% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/equal.weight.R
\name{equal.weight}
\alias{equal.weight}
\title{Create an equal weight portfolio}
\usage{
equal.weight(R, portfolio, ...)
}
\arguments{
\item{R}{an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns}
\item{portfolio}{an object of type "portfolio" specifying the constraints and objectives for the optimization}
\item{\dots}{any other passthru parameters to \code{constrained_objective}}
}
\value{
a list containing the returns, weights, objective measures, call, and portfolio object
}
\description{
This function calculates objective measures for an equal weight portfolio.
}
\details{
This function is simply a wrapper around \code{\link{constrained_objective}}
to calculate the objective measures in the given \code{portfolio} object of
an equal weight portfolio. The portfolio object should include all objectives
to be calculated.
}
\author{
Ross Bennett
}