check_constraints

weights

portfolio

This function checks if a set of weights satisfies all constraints. This is
used as a helper function for random portfolios created with <code>rp_simplex</code>
and <code>rp_grid</code> to eliminate portfolios that do not satisfy the constraints.

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

check_constraints function

<dl><dt>weights</dt>
<dd>vector of weights</dd>
<dt>portfolio</dt>
<dd>object of class 'portfolio'</dd></dl>

Arguments

Author

check if a set of weights satisfies the constraints — check_constraints

<dl>

<dt>weights</dt>
<dd>vector of weights</dd>


<dt>portfolio</dt>
<dd>object of class 'portfolio'</dd>

</dl>

check if a set of weights satisfies the constraints

check_constraints: check if a set of weights satisfies the constraints

Description

Usage

Value

Arguments

Author