check_constraints | R Documentation |
This function checks if a set of weights satisfies all constraints. This is
used as a helper function for random portfolios created with rp_simplex
and rp_grid
to eliminate portfolios that do not satisfy the constraints.
check_constraints(weights, portfolio)
weights |
vector of weights |
portfolio |
object of class 'portfolio' |
TRUE if all constraints are satisfied, FALSE if any constraint is violated
Ross Bennett
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