randomize_portfolio: version 2 generate random permutations of a portfolio seed...
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Value
Author(s)
Description
version 2 generate random permutations of a portfolio seed meeting your constraints on the weights of each asset
Usage
1
randomize_portfolio(portfolio, max_permutations = 200)
Arguments
portfolio
an object of type "portfolio" specifying the constraints for the optimization, see portfolio.spec
max_permutations
integer: maximum number of iterations to try for a valid portfolio, default 200
Value
named weighting vector
Author(s)
Peter Carl, Brian G. Peterson, (based on an idea by Pat Burns)
PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.
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Description Usage Arguments Value Author(s)
Description
version 2 generate random permutations of a portfolio seed meeting your constraints on the weights of each asset
Usage
1 | randomize_portfolio(portfolio, max_permutations = 200)
|
Arguments
portfolio |
an object of type "portfolio" specifying the constraints for the optimization, see |
max_permutations |
integer: maximum number of iterations to try for a valid portfolio, default 200 |
Value
named weighting vector
Author(s)
Peter Carl, Brian G. Peterson, (based on an idea by Pat Burns)
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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