R: Regularization Ensemble for Robust Portfolio Optimization

# Regularization Ensemble for Robust Portfolio Optimization

## Documentation for package ‘REN’ version 0.1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

buh.clust | Perform Hierarchical Clustering on Asset Correlations
FF25 | FF25 Dataset
insert.at | Insert Values at Specified Positions in a Vector
perform_analysis | Perform Portfolio Analysis
po.avg | Perform LASSO or Ridge Regression for Portfolio Optimization
po.bhu | Perform Portfolio Optimization Using Clusters and LASSO
po.cols | Perform Simple Linear Model for Portfolio Optimization
po.covShrink | Perform Shrinkage-Based Portfolio Optimization
po.grossExp | Perform Gross Exposure Portfolio Optimization
po.JM | Perform James-Stein Portfolio Optimization
po.SW | Perform Stochastic Weight Portfolio Optimization
po.SW.lasso | Perform LASSO Regularization with Stochastic Weight Portfolio Optimization
po.TZT | Perform Portfolio Optimization Using TZT Method
prepare_data | Prepare Data for Portfolio Analysis
ren | Main Function for Portfolio Analysis
setup_parallel | Setup Parallel Processing for Portfolio Analysis