tn <- c("RZM", "RZN", "RZEo")
G <- matrix(
c(1.0,0.13,0.13,
0.13,1.0,0.23,
0.13,0.23,1.0),
3, 3, dimnames = list(tn,tn)
) * 144
w <- c(0.7, 0.3, 0)
names(w) <- tn
r2 <- c(0.743, 0.673)
names(r2) <- tn[1:2]
SelInd(
w = w,
G = G,
r2 = r2
)
Run the code above in your browser using DataLab