extractGroups | R Documentation |
This function extracts the weights by group and/or category from an object
of class optimize.portfolio
. Group constraints or category_labels must
be specified for this to return group constraints.
extractGroups(object, ...)
object |
object of class |
... |
passthrough parameters. Not currently used |
a list with two elements
Optimal set of weights from the optimize.portfolio
object
Weights by category if category_labels are supplied in the portfolio
object
Weights by group if group is a constraint type
Ross Bennett
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