applyFUN: Apply a risk or return function to a set of weights
Description
This function is used to calculate risk or return metrics given a matrix of
weights and is primarily used as a convenience function used in chart.Scatter functions
Usage
applyFUN(R, weights, FUN = "mean", arguments)
Arguments
- R
xts object of asset returns
- weights
a matrix of weights generated from random_portfolios or optimize.portfolio
- FUN
name of a function
- arguments
named list of arguments to FUN