# Critical Line Algorithm in Pure R

## Documentation for package ‘CLA’ version 0.96-3

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

CLA | Critical Line Algorithm for mean-variance optimal portfolio
findMu | Find mu(W) and W, given sigma(W) and CLA result
findSig | Find sigma(W) and W, given mu(W) and CLA result
MS | Means (Mu) and Standard Deviations (Sigma) of the "Turning Points" from CLA
muS.10ex | 10 Assets Example Data from Markowitz & Todd
muS.sp500 | Return Expectation and Covariance for "FRAPO"s SP500 data
muSigmaGarch | Compute (mu, Sigma) for a Set of Assets via GARCH fit
plot.CLA | Plotting CLA() results including Efficient Frontier