<div dir="ltr">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.<div><br></div><div style>I'll report back if I run into any errors.</div>
<div style><br></div><div style>Ross</div>
<div class="gmail_extra"><br><br><div class="gmail_quote">On Wed, Nov 27, 2013 at 12:25 PM, Brian G. Peterson <span dir="ltr"><<a href="mailto:brian@braverock.com" target="_blank">brian@braverock.com</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Stefan,<br>
<br>
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.<br>
<br>
Regards,<br>
<br>
Brian<br>
<br>
n 11/26/2013 07:29 AM, Stefan Theussl wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
Hi Brian,<br>
<br>
I recently improved ROI and their plugins. I will submit them to CRAN<br>
today or tomorrow. It would be great if you checked the current version<br>
of ROI and plugins (glpk, symphony, quadprog) with your framework. It<br>
would help me a lot in testing it.<br>
<br>
Anyway, I am about to implement further tests right now. But as always:<br>
the more the better ...<br>
<br>
Best,<br>
st<br>
<br>
<br>
On Tue, Oct 29, 2013 at 8:36 PM, Stefan Theussl<br>
<<a href="mailto:stefan.theussl@gmail.com" target="_blank">stefan.theussl@gmail.com</a> <mailto:<a href="mailto:stefan.theussl@gmail.com" target="_blank">stefan.theussl@gmail.<u></u>com</a>>> wrote:<br>
<br>
Hello Brian,<br>
<br>
thanks, all good here. How are you?<br>
<br>
ROI is definitely not to be abandoned. Nevertheless, I have to admit<br>
that I have not worked on it for a longer time due to time<br>
constraints. Only an update of Rglpk made it to CRAN some time ago.<br>
<br>
Anyway, I just put the ROI plugin to quadprog on top of my TODO<br>
list. I am looking forward to using PortfolioAnalytics myself and I<br>
appreciate the plan, that ROI might be part of it.<br>
<br>
Best,<br>
Stefan<br>
<br>
<br>
On Sun, Oct 27, 2013 at 8:11 PM, Brian G. Peterson<div><br>
<<a href="mailto:brian@braverock.com" target="_blank">brian@braverock.com</a> <mailto:<a href="mailto:brian@braverock.com" target="_blank">brian@braverock.com</a>>> wrote:<br>
<br>
Stefan,<br>
<br>
I hope things are well with you.<br>
<br>
I'm writing to ask what your plans are longer term for ROI.<br>
<br>
Kurt indicated that you are still working on it, but there have<br>
been almost no changes in the last year.<br>
<br>
Specifically, the change that we worked on with you a year ago<br>
for the quadprog plugin has not made it to CRAN.<br>
<br>
More generally, if ROI is to be abandoned, I need to start<br>
planning for significant changes to PortfolioAnalytics before I<br>
send it to CRAN, as we now use ROI almost exclusively for<br>
solvers that are supported by ROI.<br>
<br>
I think the framework is valuable, and I hope that you can move<br>
the quadprog fix to CRAN, and let me know how the package is to<br>
be maintained long-term.<br>
<br>
Best Regards,<br>
<br>
Brian<br>
<br>
--<br>
Brian G. Peterson<br>
<a href="http://braverock.com/brian/" target="_blank">http://braverock.com/brian/</a><br></div>
Ph: <a href="tel:773-459-4973" value="+17734594973" target="_blank">773-459-4973</a> <tel:<a href="tel:773-459-4973" value="+17734594973" target="_blank">773-459-4973</a>><br>
IM: bgpbraverock<br>
<br>
<br>
<br>
</blockquote><div>
<br>
<br>
-- <br>
Brian G. Peterson<br>
<a href="http://braverock.com/brian/" target="_blank">http://braverock.com/brian/</a><br>
Ph: <a href="tel:773-459-4973" value="+17734594973" target="_blank">773-459-4973</a><br>
IM: bgpbraverock<br></div>
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