centroid.complete.mc {PortfolioAnalytics} | R Documentation |
Numerical method to estimate complete cases centroid
centroid.complete.mc(order, simulations = 1000)
order |
a vector of indexes of the relative ranking of expected asset
returns in ascending order. For example, |
simulations |
number of simulations |
the centroid vector
Ross Bennett
# Express a view on the assets such that
# R_2 < R_1 < R_3 < R_4
centroid.complete.mc(c(2, 1, 3, 4))