applyFUN

a matrix of weights generated from random_portfolios or <code>optimize.portfolio</code>

weights

arguments

This function is used to calculate risk or return metrics given a matrix of
weights and is primarily used as a convenience function used in chart.Scatter functions

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Kris Boudt

Ross Bennett

Hezky Varon

Guy Yollin

R. Douglas Martin

applyFUN function

<dl><dt>R</dt>
<dd>xts object of asset returns</dd>
<dt>weights</dt>
<dd>a matrix of weights generated from random_portfolios or <code>optimize.portfolio</code></dd>
<dt>FUN</dt>
<dd>name of a function</dd>
<dt>arguments</dt>
<dd>named list of arguments to FUN</dd></dl>

Arguments

Author

Apply a risk or return function to a set of weights — applyFUN

<dl>

<dt>R</dt>
<dd>xts object of asset returns</dd>


<dt>weights</dt>
<dd>a matrix of weights generated from random_portfolios or <code>optimize.portfolio</code></dd>


<dt>FUN</dt>
<dd>name of a function</dd>


<dt>arguments</dt>
<dd>named list of arguments to FUN</dd>

</dl>

applyFUN: Apply a risk or return function to a set of weights

Description

Usage

Arguments

Author