extractGroups

This function extracts the weights by group and/or category from an object
of class <code>optimize.portfolio</code>. Group constraints or category_labels must
be specified for this to return group constraints.

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Ross Bennett

Kris Boudt

Xinran Zhao

R. Douglas Martin

Guy Yollin

Hezky Varon

Xiaokang Feng

Yifu Kang

extractGroups function

<dl><dt>object</dt>
<dd>object of class <code>optimize.portfolio</code></dd>
<dt>...</dt>
<dd>passthrough parameters. Not currently used</dd></dl>

Arguments

Author

Extract the group and/or category weights — extractGroups

<dl>

<dt>object</dt>
<dd>object of class <code>optimize.portfolio</code></dd>


<dt>...</dt>
<dd>passthrough parameters. Not currently used</dd>

</dl>

Extract the group and/or category weights

extractGroups: Extract the group and/or category weights

Description

Usage

Value

Arguments

Author