This function computes the concentration of weights using the Herfindahl Hirschman Index

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

<dl><dt>weights</dt>
<dd>set of portfolio weights</dd>
<dt>groups</dt>
<dd>list of vectors of grouping</dd></dl>

<dl>

<dt>weights</dt>
<dd>set of portfolio weights</dd>


<dt>groups</dt>
<dd>list of vectors of grouping</dd>

</dl>