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, which I looked on the Rmetrics webpage and apparently it doesn't exist yet. Does anybody have an example or knows where can I find an example of the usage of this option? How can I define my own objective function to optimize?
Thank you Felipe Parra [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.