Description

This function extracts the weights by group and/or category from an object of class optimize.portfolio. Group constraints or category_labels must be specified for this to return group constraints.

Usage

Arguments

Value

a list with two elements

• weights: Optimal set of weights from the optimize.portfolio object

• category_weights: Weights by category if category_labels are supplied in the portfolio object

• group_weights: Weights by group if group is a constraint type

Author(s)

Ross Bennett