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extractWeights

Extract weights from a portfolio run via optimize.portfolio or optimize.portfolio.rebalancing

Description

This function will dispatch to the appropriate class handler based on the input class of the optimize.portfolio or optimize.portfolio.rebalancing output object

Usage

extractWeights(object, ...)

Arguments

object

list returned by optimize.portfolio
...

any other passthru parameters

See Also

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

v1.1.0
GPL-2 | GPL-3
Authors
Brian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb, cph], Hezky Varon [ctb], Guy Yollin [ctb], R. Douglas Martin [ctb]
Initial release
2018-05-17

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