[GSoC-PortA] R CMD check

Ross Bennett rossbennett34 at gmail.com
Wed Sep 4 06:53:40 CEST 2013


Brian,

I'm not entirely sure how to do that or if it is doable with the structure
I have. If you have a minute and would be able to take a closer look to see
if that is possible would be greatly appreciated.

Maybe another option would be to remove chart.Weights.EF.optimize.portfolio
and change chart.Weights.EF.efficient.frontier
to chart.Weights.efficient.frontier so chart.Weights is a generic function
for optimize.portfolio.* and efficient.frontier objects. Although we would
lose the ability to plot an efficient frontier directly from an
optimize.portfolio, the chart.Weights function would be more consistent.

Please advise what you think is the best way to proceed.

Thanks,
Ross


On Tue, Sep 3, 2013 at 10:26 AM, Brian G. Peterson <brian at braverock.com>wrote:

> On 09/03/2013 11:30 AM, Ross Bennett wrote:
>
>>
>> Regarding the S3 generic methods. My intention with the chart.Weights.EF
>> function was that it would be a generic method for optimize.portfolio
>> and efficient.frontier objects. Since chart.Weights is already a generic
>> method for optimize.portfolio objects, I don't think chart.Weights can
>> be used a generic function to chart weights along the efficient
>> frontier. I think I should just rename chart.Weights.EF to
>> chart.WeightsEF.
>>
>
> Can the efficient.frontier opbjects be subclassed from the
> optimize.portfolio objects?  (I haven't looked closely at the structure
> there, so I don't know)
>
> --
> Brian
>
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