collapse.segments: Collapse a list or vectors of portfolio segments

In rportfolios: Random Portfolio Generation

Description

This function returns a vector of investment indices from the given segments vector or list of vectors.

Usage

collapse.segments(segments)

Arguments

segments

A vector or list of vectors that defint the portfolio segments

Value

A vector of investment indices.

Author(s)

Frederick Novomestky [e-mail]

Examples

###
### define the segments
###
    I <- list()
    I[[1]] <- c( 1, 2, 3 )
    I[[2]] <- c( 4, 5 )
    I[[3]] <- c( 6, 7 )
    I[[4]] <- c( 8, 9, 10 )
    collapse.segments( I )
    collapse.segments( I[[1]] )
    collapse.segments( I[[2]] )
    collapse.segments( I[[3]] )
    collapse.segments( I[[4]] )

Example output

Loading required package: truncdist
Loading required package: stats4
Loading required package: evd
 [1]  1  2  3  4  5  6  7  8  9 10
[1] 1 2 3
[1] 4 5
[1] 6 7
[1]  8  9 10

rportfolios documentation built on May 2, 2019, 3:40 p.m.