Type:	Package
Title:	Markowitz Criterion
Version:	0.1.0
Maintainer:	Luana Oliveira <luana.azevedo.oliveira.2022@gmail.com>
Description:	The Markowitz criterion is a multicriteria decision-making method that stands out in risk and uncertainty analysis in contexts where probabilities are known. This approach represents an evolution of Pascal's criterion by incorporating the dimension of variability. In this framework, the expected value reflects the anticipated return, while the standard deviation serves as a measure of risk. The 'markowitz' package provides a practical and accessible tool for implementing this method, enabling researchers and professionals to perform analyses without complex calculations. Thus, the package facilitates the application of the Markowitz criterion. More details on the method can be found in Octave Jokung-Nguéna (2001, ISBN 2100055372).
URL:	https://github.com/luana1909/Markowitiz
Imports:	dplyr, tidyr, magrittr, tidyverse
Language:	en-US
License:	GPL-3
Encoding:	UTF-8
RoxygenNote:	7.3.2
Suggests:	rmarkdown, spelling, testthat (≥ 3.0.0)
Config/testthat/edition:	3
NeedsCompilation:	no
Packaged:	2024-09-23 23:19:00 UTC; Luana de Azevedo
Author:	Luana Oliveira [aut, cre], Marcos Santos [ctb]
Repository:	CRAN
Date/Publication:	2024-09-25 08:30:05 UTC

Markowitz Criterion

Description

Implementation of An Markowitz Criterion More information about the method at https://doi.org/10.9771/1516-9022rene.v5i2.6769 More information about the implementation at https://github.com/luana1909/Markowtiz/blob/main/DESCRIPTION

Arguments

Value

dataframe with all comparations between alternatives

Examples

criterios <- data.frame(criterio = c('a1', 'a2', 'a3'),
                        peso = c(0.25, 0.5, 0.25))
alternativas <- data.frame(alternativas = c('outdoor', 'televisao', 'jornal'),
                           a1 = c(12, 36, -3),
                           a2 = c(-6, 12, 60),
                           a3 = c(24, 48, 30))
result <- markowitzcalc(criterios, alternativas)