check_constraints {PortfolioAnalytics}

check if a set of weights satisfies the constraints

Description

This function checks if a set of weights satisfies all constraints. This is used as a helper function for random portfolios created with rp_simplex and rp_grid to eliminate portfolios that do not satisfy the constraints.

Usage

check_constraints(weights, portfolio)

Arguments

weights

vector of weights

portfolio

object of class 'portfolio'

Value

TRUE if all constraints are satisfied, FALSE if any constraint is violated

Author(s)

Ross Bennett