PortfolioAnalytics: objective – R documentation

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objective

constructor for class 'objective'

Typically called as a sub-function by the user function add.objective. See main documentation there.

objective(name, target = NULL, arguments, enabled = TRUE, ...,
  multiplier = 1, objclass = "objective")

`name`	name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean'
`target`	univariate target for the objective, default NULL
`arguments`	default arguments to be passed to an objective function when executed
`enabled`	TRUE/FALSE
`...`	any other passthrough parameters
`multiplier`	multiplier to apply to the objective, usually 1 or -1
`objclass`	string class to apply, default 'objective'

Brian G. Peterson