See main documentation entry in add.constraint.
constraint_v1(
assets = NULL,
...,
min,
max,
min_mult,
max_mult,
min_sum = 0.99,
max_sum = 1.01,
weight_seq = NULL
)constraint(type, enabled = TRUE, ..., constrclass = "v2_constraint")
number of assets, or optionally a named vector of assets specifying initial weights
any other passthru parameters
numeric or named vector specifying minimum weight box constraints
numeric or named vector specifying minimum weight box constraints
numeric or named vector specifying minimum multiplier box constraint from initial weight in assets
numeric or named vector specifying maximum multiplier box constraint from initial weight in assets
minimum sum of all asset weights, default .99
maximum sum of all asset weights, default 1.01
seed sequence of weights, see generatesequence
character type of the constraint to add or update
TRUE/FALSE to enabled the constraint
name of class for the constraint
Peter Carl, Brian G. Peterson, Ross Bennett
This includes the deprecated constructor for the v1_constraint object for backwards compatibility.
add.constraint