extractGroups: Extract the group and/or category weights
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Value
Author(s)
Description
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.
Usage
1
extractGroups(object, ...)
Arguments
object
object of class optimize.portfolio
...
passthrough parameters. Not currently used
Value
a list with two elements
weights: Optimal set of weights from the optimize.portfolio object
category_weights: Weights by category if category_labels are supplied in the portfolio object
group_weights: Weights by group if group is a constraint type
Author(s)
Ross Bennett
PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.
R Package Documentation
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Description Usage Arguments Value Author(s)
Description
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.
Usage
1 | extractGroups(object, ...)
|
Arguments
object |
object of class |
... |
passthrough parameters. Not currently used |
Value
a list with two elements
weights: Optimal set of weights from the
optimize.portfolioobjectcategory_weights: Weights by category if category_labels are supplied in the
portfolioobjectgroup_weights: Weights by group if group is a constraint type
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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