centroid.complete.mc

a vector of indexes of the relative ranking of expected asset 
returns in ascending order. For example, <code>order = c(2, 3, 1, 4)</code> 
expresses a view on the expected returns such that 
R_2 &lt; R_3 &lt; R_1 &lt; R_4

order

simulations

Numerical method to estimate complete cases centroid

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

centroid.complete.mc function

<dl><dt>order</dt>
<dd>a vector of indexes of the relative ranking of expected asset 
returns in ascending order. For example, <code>order = c(2, 3, 1, 4)</code> 
expresses a view on the expected returns such that 
R_2 &lt; R_3 &lt; R_1 &lt; R_4</dd>
<dt>simulations</dt>
<dd>number of simulations</dd></dl>

Arguments

Author

Complete Cases Centroid — centroid.complete.mc

<dl>

<dt>order</dt>
<dd>a vector of indexes of the relative ranking of expected asset 
returns in ascending order. For example, <code>order = c(2, 3, 1, 4)</code> 
expresses a view on the expected returns such that 
R_2 &lt; R_3 &lt; R_1 &lt; R_4</dd>


<dt>simulations</dt>
<dd>number of simulations</dd>

</dl>

centroid.complete.mc: Complete Cases Centroid

Description

Usage

Value

Arguments

Author

Examples