This is a R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier. Most of the hard work is done by the fPortfolio
package which is part of Rmetrics.
The App consists of three R
files:
-
As in all Shiny Apps,
ui.R
is the user interface script handles the user experience: it sets the page details (the way the app looks like), lists the input options and defines the output formats. -
The server script (
server.R
) does all theR
work, meaning it handles all the input calls and instructions given to the app and returns the output to be displayed on the page. -
The file
my-fpoints.R
is optional (it is used only ifuse_original_frontierPlot
is set toFALSE
at the top ofserver.R
). It defines a more robust version offrontierPlot
which handles degenerate efficient frontiers without errors.