[R] Defining and objective function in fPortfolio package

2011-01-25 Thread Luis Felipe Parra
Hello I am using the fPortfolio package and I see there is the option in the model slot objRisk which permits the user to define its own objective function. I have the ebook Portfolio Optimization with Rmetrics and there it says examples on this option are on the advanced version of the book,

[R] Defining an objective function in fPortfolio

2011-01-24 Thread Luis Felipe Parra
Hello I am using the fPortfolio package and I see there is the option in the model slot objRisk which permits the user to define its own objective function. I have the ebook Portfolio Optimization with Rmetrics and there it says examples on this option are on the advanced version of the book,