create_asset_weights {metafolio} | R Documentation |
Create an asset weights matrix
Description
Create an asset weight matrix to run through the Monte Carlo algorithm and test possible portfolios.
Usage
create_asset_weights(n_pop, n_sims, weight_lower_limit = 0.02)
Arguments
n_pop |
The number of subpopulations. |
n_sims |
The number of simulations. |
weight_lower_limit |
The lowest fraction allowed for a subpopulation weight. For example, a value of 0.02 means a subpopulation will at least be assigned 2% of the total capacity |
Value
A matrix. The columns represent subpopulations. The rows represent simulation repetitions.
Examples
create_asset_weights(n_pop = 5, n_sims = 10, weight_lower_limit = 0.001)
[Package metafolio version 0.1.2 Index]