applyFUN {PortfolioAnalytics}

Apply a risk or return function to a set of weights

Description

This function is used to calculate risk or return metrics given a matrix of weights and is primarily used as a convenience function used in chart.Scatter functions

Usage

applyFUN(R, weights, FUN = "mean", arguments)

Arguments

R

xts object of asset returns

weights

a matrix of weights generated from random_portfolios or optimize.portfolio

FUN

name of a function

arguments

named list of arguments to FUN

Author(s)

Ross Bennett