<html xmlns:v="urn:schemas-microsoft-com:vml" xmlns:o="urn:schemas-microsoft-com:office:office" xmlns:w="urn:schemas-microsoft-com:office:word" xmlns:m="http://schemas.microsoft.com/office/2004/12/omml" xmlns="http://www.w3.org/TR/REC-html40"><head><META HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=us-ascii"><meta name=Generator content="Microsoft Word 14 (filtered medium)"><style><!--
/* Font Definitions */
@font-face
{font-family:Calibri;
panose-1:2 15 5 2 2 2 4 3 2 4;}
@font-face
{font-family:Tahoma;
panose-1:2 11 6 4 3 5 4 4 2 4;}
/* Style Definitions */
p.MsoNormal, li.MsoNormal, div.MsoNormal
{margin:0in;
margin-bottom:.0001pt;
font-size:12.0pt;
font-family:"Times New Roman","serif";}
a:link, span.MsoHyperlink
{mso-style-priority:99;
color:blue;
text-decoration:underline;}
a:visited, span.MsoHyperlinkFollowed
{mso-style-priority:99;
color:purple;
text-decoration:underline;}
p
{mso-style-priority:99;
mso-margin-top-alt:auto;
margin-right:0in;
mso-margin-bottom-alt:auto;
margin-left:0in;
font-size:12.0pt;
font-family:"Times New Roman","serif";}
p.MsoAcetate, li.MsoAcetate, div.MsoAcetate
{mso-style-priority:99;
mso-style-link:"Balloon Text Char";
margin:0in;
margin-bottom:.0001pt;
font-size:8.0pt;
font-family:"Tahoma","sans-serif";}
span.BalloonTextChar
{mso-style-name:"Balloon Text Char";
mso-style-priority:99;
mso-style-link:"Balloon Text";
font-family:"Tahoma","sans-serif";}
span.EmailStyle20
{mso-style-type:personal-reply;
font-family:"Calibri","sans-serif";
color:#1F497D;}
.MsoChpDefault
{mso-style-type:export-only;
font-family:"Calibri","sans-serif";}
@page WordSection1
{size:8.5in 11.0in;
margin:1.0in 1.0in 1.0in 1.0in;}
div.WordSection1
{page:WordSection1;}
--></style><!--[if gte mso 9]><xml>
<o:shapedefaults v:ext="edit" spidmax="1026" />
</xml><![endif]--><!--[if gte mso 9]><xml>
<o:shapelayout v:ext="edit">
<o:idmap v:ext="edit" data="1" />
</o:shapelayout></xml><![endif]--></head><body lang=EN-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'>Ah, perfect. I’ll take a look. Doug<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><b><span style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'>From:</span></b><span style='font-size:10.0pt;font-family:"Tahoma","sans-serif"'> gsoc-porta-bounces@lists.r-forge.r-project.org [mailto:gsoc-porta-bounces@lists.r-forge.r-project.org] <b>On Behalf Of </b>Ross Bennett<br><b>Sent:</b> Monday, July 01, 2013 4:15 PM<br><b>To:</b> PortfolioAnalytics<br><b>Subject:</b> Re: [GSoC-PortA] other testing scripts<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Doug,<o:p></o:p></p><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal>It is a script that I added. I replicated your examples from 1. theory review weights constrained mvo v5.pdf using PortfolioAnalytics.<o:p></o:p></p></div><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal style='margin-bottom:12.0pt'>Ross<o:p></o:p></p><div><p class=MsoNormal>On Mon, Jul 1, 2013 at 6:05 PM, Doug Martin <<a href="mailto:martinrd@comcast.net" target="_blank">martinrd@comcast.net</a>> wrote:<o:p></o:p></p><div><div><div><p> <o:p></o:p></p><p> <o:p></o:p></p><p> <o:p></o:p></p><p> <o:p></o:p></p><p>-----Original Message-----<br>From: <a href="mailto:gsoc-porta-bounces@lists.r-forge.r-project.org" target="_blank">gsoc-porta-bounces@lists.r-forge.r-project.org</a> [mailto:<a href="mailto:gsoc-porta-bounces@lists.r-forge.r-project.org" target="_blank">gsoc-porta-bounces@lists.r-forge.r-project.org</a>] On Behalf Of Brian G. Peterson<br>Sent: Monday, July 01, 2013 1:25 PM<br>To: <a href="mailto:gsoc-porta@r-forge.wu-wien.ac.at" target="_blank">gsoc-porta@r-forge.wu-wien.ac.at</a><br>Subject: [GSoC-PortA] other testing scripts<o:p></o:p></p><p> <o:p></o:p></p><p>I just finished running through the other testing scripts from the sandbox.<o:p></o:p></p><p> <o:p></o:p></p><p>I was able to run all of them except for 'testing_ROI_Martin.R' for which I don't have the data.<o:p></o:p></p></div><p><b><i>[Doug] Ross, I that your script, or was it there from last year?</i></b><o:p></o:p></p><div><p> <o:p></o:p></p><p>My other tests of objectives and constraints also seem to make sense.<o:p></o:p></p><p> <o:p></o:p></p><p>Looks good so far.<o:p></o:p></p><p> <o:p></o:p></p><p>Regards,<o:p></o:p></p><p> <o:p></o:p></p><p>Brian<o:p></o:p></p><p> <o:p></o:p></p><p>--<o:p></o:p></p><p>Brian G. Peterson<o:p></o:p></p><p><a href="http://braverock.com/brian/" target="_blank"><span style='color:windowtext;text-decoration:none'>http://braverock.com/brian/</span></a><o:p></o:p></p><p>Ph: <a href="tel:773-459-4973" target="_blank">773-459-4973</a><o:p></o:p></p><p>IM: bgpbraverock<o:p></o:p></p><p>_______________________________________________<o:p></o:p></p><p>GSoC-PortA mailing list<o:p></o:p></p><p><a href="mailto:GSoC-PortA@lists.r-forge.r-project.org" target="_blank"><span style='color:windowtext;text-decoration:none'>GSoC-PortA@lists.r-forge.r-project.org</span></a><o:p></o:p></p><p><a href="http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-porta" target="_blank"><span style='color:windowtext;text-decoration:none'>http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-porta</span></a><o:p></o:p></p></div></div></div><p class=MsoNormal style='margin-bottom:12.0pt'><br>_______________________________________________<br>GSoC-PortA mailing list<br><a href="mailto:GSoC-PortA@lists.r-forge.r-project.org">GSoC-PortA@lists.r-forge.r-project.org</a><br><a href="http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-porta" target="_blank">http://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/gsoc-porta</a><o:p></o:p></p></div><p class=MsoNormal><o:p> </o:p></p></div></div></body></html>