cset.groups: Constraint specifications
In kecoli/PCRM: Companion to Portfolio Construction and Risk Management
View source: R/constraint.sets.r
cset.groups R Documentation
Constraint specifications
Description
Constraint specifications
Usage
cset.groups(
returns = returns8,
group = c(1, 1, 1, 2, 3, 3, 4, 4),
upper.group = rep(0.2, 4),
lower.group = rep(-0.2, 4)
)
Author(s)
Kirk Li kirkli@stat.washington.edu
See Also
Other constraints:
combine.cset(),
cset.box(),
cset.fixed(),
cset.lo(),
cset.mu.target(),
cset.propcost(),
cset.sum(),
cset.turnover.hobbs(),
cset.turnover(),
propcost.modify(),
turnover.hobbs.modify(),
turnover.modify()
kecoli/PCRM documentation built on May 7, 2022, 9:33 a.m.
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View source: R/constraint.sets.r
| cset.groups | R Documentation |
Constraint specifications
Description
Constraint specifications
Usage
cset.groups( returns = returns8, group = c(1, 1, 1, 2, 3, 3, 4, 4), upper.group = rep(0.2, 4), lower.group = rep(-0.2, 4) )
Author(s)
Kirk Li kirkli@stat.washington.edu
See Also
Other constraints:
combine.cset(),
cset.box(),
cset.fixed(),
cset.lo(),
cset.mu.target(),
cset.propcost(),
cset.sum(),
cset.turnover.hobbs(),
cset.turnover(),
propcost.modify(),
turnover.hobbs.modify(),
turnover.modify()
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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