group_fail

weights

list of vectors specifying the groups of the assets

groups

numeric or vector specifying minimum weight group constraints

vector specifying the number of non-zero weights per group

group_pos

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 <code><a rd-options="" href="/link/rp_transform?package=PortfolioAnalytics&version=1.1.0" data-mini-rdoc="PortfolioAnalytics::rp_transform">rp_transform</a></code>.

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

group_fail function

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 <code><a rd-options='' href='rp_transform'>rp_transform</a></code>.

group_fail: Test if group constraints have been violated

Description

Usage

Arguments

Value