group_fail: Test if group constraints have been violated
Description
The function loops through each group and tests if cLO or cUP have been violated
for the given group. This is a helper function for rp_transform.
Usage
group_fail(weights, groups, cLO, cUP, group_pos = NULL)
Arguments
weights
weights vector to test
groups
list of vectors specifying the groups of the assets
cLO
numeric or vector specifying minimum weight group constraints
cUP
numeric or vector specifying minimum weight group constraints
group_pos
vector specifying the number of non-zero weights per group
Value
logical vector: TRUE if group constraints are violated for a given group