po.cols {REN} | R Documentation |
Perform Simple Linear Model for Portfolio Optimization
Description
This function uses simple linear regression to perform portfolio optimization.
Usage
po.cols(y0, x0)
Arguments
y0 |
A numeric vector of response values. |
x0 |
A numeric matrix of predictors. |
Value
A numeric vector of optimized portfolio weights.
[Package REN version 0.1.0 Index]