PortfolioOptim
Small/Large Sample Portfolio Optimization
v1.1.1
·
Feb 7, 2019
·
GNU General Public License version 3
Description
Two functions for financial portfolio optimization by linear programming are provided. One function implements Benders decomposition algorithm and can be used for very large data sets. The other, applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance to a given benchmark portfolio.
Downloads
205
Last 30 days
16179th
205
Last 90 days
205
Last year
CRAN Check Status
3
NOTE
11
OK
Show all 14 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-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| 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 details (14 non-OK)
OK
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-macos-arm64
*
OK
r-devel-windows-x86_64
*
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
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
*
Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
Dependency Network
Version History
new
1.1.1
Mar 9, 2026