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PortfolioAnalytics (version 2.0.0)

generatesequence: create a sequence of possible weights for random or brute force portfolios

Description

This function creates the sequence of min<->max weights for use by random or brute force optimization engines.

Usage

generatesequence(min = 0.01, max = 1, by = min/max, rounding = 3)

Arguments

min

minimum value of the sequence

max

maximum value of the sequence

by

number to increment the sequence by

rounding

integrer how many decimals should we round to

Author

Peter Carl, Brian G. Peterson

Details

The sequence created is not constrained by asset.

See Also

constraint, objective