This is a R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier. Most of the hard work is done by the fPortfolio package which is part of Rmetrics.
The App consists of three R files:
-
As in all Shiny Apps,
ui.Ris the user interface script handles the user experience: it sets the page details (the way the app looks like), lists the input options and defines the output formats. -
The server script (
server.R) does all theRwork, meaning it handles all the input calls and instructions given to the app and returns the output to be displayed on the page. -
The file
my-fpoints.Ris optional (it is used only ifuse_original_frontierPlotis set toFALSEat the top ofserver.R). It defines a more robust version offrontierPlotwhich handles degenerate efficient frontiers without errors.