cset.groups: Constraint specifications
In kecoli/mpo: Companion to Modern Portfolio Optimization with R, 2nd Edition
Description
Usage
Author(s)
See Also
Description
Constraint specifications
Usage
1
2
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/mpo documentation built on May 20, 2019, 8:34 a.m.
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Description Usage Author(s) See Also
Description
Constraint specifications
Usage
1 2 | 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
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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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