objective

name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean'

name

univariate target for the objective, default NULL

target

default arguments to be passed to an objective function when executed

arguments

enabled

&#8230;

multiplier to apply to the objective, usually 1 or -1

multiplier

string class to apply, default 'objective'

objclass

Typically called as a sub-function by the user function <code>add.objective</code>.
See main documentation there.

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

objective function

<dl><dt>name</dt>
<dd>name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean'</dd>
<dt>target</dt>
<dd>univariate target for the objective, default NULL</dd>
<dt>arguments</dt>
<dd>default arguments to be passed to an objective function when executed</dd>
<dt>enabled</dt>
<dd>TRUE/FALSE</dd>
<dt>...</dt>
<dd>any other passthrough parameters</dd>
<dt>multiplier</dt>
<dd>multiplier to apply to the objective, usually 1 or -1</dd>
<dt>objclass</dt>
<dd>string class to apply, default 'objective'</dd></dl>

Arguments

Author

constructor for class 'objective' — objective

<dl>

<dt>name</dt>
<dd>name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean'</dd>


<dt>target</dt>
<dd>univariate target for the objective, default NULL</dd>


<dt>arguments</dt>
<dd>default arguments to be passed to an objective function when executed</dd>


<dt>enabled</dt>
<dd>TRUE/FALSE</dd>


<dt>...</dt>
<dd>any other passthrough parameters</dd>


<dt>multiplier</dt>
<dd>multiplier to apply to the objective, usually 1 or -1</dd>


<dt>objclass</dt>
<dd>string class to apply, default 'objective'</dd>

</dl>

objective: constructor for class 'objective'

Description

Usage

Arguments

Author

See Also