check_constraints: check if a set of weights satisfies the constraints
Description
This function checks if a set of weights satisfies all constraints. This is
used as a helper function for random portfolios created with rp_simplex
and rp_grid to eliminate portfolios that do not satisfy the constraints.
Usage
check_constraints(weights, portfolio)
Value
TRUE if all constraints are satisfied, FALSE if any constraint is violated
Arguments
- weights
vector of weights
- portfolio
object of class 'portfolio'