PortfolioAnalytics (version 2.0.0)

objective: constructor for class 'objective'

Description

Typically called as a sub-function by the user function add.objective. See main documentation there.

Usage

objective(
  name,
  target = NULL,
  arguments,
  enabled = TRUE,
  ...,
  multiplier = 1,
  objclass = "objective"
)

Arguments

name

name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean'

target

univariate target for the objective, default NULL

arguments

default arguments to be passed to an objective function when executed

enabled

TRUE/FALSE

...

any other passthrough parameters

multiplier

multiplier to apply to the objective, usually 1 or -1

objclass

string class to apply, default 'objective'

Author

Brian G. Peterson

See Also

add.objective, portfolio.spec