Package: portn
Type: Package
Title: Portfolio Analysis for Nature
Version: 1.0.0
Date: 2023-08-02
Authors@R: c(
            person("Seong","Yun",role=c("aut","cre"),email="seong.yun@msstate.edu"))
Author: Seong Yun [aut, cre]
Maintainer: Seong Yun <seong.yun@msstate.edu>
Description: The functions are designed to find the efficient mean-variance frontier or 
 portfolio weights for static portfolio (called  Markowitz portfolio) analysis in resource 
 economics or nature conservation. Using the nonlinear programming solver ('Rsolnp'), 
 this package deals with the quadratic minimization of the variance-covariances without 
 shorting (i.e., non-negative portfolio weights) studied in Ando and Mallory (2012) 
 <doi:10.1073/pnas.1114653109>. See the examples, testing versions, and more details from: 
 <https://github.com/ysd2004/portn>.
Depends: R (>= 4.0.0), Rsolnp
License: GPL (>= 2)
URL: https://github.com/ysd2004/portn
Encoding: UTF-8
RoxygenNote: 7.2.3
NeedsCompilation: no
Packaged: 2023-08-11 10:03:56 UTC; Seong Yun
Repository: CRAN
Date/Publication: 2023-08-14 08:30:02 UTC
Built: R 4.6.0; ; 2026-04-26 09:30:59 UTC; unix
