[GSoC-PortA] PortfolioAnalytics Documentation Review

[Doug Martin]

Ross,

 

Got it, thanks.  Will have a look in the next few days.

 

What is the status of the proportional costs constraint?  I was not getting what I thought seemed reasonable results for a single optimization, but I could be wrong.  It would be good to see if Kirk’s implementation example for an efficient frontier with proportional cost constraints can be replicated in PortfolioAnalaytics.

 

Doug

 

 

From: gsoc-porta-bounces at lists.r-forge.r-project.org [mailto:gsoc-porta-bounces at lists.r-forge.r-project.org] On Behalf Of Ross Bennett
Sent: Tuesday, August 12, 2014 4:05 AM
To: PortfolioAnalytics
Subject: [GSoC-PortA] PortfolioAnalytics Documentation Review

 

All,

 

I am down to the final week of GSoC 2014 and my focus is on improving the documentation and vignettes. Attached is the most recent manual as well as a new vignette describing how to implement custom moment and custom objective functions.

 

If you have the time to review these documents, I would greatly appreciate any comments and feedback .

 

Thanks,

Ross

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