applyFUN: Apply a risk or return function to a set of weights
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
applyFUN R Documentation
Apply a risk or return function to a set of weights
Description
This function is used to calculate risk or return metrics given a matrix of
weights and is primarily used as a convenience function used in chart.Scatter functions
Usage
applyFUN(R, weights, FUN = "mean", arguments)
Arguments
R
xts object of asset returns
weights
a matrix of weights generated from random_portfolios or optimize.portfolio
FUN
name of a function
arguments
named list of arguments to FUN
Author(s)
Ross Bennett
PortfolioAnalytics documentation built on April 4, 2025, 2:34 a.m.
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| applyFUN | R Documentation |
Apply a risk or return function to a set of weights
Description
This function is used to calculate risk or return metrics given a matrix of weights and is primarily used as a convenience function used in chart.Scatter functions
Usage
applyFUN(R, weights, FUN = "mean", arguments)
Arguments
R |
xts object of asset returns |
weights |
a matrix of weights generated from random_portfolios or |
FUN |
name of a function |
arguments |
named list of arguments to FUN |
Author(s)
Ross Bennett
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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