applyFUN

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

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Ross Bennett

Kris Boudt

Xinran Zhao

R. Douglas Martin

Guy Yollin

Hezky Varon

Xiaokang Feng

Yifu Kang

applyFUN function

<dl><dt>R</dt>
<dd>xts object of asset returns</dd>
<dt>weights</dt>
<dd>a matrix of weights generated from random_portfolios or <code>optimize.portfolio</code></dd>
<dt>FUN</dt>
<dd>name of a function</dd>
<dt>arguments</dt>
<dd>named list of arguments to FUN</dd></dl>

Arguments

Author

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

<dl>

<dt>R</dt>
<dd>xts object of asset returns</dd>


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


<dt>FUN</dt>
<dd>name of a function</dd>


<dt>arguments</dt>
<dd>named list of arguments to FUN</dd>

</dl>

Apply a risk or return function to a set of weights

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

Description

Usage

Arguments

Author