[GSoC-PortA] ROI status

[Ross Bennett]

This is great and I will go ahead and test. I was using solve.QP and Rglpk
directly for a few of the objectives as a workaround so I will switch these
back over to ROI.

I'll report back if I run into any errors.

Ross


On Wed, Nov 27, 2013 at 12:25 PM, Brian G. Peterson <brian at braverock.com>wrote:

> Stefan,
>
> Thank you.  We'll certainly get the latest from R-Forge and test.  We have
> a reasonably complete set of demo and test scripts at this point, which
> hopefully would uncover any problems.
>
> Regards,
>
> Brian
>
> n 11/26/2013 07:29 AM, Stefan Theussl wrote:
>
>> Hi Brian,
>>
>> I recently improved ROI and their plugins. I will submit them to CRAN
>> today or tomorrow. It would be great if you checked the current version
>> of ROI and plugins (glpk, symphony, quadprog) with your framework. It
>> would help me a lot in testing it.
>>
>> Anyway, I am about to implement further tests right now. But as always:
>> the more the better ...
>>
>> Best,
>> st
>>
>>
>> On Tue, Oct 29, 2013 at 8:36 PM, Stefan Theussl
>> <stefan.theussl at gmail.com <mailto:stefan.theussl at gmail.com>> wrote:
>>
>>     Hello Brian,
>>
>>     thanks, all good here. How are you?
>>
>>     ROI is definitely not to be abandoned. Nevertheless, I have to admit
>>     that I have not worked on it for a longer time due to time
>>     constraints. Only an update of Rglpk made it to CRAN some time ago.
>>
>>     Anyway, I just put the ROI plugin to quadprog on top of my TODO
>>     list. I am looking forward to using PortfolioAnalytics myself and I
>>     appreciate the plan, that ROI might be part of it.
>>
>>     Best,
>>     Stefan
>>
>>
>>     On Sun, Oct 27, 2013 at 8:11 PM, Brian G. Peterson
>>
>>     <brian at braverock.com <mailto:brian at braverock.com>> wrote:
>>
>>         Stefan,
>>
>>         I hope things are well with you.
>>
>>         I'm writing to ask what your plans are longer term for ROI.
>>
>>         Kurt indicated that you are still working on it, but there have
>>         been almost no changes in the last year.
>>
>>         Specifically, the change that we worked on with you a year ago
>>         for the quadprog plugin has not made it to CRAN.
>>
>>         More generally, if ROI is to be abandoned, I need to start
>>         planning for significant changes to PortfolioAnalytics before I
>>         send it to CRAN, as we now use ROI almost exclusively for
>>         solvers that are supported by ROI.
>>
>>         I think the framework is valuable, and I hope that you can move
>>         the quadprog fix to CRAN, and let me know how the package is to
>>         be maintained long-term.
>>
>>         Best Regards,
>>
>>         Brian
>>
>>         --
>>         Brian G. Peterson
>>         http://braverock.com/brian/
>>         Ph: 773-459-4973 <tel:773-459-4973>
>>         IM: bgpbraverock
>>
>>
>>
>>
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
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