turnover_objective {PortfolioAnalytics}

constructor for class turnover_objective

Description

if target is null, we'll try to minimize the turnover metric

Usage

turnover_objective(
  name,
  target = NULL,
  arguments = NULL,
  multiplier = 1,
  enabled = TRUE,
  ...
)

Arguments

name

name of the objective, should correspond to a function, though we will try to make allowances

target

univariate target for the objective

arguments

default arguments to be passed to an objective function when executed

multiplier

multiplier to apply to the objective, usually 1 or -1

enabled

TRUE/FALSE

...

any other passthru parameters

Details

if target is set, we'll try to meet the metric

Value

an objective of class 'turnover_objective'

Author(s)

Ross Bennett