help-octave
[Top][All Lists]
Advanced

[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



reply via email to

[Prev in Thread] Current Thread [Next in Thread]