Description Usage Arguments Author(s)
constructor for class constraint_ROI
1 2 | constraint_ROI(assets = NULL, op.problem,
solver = c("glpk", "quadprog"), weight_seq = NULL)
|
assets |
number of assets, or optionally a named vector of assets specifying seed weights |
op.problem |
an object of type "OP" (optimization
problem, of |
solver |
string argument for what solver package to
use, must have ROI plugin installed for that solver.
Currently support is for |
weight_seq |
seed sequence of weights, see
|
Hezky Varon
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.