check_constraint: Check Constraint

In chrishaarstick/madstork.opt: MadStork Portfolio Optimization

Description

Check portfolio's holdings and estimated statistics against constraint

Usage

check_constraint(constraint, pobj = NULL, holdings = NULL,
  stats = NULL, ...)

## S3 method for class 'symbol_constraint'
check_constraint(constraint, pobj = NULL,
  holdings, stats = NULL, ...)

## S3 method for class 'cash_constraint'
check_constraint(constraint, pobj,
  holdings = NULL, stats = NULL, ...)

## S3 method for class 'cardinality_constraint'
check_constraint(constraint,
  pobj = NULL, holdings, stats = NULL, ...)

## S3 method for class 'group_constraint'
check_constraint(constraint, pobj = NULL,
  holdings, stats = NULL, ...)

## S3 method for class 'performance_constraint'
check_constraint(constraint,
  pobj = NULL, holdings = NULL, stats, ...)

Arguments

constraint	constraint object
pobj	portfolio object
holdings	portfolio holdings
stats	portfolio statistics
...	additional parameters. not currently implemented

Value

data.frame with summary of constraint check

chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.