set.portfolio.moments_v1

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

an object of type "constraints" specifying the constraints for the optimization, see <code><a rd-options="" href="/link/constraint?package=PortfolioAnalytics&version=1.1.0" data-mini-rdoc="PortfolioAnalytics::constraint">constraint</a></code>

constraints

list containing arguments to be passed down to lower level functions, default NULL

momentargs

any other passthru parameters
FIXME NOTE: this isn't perfect as it overwrites the moments for all objectives, not just one with clean='boudt'

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set portfolio moments for use by lower level optimization functions

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

set.portfolio.moments_v1 function

<dl><dt>R</dt>
<dd>an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns</dd>
<dt>constraints</dt>
<dd>an object of type "constraints" specifying the constraints for the optimization, see <code>constraint</code></dd>
<dt>momentargs</dt>
<dd>list containing arguments to be passed down to lower level functions, default NULL</dd>
<dt>...</dt>
<dd>any other passthru parameters
FIXME NOTE: this isn't perfect as it overwrites the moments for all objectives, not just one with clean='boudt'</dd></dl>

Arguments

set portfolio moments for use by lower level optimization functions — set.portfolio.moments_v1

<dl>

<dt>R</dt>
<dd>an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns</dd>


<dt>constraints</dt>
<dd>an object of type "constraints" specifying the constraints for the optimization, see <code>constraint</code></dd>


<dt>momentargs</dt>
<dd>list containing arguments to be passed down to lower level functions, default NULL</dd>


<dt>...</dt>
<dd>any other passthru parameters
FIXME NOTE: this isn't perfect as it overwrites the moments for all objectives, not just one with clean='boudt'</dd>

</dl>

set.portfolio.moments_v1: set portfolio moments for use by lower level optimization functions

Description

Usage

Arguments