Description Usage Arguments Value Author(s)
constructor for class risk_budget_objective
1 2 3 4 |
assets |
vector of assets to use, should come from constraints object |
name |
name of the objective, should correspond to a function, though we will try to make allowances |
target |
univariate target for the objective |
arguments |
default arguments to be passed to an objective function when executed |
multiplier |
multiplier to apply to the objective, usually 1 or -1 |
enabled |
TRUE/FALSE |
... |
any other passthru parameters |
min_prisk |
minimum percentage contribution to risk |
max_prisk |
maximum percentage contribution to risk |
min_concentration |
TRUE/FALSE whether to minimize concentration, default FALSE, always TRUE if min_prisk and max_prisk are NULL |
min_difference |
TRUE/FALSE whether to minimize difference between concentration, default FALSE |
object of class 'risk_budget_objective'
Brian G. Peterson
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.