Type: Package
Package: uncorbets
Title: Uncorrelated Bets via Minimum Torsion Algorithm
Version: 0.1.2
Authors@R: 
    c(person(given  = "Bernardo",
             family = "Reckziegel",
             email  = "bernardo_cse@hotmail.com", 
             role   = c("aut", "cre"))
    )
Description: Implements Minimum Torsion for portfolio diversification as
    described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/uncorbets,
        https://reckziegel.github.io/uncorbets/
BugReports: https://github.com/Reckziegel/uncorbets/issues
Imports: assertthat (>= 0.2.1), NlcOptim (>= 0.6), stats
Suggests: spelling, covr, testthat (>= 3.0.10)
Config/testthat/edition: 3
Encoding: UTF-8
RoxygenNote: 7.3.1
Language: en-US
Depends: R (>= 2.10)
NeedsCompilation: no
Packaged: 2024-02-20 02:42:07 UTC; USUARIO
Author: Bernardo Reckziegel [aut, cre]
Maintainer: Bernardo Reckziegel <bernardo_cse@hotmail.com>
Repository: CRAN
Date/Publication: 2024-02-20 03:10:02 UTC
Built: R 4.6.0; ; 2026-04-27 05:00:02 UTC; unix
