check_constraints: check if a set of weights satisfies the constraints
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Value
Author(s)
Description
This function checks if a set of weights satisfies all constraints. This is
used as a helper function for random portfolios created with rp_simplex
and rp_grid to eliminate portfolios that do not satisfy the constraints.
Usage
1
Arguments
weights
vector of weights
portfolio
object of class 'portfolio'
Value
TRUE if all constraints are satisfied, FALSE if any constraint is violated
Author(s)
Ross Bennett
PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.
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Description Usage Arguments Value Author(s)
Description
This function checks if a set of weights satisfies all constraints. This is
used as a helper function for random portfolios created with rp_simplex
and rp_grid to eliminate portfolios that do not satisfy the constraints.
Usage
1 |
Arguments
weights |
vector of weights |
portfolio |
object of class 'portfolio' |
Value
TRUE if all constraints are satisfied, FALSE if any constraint is violated
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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