portn: Portfolio Analysis for Nature

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>.

Version: 1.0.0
Depends: R (≥ 4.0.0), Rsolnp
Published: 2023-08-14
Author: Seong Yun [aut, cre]
Maintainer: Seong Yun <seong.yun at msstate.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/ysd2004/portn
NeedsCompilation: no
CRAN checks: portn results


Reference manual: portn.pdf


Package source: portn_1.0.0.tar.gz
Windows binaries: r-devel: portn_1.0.0.zip, r-release: portn_1.0.0.zip, r-oldrel: portn_1.0.0.zip
macOS binaries: r-release (arm64): portn_1.0.0.tgz, r-oldrel (arm64): portn_1.0.0.tgz, r-release (x86_64): portn_1.0.0.tgz, r-oldrel (x86_64): portn_1.0.0.tgz


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