Critical Line Algorithm in Pure R R package CLA version 0.96-3 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. Software Depends: R (>= 3.6.0) Imports: stats, grDevices, graphics, utils Suggests: fGarch, FRAPO, Matrix, sfsmisc Martin Maechler <maechler@stat.math.ethz.ch> Comprehensive R Archive Network (CRAN) Yanhao Shi [aut], Martin Maechler [aut, cre] (ORCID: <https://orcid.org/0000-0002-8685-9910>) GPL (>= 3) file LICENSE (https://CRAN.R-project.org/package=CLA/LICENSE) 2024-07-29 application/tgz https://CRAN.R-project.org/package=CLA doi:10.32614/CRAN.package.CLA