sub_mat: Subset matrices into free and bound sections
In alejandro-sotolongo/CriticalLineAlgo: Portfolio Optimization using the Critical Line Algorithm
sub_mat R Documentation
Subset matrices into free and bound sections
Description
Subset matrices into free and bound sections
Usage
sub_mat(mu_vec, cov_mat, wgt_vec, f)
Arguments
mu_vec
expected returns
cov_mat
expected covariance matrix
wgt_vec
asset weights
f
free weight positions
alejandro-sotolongo/CriticalLineAlgo documentation built on June 1, 2024, 1:18 p.m.
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| sub_mat | R Documentation |
Subset matrices into free and bound sections
Description
Subset matrices into free and bound sections
Usage
sub_mat(mu_vec, cov_mat, wgt_vec, f)
Arguments
mu_vec |
expected returns |
cov_mat |
expected covariance matrix |
wgt_vec |
asset weights |
f |
free weight positions |
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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