check_constraints: check if a set of weights satisfies the constraints
In R-Finance/PortfolioAnalytics: Portfolio Analysis, including Numerical Methods for Optimization of Portfolios
Description
Usage
Arguments
Value
Author(s)
Description
This function checks if a set of weights satisfies all
constraints. This is used as a helper function for random
portfolios created with rp_simplex and
rp_grid to eliminate portfolios that do not
satisfy the constraints.
Usage
1
Arguments
weights
vector of weights
portfolio
object of class 'portfolio'
Value
TRUE if all constraints are satisfied, FALSE if any
constraint is violated
Author(s)
Ross Bennett
R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.
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Description Usage Arguments Value Author(s)
Description
This function checks if a set of weights satisfies all
constraints. This is used as a helper function for random
portfolios created with rp_simplex and
rp_grid to eliminate portfolios that do not
satisfy the constraints.
Usage
1 |
Arguments
weights |
vector of weights |
portfolio |
object of class 'portfolio' |
Value
TRUE if all constraints are satisfied, FALSE if any constraint is violated
Author(s)
Ross Bennett
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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