diversification_constraint.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/constraints.R
\name{diversification_constraint}
\alias{diversification_constraint}
\title{constructor for diversification_constraint}
\usage{
diversification_constraint(
  type = "diversification",
  div_target = NULL,
  enabled = TRUE,
  message = FALSE,
  ...
)
}
\arguments{
\item{type}{character type of the constraint}

\item{div_target}{diversification target value}

\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 diversification constraint
an object of class 'diversification_constraint'}
}
\description{
The diversification constraint specifies a target diversification value. 
This function is called by add.constraint when type="diversification" is 
specified, see \code{\link{add.constraint}}. Diversification is computed
as \code{1 - sum(weights^2)}.
}
\examples{
data(edhec)
ret <- edhec[, 1:4]

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

pspec <- add.constraint(portfolio=pspec, type="diversification", div_target=0.7)
}
\seealso{
\code{\link{add.constraint}}
}
\author{
Ross Bennett
}