PortfolioAnalytics (version 1.1.0)

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

# NOT RUN {
rpconstraint<-constraint_v1(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)
# }