performance_constraint: Performance Constraint Constructer
In chrishaarstick/madstork.opt: MadStork Portfolio Optimization
Description
Usage
Arguments
Value
Description
Performance constraints constrain the value of a portfolio's estimated
statistics. Inherits from class constraint
Usage
1
performance_constraint(statistic, min, max)
Arguments
statistic
character input for portfolio statistic. valid statistics
are mu, sd, sharpe or yield
min
minimum constraint value. inclusive
max
maximum constraint value. inclusive
Value
performance_constraint object
chrishaarstick/madstork.opt documentation built on Nov. 12, 2019, 9:39 p.m.
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Description Usage Arguments Value
Description
Performance constraints constrain the value of a portfolio's estimated statistics. Inherits from class constraint
Usage
1 | performance_constraint(statistic, min, max)
|
Arguments
statistic |
character input for portfolio statistic. valid statistics are mu, sd, sharpe or yield |
min |
minimum constraint value. inclusive |
max |
maximum constraint value. inclusive |
Value
performance_constraint object
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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