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R-proj/readme.md
@@ -34,9 +34,10 @@ result <- sample_ptfs_constant_volatility(
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M = 2000 # points per random walk
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)
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-samples <- result$overall_samples[[1]] # matrix: rows = assets, cols = portfolios
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-colSums(samples) # all 1.0; long-only simplex constraint met
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-mean(diag(t(samples) %*% sigma %*% samples)) # ~0.3; target volatility matched
+samples <- result$overall_samples[[1]] # matrix: rows = assets,
+ # cols = portfolios
+colSums(samples) # long-only simplex constraint
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+mean(diag(t(samples) %*% sigma %*% samples)) # ~0.3; target volatility
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```
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See `run_minimal_example.R` for a complete worked example.
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