CLA
Critical Line Algorithm in Pure R
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.
Downloads
368
Last 30 days
11864th
897
Last 90 days
3.4K
Last year
Trend: +50.2% (30d vs prior 30d)
0
Last 30 days
30
Last 90 days
116
Last year
Trend: -100% (30d vs prior 30d)
3
Last 7 days
20
Last 30 days
1
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 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-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
Code
Structure
Lines of code
1,850
Files
32
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
5
Internal functions
13
Testing & CI
Has tests
Yes
Test-to-code ratio
0.33
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.6.0
System requirements
–
C++ standard
–
License
GPL (>= 3) | file LICENSE
License flags
SPDX valid, not OSI
History
Versions
8
First release
2018-01-15
Latest release
2024-07-29
Avg cadence
400 days
Cold removal rate
–
Dep drift
2
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.