.make_diag

<p>Function make_diag() takes a vector x and returns a matrix with diagonal consists the values of x.</p>

internal

Two functions for financial portfolio optimization by linear programming are provided. One function implements Benders decomposition algorithm and can be used for very large data sets. The other, applicable for moderate sample sizes, finds optimal portfolio which has the smallest distance to a given benchmark portfolio.

Andrzej Palczewski

PortfolioOptim

.make_diag: Makes a diagonal matrix with values from x

Description

Usage

Arguments

Value