init_cla: Initialize Critical Line Algo
In alejandro-sotolongo/CriticalLineAlgo: Portfolio Optimization using the Critical Line Algorithm
init_cla R Documentation
Initialize Critical Line Algo
Description
Initialize Critical Line Algo
Usage
init_cla(mu_vec, low_bound, up_bound)
Arguments
mu_vec
vector or column matrix of expected returns
low_bound
lower bound weights
up_bound
upper bound weights
Value
list containing initial weight vector and free weight position
alejandro-sotolongo/CriticalLineAlgo documentation built on June 1, 2024, 1:18 p.m.
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| init_cla | R Documentation |
Initialize Critical Line Algo
Description
Initialize Critical Line Algo
Usage
init_cla(mu_vec, low_bound, up_bound)
Arguments
mu_vec |
vector or column matrix of expected returns |
low_bound |
lower bound weights |
up_bound |
upper bound weights |
Value
list containing initial weight vector and free weight position
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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