WeightCraft_1.0.0.tgz(r-4.5-any)
WeightCraft_1.0.0.tar.gz(r-4.7-any)WeightCraft_1.0.0.tar.gz(r-4.6-any)
WeightCraft_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
WeightCraft/json (API)

# Install 'WeightCraft' in R:
install.packages('WeightCraft', repos = c('https://vlospa99.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 441 downloads 4 exports 1 dependencies

Last updated from:f44e88bf75. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK100
source / vignettesOK166
linux-release-x86_64OK95
macos-release-arm64OK70
macos-oldrel-arm64OK91
windows-develOK63
windows-releaseOK60
windows-oldrelOK66
wasm-releaseOK85

Exports:EWMAPerformanceMeasuressolve_cwlssolve_mean_variance

Dependencies:quadprog