objective: constructor for class 'objective'

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

constructor for class 'objective'

Description

Typically called as a sub-function by the user function add.objective. See main documentation there.

Usage

objective(
  name,
  target = NULL,
  arguments,
  enabled = TRUE,
  ...,
  multiplier = 1,
  objclass = "objective"
)

Arguments

name	name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean'
target	univariate target for the objective, default NULL
arguments	default arguments to be passed to an objective function when executed
enabled	TRUE/FALSE
...	any other passthrough parameters
multiplier	multiplier to apply to the objective, usually 1 or -1
objclass	string class to apply, default 'objective'

Author(s)

Brian G. Peterson

See Also

add.objective, portfolio.spec

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