PortfolioAnalytics (version 1.0.3636)

return_objective: constructor for class return_objective

Description

if target is null, we'll try to maximize the return metric

Usage

return_objective(name, target = NULL, arguments = NULL, multiplier = -1, enabled = TRUE, ...)

Arguments

name

name of the objective, should correspond to a function, though we will try to make allowances

target

univariate target for the objective

arguments

default arguments to be passed to an objective function when executed

multiplier

multiplier to apply to the objective, usually 1 or -1

enabled

TRUE/FALSE

...

any other passthru parameters

Value

object of class 'return_objective'

Details

if target is set, we'll try to meet or exceed the metric, penalizing a shortfall