applyFUN: Apply a risk or return function to a set of weights

In braverock/PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Apply a risk or return function to a set of weights

Description

This function is used to calculate risk or return metrics given a matrix of weights and is primarily used as a convenience function used in chart.Scatter functions

Usage

applyFUN(R, weights, FUN = "mean", arguments)

Arguments

R	xts object of asset returns
weights	a matrix of weights generated from random_portfolios or optimize.portfolio
FUN	name of a function
arguments	named list of arguments to FUN

Author(s)

Ross Bennett

braverock/PortfolioAnalytics documentation built on April 18, 2024, 4:09 a.m.