update_constraint_v1tov2: Helper function to update v1_constraint objects to v2...
In PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Value
Author(s)
See Also
Description
The function takes the constraints and objectives specified in the v1_constraint
object and updates the portfolio object with those constraints and objectives. This
function is used inside optimize.portfolio to maintain backwards compatibility
if the user passes in a v1_constraint object for the constraint arg in
optimize.portfolio.
Usage
1
update_constraint_v1tov2(portfolio, v1_constraint)
Arguments
portfolio
portfolio object passed into optimize.portfolio
v1_constraint
object of type v1_constraint passed into optimize.portfolio
Value
portfolio object containing constraints and objectives from v1_constraint
Author(s)
Ross Bennett
See Also
portfolio.spec, add.constraint
PortfolioAnalytics documentation built on May 1, 2019, 10:56 p.m.
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Description Usage Arguments Value Author(s) See Also
Description
The function takes the constraints and objectives specified in the v1_constraint object and updates the portfolio object with those constraints and objectives. This function is used inside optimize.portfolio to maintain backwards compatibility if the user passes in a v1_constraint object for the constraint arg in optimize.portfolio.
Usage
1 | update_constraint_v1tov2(portfolio, v1_constraint)
|
Arguments
portfolio |
portfolio object passed into optimize.portfolio |
v1_constraint |
object of type v1_constraint passed into optimize.portfolio |
Value
portfolio object containing constraints and objectives from v1_constraint
Author(s)
Ross Bennett
See Also
portfolio.spec, add.constraint
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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