set.portfolio.moments_v1: set portfolio moments for use by lower level optimization...
In R-Finance/PortfolioAnalytics: Portfolio Analysis, including Numerical Methods for Optimization of Portfolios
Description
set portfolio moments for use by lower level optimization
functions
Usage
1
2
set.portfolio.moments_v1(R, constraints,
momentargs = NULL, ...)
Arguments
R
an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns
constraints
an object of type "constraints"
specifying the constraints for the optimization, see
constraint
momentargs
list containing arguments to be passed
down to lower level functions, default NULL
...
any other passthru parameters
R-Finance/PortfolioAnalytics documentation built on May 8, 2019, 4:46 a.m.
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Description
set portfolio moments for use by lower level optimization functions
Usage
1 2 | set.portfolio.moments_v1(R, constraints,
momentargs = NULL, ...)
|
Arguments
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
constraints |
an object of type "constraints"
specifying the constraints for the optimization, see
|
momentargs |
list containing arguments to be passed down to lower level functions, default NULL |
... |
any other passthru parameters |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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