objective: constructor for class 'objective'

In R-Finance/PortfolioAnalytics: Portfolio Analysis, including Numerical Methods for Optimization of Portfolios

Description

Typically called as a sub-function by the user function add.objective. See main documentation there.

Usage

  objective(name, target = NULL, arguments, enabled = TRUE,
    ..., multiplier = 1, objclass = "objective")

Arguments

name	name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean'
target	univariate target for the objective, default NULL
arguments	default arguments to be passed to an objective function when executed
enabled	TRUE/FALSE
...	any other passthrough parameters
multiplier	multiplier to apply to the objective, usually 1 or -1
objclass	string class to apply, default 'objective'

Author(s)

Brian G. Peterson

See Also

add.objective, portfolio.spec

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