box_constraint.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/constraints.R
\name{box_constraint}
\alias{box_constraint}
\title{constructor for box_constraint.}
\usage{
box_constraint(
  type = "box",
  assets,
  min,
  max,
  min_mult,
  max_mult,
  enabled = TRUE,
  message = FALSE,
  ...
)
}
\arguments{
\item{type}{character type of the constraint}

\item{assets}{number of assets, or optionally a named vector of assets specifying initial weights}

\item{min}{numeric or named vector specifying minimum weight box constraints}

\item{max}{numeric or named vector specifying minimum weight box constraints}

\item{min_mult}{numeric or named vector specifying minimum multiplier box constraint from initial weight in \code{assets}}

\item{max_mult}{numeric or named vector specifying maximum multiplier box constraint from initial weight in \code{assets}}

\item{enabled}{TRUE/FALSE}

\item{message}{TRUE/FALSE. The default is message=FALSE. Display messages if TRUE.}

\item{\dots}{any other passthru parameters to specify box constraints}
}
\value{
an object of class 'box_constraint'
}
\description{
Box constraints specify the upper and lower bounds on the weights of the assets.
This function is called by add.constraint when type="box" is specified. See \code{\link{add.constraint}}.
}
\examples{
data(edhec)
ret <- edhec[, 1:4]

pspec <- portfolio.spec(assets=colnames(ret))

# defaults to min=0 and max=1
pspec <- add.constraint(pspec, type="box")

# specify box constraints as a scalar
pspec <- add.constraint(pspec, type="box", min=0.05, max=0.45)

# specify box constraints per asset
pspec <- add.constraint(pspec, 
                        type="box", 
                        min=c(0.05, 0.10, 0.08, 0.06), 
                        max=c(0.45, 0.55, 0.35, 0.65))
                        
}
\seealso{
\code{\link{add.constraint}}
}
\author{
Ross Bennett
}