CLA: Critical Line Algorithm in Pure R

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.

Version: 0.96-2
Depends: R (≥ 3.6.0)
Imports: stats, grDevices, graphics, utils
Suggests: fGarch, FRAPO, Matrix, sfsmisc
Published: 2021-12-16
DOI: 10.32614/CRAN.package.CLA
Author: Yanhao Shi, Martin Maechler
Maintainer: Martin Maechler <maechler at>
License: GPL (≥ 3) | file LICENSE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: CLA results


Reference manual: CLA.pdf


Package source: CLA_0.96-2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): CLA_0.96-2.tgz, r-oldrel (arm64): CLA_0.96-2.tgz, r-release (x86_64): CLA_0.96-2.tgz, r-oldrel (x86_64): CLA_0.96-2.tgz
Old sources: CLA archive


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