Description Usage Arguments Examples
View source: R/optbypairwiseiter.r
Calculates weights that can be added or subtracted from a portfolios without violating box contraints. Also returns the indices representing which asset classes may be increased and decreased
1 | calc_slack(x, boxmin, boxmax, maxdelta)
|
x |
Portfolio weights |
boxmin |
Box min constraints |
boxmax |
Box max constraings |
maxdelta |
Maximum amount by which to change an asset class |
1 | calc_slack(x, boxmin, boxmax, 0.03)
|
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