dot-ZI_projection: Computes the solution of the linear program \min c^{T} x for...
In PortfolioOptim: Small/Large Sample Portfolio Optimization
Description
Usage
Arguments
Value
Description
which fulfills the condition |B(x - xhat)|^2 \to \min
Usage
1
.ZI_projection(clin, Amat, bmat, xhat, B, maxiter, tol, k)
Arguments
clin
g
Amat
g
bmat
g
xhat
g
B
g
maxiter
g
tol
g
k
g
Value
list
PortfolioOptim documentation built on May 2, 2019, 10:21 a.m.
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Description Usage Arguments Value
Description
which fulfills the condition |B(x - xhat)|^2 \to \min
Usage
1 | .ZI_projection(clin, Amat, bmat, xhat, B, maxiter, tol, k)
|
Arguments
clin |
g |
Amat |
g |
bmat |
g |
xhat |
g |
B |
g |
maxiter |
g |
tol |
g |
k |
g |
Value
list
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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