applyFUN

<p>a matrix of weights generated from random_portfolios or <code>optimize.portfolio</code></p>

weights

arguments

<p>This function is used to calculate risk or return metrics given a matrix of
weights and is primarily used as a convenience function used in chart.Scatter functions</p>

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Kris Boudt

Ross Bennett

Hezky Varon

Guy Yollin

R. Douglas Martin

applyFUN function

Apply a risk or return function to a set of weights — applyFUN

Apply a risk or return function to a set of weights

applyFUN: Apply a risk or return function to a set of weights

Description

Usage

Arguments