centroid.complete.mc: Complete Cases Centroid
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Numerical method to estimate complete cases centroid

1	centroid.complete.mc(order, simulations = 1000)

`order`	a vector of indexes of the relative ranking of expected asset returns in ascending order. For example, `order = c(2, 3, 1, 4)` expresses a view on the expected returns such that R_2 < R_3 < R_1 < R_4
`simulations`	number of simulations

the centroid vector

Ross Bennett

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# Express a view on the assets such that
# R_2 < R_1 < R_3 < R_4
centroid.complete.mc(c(2, 1, 3, 4))

PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.

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