This function generates random portfolios based on an idea by Pat Burns.
rp_sample(portfolio, permutations, max_permutations = 200)a matrix of random portfolio weights
an object of type "portfolio" specifying the constraints for the optimization, see portfolio.spec
integer: number of unique constrained random portfolios to generate
integer: maximum number of iterations to try for a valid portfolio, default 200
The 'sample' method to generate random portfolios is based on an idea pioneerd by Pat Burns. This is the most flexible method, but also the slowest, and can generate portfolios to satisfy leverage, box, group, and position limit constraints.