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.