centroid.sectors {PortfolioAnalytics} | R Documentation |
Multiple Sectors Centroid
Description
Compute the centroid for expressing views on the relative ranking of assets within sectors.
Usage
centroid.sectors(sectors, simulations = 1000)
Arguments
sectors |
a list where each list element contains the order of each asset in the given sector |
simulations |
number of simulations |
Value
the centroid vector
Author(s)
Ross Bennett
Examples
# Express a view on the assets in two sectors
# Sector 1 View: R_2 < R_1 < R_3
# Sector 2 View: R_5 < R_4
x <- list()
x[[1]] <- c(2, 1, 3)
x[[2]] <- c(5, 4)
centroid.sectors(x)
[Package PortfolioAnalytics version 2.0.0 Index]