linear.constraint.eq: Create or update a vector-based linear equality constraint...
In portfolio.optimization: Contemporary Portfolio Optimization
Description
Usage
Arguments
Value
Author(s)
View source: R/linear.constraint.eq.R
Description
linear.constraint.eq creates a vector-based linear equality
constraint: Aeq(range) * factors == beq
Usage
1
linear.constraint.eq(constraints.linear, range, beq, factors = NULL)
Arguments
constraints.linear
the current set of equality constraints
range
the range of the variables to set (default 1 if factors is NULL)
beq
right-hand side scalar
factors
values to set for each variable in the given range
Value
the new (updated) set of equality constraints
Author(s)
Ronald Hochreiter, ronald@algorithmic.finance
portfolio.optimization documentation built on May 2, 2019, 8:16 a.m.
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Description Usage Arguments Value Author(s)
View source: R/linear.constraint.eq.R
Description
linear.constraint.eq creates a vector-based linear equality
constraint: Aeq(range) * factors == beq
Usage
1 | linear.constraint.eq(constraints.linear, range, beq, factors = NULL)
|
Arguments
constraints.linear |
the current set of equality constraints |
range |
the range of the variables to set (default 1 if factors is NULL) |
beq |
right-hand side scalar |
factors |
values to set for each variable in the given range |
Value
the new (updated) set of equality constraints
Author(s)
Ronald Hochreiter, ronald@algorithmic.finance
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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