linear.constraint.eq {portfolio.optimization} | R Documentation |
linear.constraint.eq
creates a vector-based linear equality
constraint: Aeq(range) * factors == beq
linear.constraint.eq(constraints.linear, range, beq, factors = NULL)
constraints.linear |
the current set of equality constraints |
range |
the range of the variables to set (default 1 if factors is NULL) |
beq |
right-hand side scalar |
factors |
values to set for each variable in the given range |
the new (updated) set of equality constraints
Ronald Hochreiter, ronald@algorithmic.finance