markowitzcalc {markowitz} | R Documentation |
Markowitz Criterion
Description
Implementation of An Markowitz Criterion More information about the method at https://doi.org/10.9771/1516-9022rene.v5i2.6769 More information about the implementation at https://github.com/luana1909/Markowtiz/blob/main/DESCRIPTION
Arguments
criterios |
A dataframe with the values of the criteria for each alternative |
lambda_selec |
A number defining the degree of risk appetite |
Value
dataframe with all comparations between alternatives
Examples
criterios <- data.frame(criterio = c('a1', 'a2', 'a3'),
peso = c(0.25, 0.5, 0.25))
alternativas <- data.frame(alternativas = c('outdoor', 'televisao', 'jornal'),
a1 = c(12, 36, -3),
a2 = c(-6, 12, 60),
a3 = c(24, 48, 30))
result <- markowitzcalc(criterios, alternativas)
[Package markowitz version 0.1.0 Index]