[R-SIG-Finance] Which package has Efficient frontier

ngottlieb at marinercapital.com ngottlieb at marinercapital.com
Thu Sep 27 23:29:40 CEST 2007

Thanks. I have that loaded.

Actually may be simpler than just a cruve fit as I have
In one vector the returns (mu) and standard deviation(sigma) in the

Any suggestions which package and function to use based on already
having above data?


-----Original Message-----
From: Dirk Eddelbuettel [mailto:edd at master.debian.org] On Behalf Of Dirk
Sent: Thursday, September 27, 2007 5:22 PM
To: Gottlieb, Neil
Cc: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Which package has Efficient frontier

On Thu, Sep 27, 2007 at 04:28:10PM -0400, ngottlieb at marinercapital.com
> Dear Fellow R Finance Users:
> I forgot which package has efficient frontier function and ability to 
> plot it.
> I am sure I downloaded it and isntalled... just don't remember the 
> package name.
> Can someone remind me?

You probably look for 'tseries'.

Hth, Dirk

Three out of two people have difficulties with fractions.

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