Uncorrelated Bets via Minimum Torsion Algorithm R package uncorbets version 0.1.2 Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>. Software Depends: R (>= 2.10) Imports: assertthat (>= 0.2.1), NlcOptim (>= 0.6), stats Suggests: spelling, covr, testthat (>= 3.0.10) Bernardo Reckziegel <bernardo_cse@hotmail.com> Comprehensive R Archive Network (CRAN) Bernardo Reckziegel [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=uncorbets/LICENSE) 2024-02-20 application/tgz https://CRAN.R-project.org/package=uncorbets doi:10.32614/CRAN.package.uncorbets en-US