Name | Modified | Size | Downloads / Week |
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Parent folder | |||
portopt_1_2_windows.zip | 2016-02-15 | 403.2 kB | |
portopt_1_2_linux.tgz | 2016-02-15 | 34.8 kB | |
portopt_1_2_source.tgz | 2016-02-15 | 402.6 kB | |
README | 2016-02-15 | 544 Bytes | |
Totals: 4 Items | 841.1 kB | 0 |
Version 1.2 Portfolio optimal mean and variance are computed directly in the solveport() function, so they are directly available to users. Version 1.1 Added tollerance as I paramenter, errormessage as O parameter and avoided solver self-termination (moved as errorcode/errormessage). Version 1.0 of PortOpt While this is the first release to be published to SourceForge, it is fully functional and feature-complete. If you would like to add other features (within the scope of the project.. ) or have found a bug, open a ticket, thank you.