aap: All available portfolio

Description Usage Arguments Examples

Description

Return of all available portfolio

Usage

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aap(returns, rg = 0.01, rfr = 0.001, precision = 0.01, mirc = 1,
  ...)

Arguments

returns

xts or zoo value

rg

goal of returns

rfr

risk free rate

precision

grid precision about investment weight

mirc

maximum investment ratio constraint

Examples

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returns <- xdiff_returns(sample_index, 1)
aap(returns, rg = .01, rfr = .001)

lovetoken/useful.lovetoken documentation built on June 14, 2019, 3:21 p.m.