Description Usage Arguments Details Author(s) See Also
See main documentation entry in add.constraint
.
1 2 3 4 | constraint_v1(assets = NULL, ..., min, max, min_mult, max_mult,
min_sum = 0.99, max_sum = 1.01, weight_seq = NULL)
constraint(type, enabled = TRUE, ..., constrclass = "v2_constraint")
|
assets |
number of assets, or optionally a named vector of assets specifying initial weights |
... |
any other passthru parameters |
min |
numeric or named vector specifying minimum weight box constraints |
max |
numeric or named vector specifying minimum weight box constraints |
min_mult |
numeric or named vector specifying minimum multiplier box constraint from initial weight in |
max_mult |
numeric or named vector specifying maximum multiplier box constraint from initial weight in |
min_sum |
minimum sum of all asset weights, default .99 |
max_sum |
maximum sum of all asset weights, default 1.01 |
weight_seq |
seed sequence of weights, see |
type |
character type of the constraint to add or update |
enabled |
TRUE/FALSE to enabled the constraint |
constrclass |
name of class for the constraint |
This includes the deprecated constructor for the v1_constraint
object for backwards compatibility.
Peter Carl, Brian G. Peterson, Ross Bennett
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