objective {PortfolioAnalytics} | R Documentation |
constructor for class 'objective'
Description
Typically called as a sub-function by the user function add.objective
.
See main documentation there.
Usage
objective(name, target = NULL, arguments, enabled = TRUE, ...,
multiplier = 1, objclass = "objective")
Arguments
name |
name of the objective which will be used to call a function, like 'ES', 'VaR', 'mean' |
target |
univariate target for the objective, default NULL |
arguments |
default arguments to be passed to an objective function when executed |
enabled |
TRUE/FALSE |
... |
any other passthrough parameters |
multiplier |
multiplier to apply to the objective, usually 1 or -1 |
objclass |
string class to apply, default 'objective' |
Author(s)
Brian G. Peterson
See Also
[Package PortfolioAnalytics version 1.1.0 Index]