[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Fortran 90?
From: |
Vic Norton |
Subject: |
Fortran 90? |
Date: |
Mon, 20 Aug 2007 13:09:24 -0400 |
Hello all,
I am trying to install a MatLab system for
"Applying Markowitz' Critical Line Algorithm"
by Andras Niedermayer and Daniel Niedermayer.
<http://ideas.repec.org/p/ube/dpvwib/dp0701.html>
The MatLab routines depends on two files
turningpoints.dll
turningpoints.mexglx
which are executable files. The other "m" files are
check_weights.m
find_point_on_frontier.m
frontcon_cla.m
turningpoints.m
test_cla.m
The README.txt file says
Usage
-----
Copy all files from Matlab_CLA.zip to the working directory of
Matlab. You can compute the efficient frontier by calling
>> frontcon_cla(mu, sigma)
where mu is the vector of expected returns and sigma is the
covariance matrix. Here the default values 0 and infinity are
used for the lower and upper bounds, respectively. You can get
further information by typing
>> help frontcon_cla
or looking at the source code. Of course you can also access
the functions FIND_POINT_ON_FRONTIER and TURNINGPOINTS directly.
Is there any possibility that I can run this system from Octave (on a
Mac), or should I just forget it?
Regards,
Vic
- Fortran 90?,
Vic Norton <=