generatesequence: create a sequence of possible weights for random or brute...

Description Usage Arguments Details Author(s) See Also

Description

This function creates the sequence of min<->max weights for use by random or brute force optimization engines.

Usage

1
2
  generatesequence(min = 0.01, max = 1, by = min/max,
    rounding = 3)

Arguments

min

minimum value of the sequence

max

maximum value of the sequence

by

number to increment the sequence by

rounding

integrer how many decimals should we round to

Details

The sequence created is not constrained by asset.

Author(s)

Peter Carl, Brian G. Peterson

See Also

constraint, objective


R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.