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Numerical method to estimate complete cases centroid
centroid.complete.mc(order, simulations = 1000)
the centroid vector
a vector of indexes of the relative ranking of expected asset
returns in ascending order. For example, order = c(2, 3, 1, 4)
expresses a view on the expected returns such that
R_2 < R_3 < R_1 < R_4
number of simulations
Ross Bennett
# Express a view on the assets such that
# R_2 < R_1 < R_3 < R_4
centroid.complete.mc(c(2, 1, 3, 4))
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