This function extracts the weights by group and/or category from an object
of class optimize.portfolio. Group constraints or category_labels must
be specified for this to return group constraints.
extractGroups(object, ...)a list with two elements
weights: Optimal set of weights from the optimize.portfolio object
category_weights: Weights by category if category_labels are supplied in the portfolio object
group_weights: Weights by group if group is a constraint type
object of class optimize.portfolio
passthrough parameters. Not currently used
Ross Bennett