generatesequence

number to increment the sequence by

integrer how many decimals should we round to

rounding

This function creates the sequence of min&lt;-&gt;max weights for use by
random or brute force optimization engines.

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

generatesequence function

<dl><dt>min</dt>
<dd>minimum value of the sequence</dd>
<dt>max</dt>
<dd>maximum value of the sequence</dd>
<dt>by</dt>
<dd>number to increment the sequence by</dd>
<dt>rounding</dt>
<dd>integrer how many decimals should we round to</dd></dl>

Arguments

Author

create a sequence of possible weights for random or brute force portfolios — generatesequence

<dl>

<dt>min</dt>
<dd>minimum value of the sequence</dd>


<dt>max</dt>
<dd>maximum value of the sequence</dd>


<dt>by</dt>
<dd>number to increment the sequence by</dd>


<dt>rounding</dt>
<dd>integrer how many decimals should we round to</dd>

</dl>

generatesequence: create a sequence of possible weights for random or brute force portfolios

Description

Usage

Arguments

Author

Details

See Also