##### Scenario-based Portfolio Optimization (scenportopt)
##### (c)2013-2014 Ronald Hochreiter <ron@hochreiter.net>
##### http://www.finance-r.com/
# check and set new alpha
alpha <- function(model, alpha) {
# check alpha
if ((alpha < 0) | (alpha > 1)) {
warning("Invalid alpha chosen, switching back to 95%")
alpha <- 0.05
}
# set alpha and return model
model$alpha <- alpha
return(model)
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.