I am trying to implement CVaR portfolio optimisation in R. Basically trying to replicate the Matlab approach used in this paper: https://ethz.ch/content/dam/et
I'm trying to reproduce the result in Figure 1 of the paper "Immunotherapy: An Optimal Control Theory Approach" by K. Renee Fister and Jennifer Hughes Donnelly,
I'm using gnls function of nlme package to fit a curve. When I try to know what optimizer it was using, I was directed to nlminb function docu