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PortfolioAnalytics (version 1.0.3636)

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

Description

This function creates the sequence of min<->max weights for use by random or brute force optimization engines.

Usage

generatesequence(min = 0.01, max = 1, by = min/max, rounding = 3)

Arguments

min
minimum value of the sequence
max
maximum value of the sequence
by
number to increment the sequence by
rounding
integrer how many decimals should we round to

Details

The sequence created is not constrained by asset.

See Also

constraint, objective