tests/testthat/test-most_diversified_portfolio.R
In samthorold/riskparity: Asset allocation for risk parity
test_that("most diversified portfolio sanity check", {
s <- matrix(c(.15, .3))
C <- matrix(c(1, .5, .5, 1), nrow = 2)
got <- round(most_diversified_portfolio(s, C), 6)
want <- matrix(c(0.666667, 0.333333))
expect_equal(got, want)
})
samthorold/riskparity documentation built on March 20, 2022, 4:03 p.m.
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test_that("most diversified portfolio sanity check", {
s <- matrix(c(.15, .3))
C <- matrix(c(1, .5, .5, 1), nrow = 2)
got <- round(most_diversified_portfolio(s, C), 6)
want <- matrix(c(0.666667, 0.333333))
expect_equal(got, want)
})
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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