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Update the central README
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R-proj/readme.md

Lines changed: 4 additions & 3 deletions
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@@ -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$overall_samples[[1]] # matrix: rows = assets, cols = portfolios
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colSums(samples) # all 1.0; long-only simplex constraint met
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mean(diag(t(samples) %*% sigma %*% samples)) # ~0.3; target volatility matched
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samples <- result$overall_samples[[1]] # matrix: rows = assets,
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# cols = portfolios
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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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