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PortfolioAnalytics (version 2.0.0)

equal.weight: Create an equal weight portfolio

Description

This function calculates objective measures for an equal weight portfolio.

Usage

equal.weight(R, portfolio, ...)

Value

a list containing the returns, weights, objective measures, call, and portfolio object

Arguments

R

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

portfolio

an object of type "portfolio" specifying the constraints and objectives for the optimization

...

any other passthru parameters to constrained_objective

Author

Ross Bennett

Details

This function is simply a wrapper around constrained_objective to calculate the objective measures in the given portfolio object of an equal weight portfolio. The portfolio object should include all objectives to be calculated.