generatesequence

This function creates the sequence of min&lt;-&gt;max weights for use by
random or brute force optimization engines.

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Ross Bennett

Kris Boudt

Xinran Zhao

R. Douglas Martin

Guy Yollin

Hezky Varon

Xiaokang Feng

Yifu Kang

generatesequence function

<dl><dt>min</dt>
<dd>minimum value of the sequence</dd>
<dt>max</dt>
<dd>maximum value of the sequence</dd>
<dt>by</dt>
<dd>number to increment the sequence by</dd>
<dt>rounding</dt>
<dd>integrer how many decimals should we round to</dd></dl>

Arguments

Author

create a sequence of possible weights for random or brute force portfolios — generatesequence

<dl>

<dt>min</dt>
<dd>minimum value of the sequence</dd>


<dt>max</dt>
<dd>maximum value of the sequence</dd>


<dt>by</dt>
<dd>number to increment the sequence by</dd>


<dt>rounding</dt>
<dd>integrer how many decimals should we round to</dd>

</dl>

create a sequence of possible weights for random or brute force portfolios

generatesequence: create a sequence of possible weights for random or brute force portfolios

Description

Usage

Arguments

Author

Details

See Also