PortfolioOptim (version 1.1.1)

.F_func: Auxiliary function used by .ZI_projection

Description

Auxiliary function used by .ZI_projection

Usage

.F_func(rho, x, y, s, z, A, b, cl, p, B, xe, ka)

Arguments

rho

g

x

g

y

g

s

g

z

g

A

g

b

g

cl

g

p

g

B

g

xe

g

ka

g