function to check for violation of position limits constraints
This is used as a helper function for rp_transform to check
for violation of position limit constraints. The position limit constraints
checked are max_pos, max_pos_long, and max_pos_short.
pos_limit_fail(weights, max_pos, max_pos_long, max_pos_short)
weights |
vector of weights to test |
max_pos |
maximum number of assets with non-zero weights |
max_pos_long |
maximum number of assets with long (i.e. buy) positions |
max_pos_short |
maximum number of assets with short (i.e. sell) positions |
TRUE if any position_limit is violated. FALSE if all position limits are satisfied
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.