Skip to content

R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier

License

Notifications You must be signed in to change notification settings

jrvarma/rshiny-efficient-frontier

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

8 Commits
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

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 the R 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 if use_original_frontierPlot is set to FALSE at the top of server.R). It defines a more robust version of frontierPlot which handles degenerate efficient frontiers without errors.

About

R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages