cma.add.constraint: Add constraint to a CMA
In rexmacey/TaxAwareAA: Tax Aware Asset Allocation
Description
Usage
Arguments
Value
View source: R/cma.initialize.r
Description
This function adds a contraint to a cma
Usage
1
cma.add.constraint(constraint, constraint.name, cma)
Arguments
constraint
a numeric vector with length equal to number of classes.
The dot (scalar) product of this vector and the portfolio weights must be
at least zero to satisfy the constraint.
constraint.name
Name of constraint. Default NULL.
cma
Capital market assumption object
Value
A cma with the constraint added.
rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.
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Description Usage Arguments Value
View source: R/cma.initialize.r
Description
This function adds a contraint to a cma
Usage
1 | cma.add.constraint(constraint, constraint.name, cma)
|
Arguments
constraint |
a numeric vector with length equal to number of classes. The dot (scalar) product of this vector and the portfolio weights must be at least zero to satisfy the constraint. |
constraint.name |
Name of constraint. Default NULL. |
cma |
Capital market assumption object |
Value
A cma with the constraint added.
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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