generate an arbitary number of constrained random portfolios
repeatedly calls randomize_portfolio to generate an
arbitrary number of constrained random portfolios.
random_portfolios_v1(rpconstraints, permutations = 100, ...)
rpconstraints |
an object of type "constraints" specifying the constraints for the optimization, see |
permutations |
integer: number of unique constrained random portfolios to generate |
... |
any other passthru parameters |
matrix of random portfolio weights
Peter Carl, Brian G. Peterson, (based on an idea by Pat Burns)
rpconstraint<-constraint_v1(assets=10,
min_mult=-Inf,
max_mult=Inf,
min_sum=.99,
max_sum=1.01,
min=.01,
max=.4,
weight_seq=generatesequence())
rp<- random_portfolios_v1(rpconstraints=rpconstraint,permutations=1000)
head(rp)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.