PortfolioAnalytics (version 1.0.3636)

random_portfolios_v1: generate an arbitary number of constrained random portfolios

Description

repeatedly calls randomize_portfolio to generate an arbitrary number of constrained random portfolios.

Usage

random_portfolios_v1(rpconstraints, permutations = 100, ...)

Arguments

rpconstraints

an object of type "constraints" specifying the constraints for the optimization, see constraint

permutations

integer: number of unique constrained random portfolios to generate

...

any other passthru parameters

Value

matrix of random portfolio weights

See Also

constraint, objective, randomize_portfolio

Examples

rpconstraint<-constraint(assets=10, min_mult=-Inf, max_mult=Inf, min_sum=.99, 
max_sum=1.01, min=.01, max=.4, weight_seq=generatesequence())
rp<- random_portfolios_v1(rpconstraints=rpconstraint,permutations=1000)
head(rp)