R: create a sequence of possible weights for random or brute...

generatesequence {PortfolioAnalytics}

R Documentation

create a sequence of possible weights for random or brute force portfolios

This function creates the sequence of min<->max weights for use by random or brute force optimization engines.

generatesequence(min = 0.01, max = 1, by = min/max, rounding = 3)

`min`	minimum value of the sequence
`max`	maximum value of the sequence
`by`	number to increment the sequence by
`rounding`	integrer how many decimals should we round to

The sequence created is not constrained by asset.

Peter Carl, Brian G. Peterson