Description Usage Arguments Value Author(s)
This function extracts the weights by group and/or
category from an object of class
optimize.portfolio
. Group constraints or
category_labels must be specified for this to return
group constraints.
1 | extractGroups(object, ...)
|
object |
object of class |
... |
passthrough parameters. Not currently used |
a list with two elements
weights:
Optimal set of weights from the
optimize.portfolio
object
category_weights:
Weights by category if category_labels are supplied in
the portfolio
object
group_weights: Weights by group if group is a constraint type
Ross Bennett
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.