This function generates a random portfolio of n investments in which there are only k
positive equal weights. The weights sum to the given value $x_t$.
Usage
random.equal(n = 2, k = n, segments = NULL, x.t = 1)
Arguments
n
A positive integer for the number of investments in the portfolio
k
A positive integer for the number of investments with positive equal weights
segments
A vector or list of vectors that defines the portfolio segments
x.t
A positive numeric value for the sum of weights
Value
An $n \times 1$ numeric vector of investment weights for the equal weighted portfolio.
The weights are proportions of invested capital.
Details
The R function sample is used to generate a simple random sample without replacement
of k values from the integers $1,2, \ldots ,n$. These are the subscripts into
an $n \times 1$ zero vector to assign the equal weight $x_t / k$.