linear.constraint.iq: Create or update a vector-based linear inequality constraint...
In portfolio.optimization: Contemporary Portfolio Optimization
Description
Usage
Arguments
Value
Author(s)
View source: R/linear.constraint.iq.R
Description
linear.constraint.iq creates a vector-based linear inequality
constraint: Aeq(range) * factors <= beq
Usage
1
2
linear.constraint.iq(constraints.linear, range, b, factors = NULL,
leq = TRUE)
Arguments
constraints.linear
the current set of inequality constraints
range
the range of the variables to set (default 1 if factors is NULL)
b
right-hand side scalar
factors
values to set for each variable in the given range
leq
if false then the sign of the constraint will be inversed
Value
the new (updated) set of inequality 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.iq.R
Description
linear.constraint.iq creates a vector-based linear inequality
constraint: Aeq(range) * factors <= beq
Usage
1 2 | linear.constraint.iq(constraints.linear, range, b, factors = NULL,
leq = TRUE)
|
Arguments
constraints.linear |
the current set of inequality constraints |
range |
the range of the variables to set (default 1 if factors is NULL) |
b |
right-hand side scalar |
factors |
values to set for each variable in the given range |
leq |
if false then the sign of the constraint will be inversed |
Value
the new (updated) set of inequality 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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