<div dir="ltr"><div class="gmail_default" style="font-family:arial,helvetica,sans-serif">Hi, Doug and Ross, </div><div class="gmail_default" style="font-family:arial,helvetica,sans-serif"> </div><div class="gmail_default" style="font-family:arial,helvetica,sans-serif">
I changed the min mu to be 0 (in efront.constrained.r) for models with propcost . However I am using a hotel's desktop and cannot compile rmd file to update tutorial pdf. </div><div class="gmail_default" style="font-family:arial,helvetica,sans-serif">
</div><div class="gmail_default" style="font-family:arial,helvetica,sans-serif">I have attached the new zipped file. </div><div class="gmail_default" style="font-family:arial,helvetica,sans-serif"> </div><div class="gmail_default" style="font-family:arial,helvetica,sans-serif">
Best</div></div><div class="gmail_extra"><br clear="all"><div><div dir="ltr"><div>Ke Li (Kirk) </div><div><br></div></div></div>
<br><br><div class="gmail_quote">On Wed, Aug 13, 2014 at 6:33 PM, Doug Martin <span dir="ltr"><<a href="mailto:martinrd@comcast.net" target="_blank">martinrd@comcast.net</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div lang="EN-US" vlink="purple" link="blue"><div><p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt">Ross,<u></u><u></u></span></p><p class="MsoNormal">
<span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"><u></u> <u></u></span></p><p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt">I just talked with Kirk. He needs to make a small fix to the code so that the efficient frontier for this case starts at the mean risk point (0,0). It was originally one of the ways it was done, but not in the most recent version. He may get a chance to look at it and fix tonight. Else he will be on the road until Sunday and get to it then. I have cc’d Kirk so the two of you can be in touch. <u></u><u></u></span></p>
<p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"><u></u> <u></u></span></p><p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt">Doug<u></u><u></u></span></p>
<p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"><u></u> <u></u></span></p><p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"><u></u> <u></u></span></p>
<p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"><u></u> <u></u></span></p><p class="MsoNormal"><b><span style="font-family:"Tahoma","sans-serif";font-size:10pt">From:</span></b><span style="font-family:"Tahoma","sans-serif";font-size:10pt"> <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>] <b>On Behalf Of </b>Ross Bennett<br>
<b>Sent:</b> Wednesday, August 13, 2014 6:40 PM<br><b>To:</b> PortfolioAnalytics<br><b>Subject:</b> Re: [GSoC-PortA] PortfolioAnalytics Documentation Review<u></u><u></u></span></p><p class="MsoNormal"><u></u> <u></u></p>
<div><p class="MsoNormal">Doug,<u></u><u></u></p><div><p class="MsoNormal"><u></u> <u></u></p></div><div><p class="MsoNormal">Do you have the R script of Kirk's implementation you can send me? I'll run his code and compare to see if we get the same results.<u></u><u></u></p>
</div><div><p class="MsoNormal"><u></u> <u></u></p></div><div><p class="MsoNormal">Ross<u></u><u></u></p></div><div><p class="MsoNormal"><u></u> <u></u></p></div></div><div><p class="MsoNormal" style="margin-bottom:12pt">
<u></u> <u></u></p><div><p class="MsoNormal">On Wed, Aug 13, 2014 at 12:44 PM, Doug Martin <<a href="mailto:martinrd@comcast.net" target="_blank">martinrd@comcast.net</a>> wrote:<u></u><u></u></p><div><div><p class="MsoNormal">
<span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt">Ross,</span><u></u><u></u></p><p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"> </span><u></u><u></u></p>
<p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt">Got it, thanks. Will have a look in the next few days.</span><u></u><u></u></p><p class="MsoNormal">
<span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"> </span><u></u><u></u></p><p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt">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.</span><u></u><u></u></p>
<p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"> </span><u></u><u></u></p><p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt">Doug</span><u></u><u></u></p>
<p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"> </span><u></u><u></u></p><p class="MsoNormal"><span style="color:rgb(31,73,125);font-family:"Calibri","sans-serif";font-size:11pt"> </span><u></u><u></u></p>
<p class="MsoNormal"><b><span style="font-family:"Tahoma","sans-serif";font-size:10pt">From:</span></b><span style="font-family:"Tahoma","sans-serif";font-size:10pt"> <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>] <b>On Behalf Of </b>Ross Bennett<br>
<b>Sent:</b> Tuesday, August 12, 2014 4:05 AM<br><b>To:</b> PortfolioAnalytics<br><b>Subject:</b> [GSoC-PortA] PortfolioAnalytics Documentation Review</span><u></u><u></u></p><div><div><p class="MsoNormal"> <u></u><u></u></p>
<div><p class="MsoNormal">All,<u></u><u></u></p><div><p class="MsoNormal"> <u></u><u></u></p></div><div><p class="MsoNormal">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.<u></u><u></u></p>
</div><div><p class="MsoNormal"> <u></u><u></u></p></div><div><p class="MsoNormal">If you have the time to review these documents, I would greatly appreciate any comments and feedback .<u></u><u></u></p></div><div><p class="MsoNormal">
<u></u><u></u></p></div><div><p class="MsoNormal">Thanks,<u></u><u></u></p></div><div><p class="MsoNormal">Ross<u></u><u></u></p></div></div></div></div></div></div><p class="MsoNormal" style="margin-bottom:12pt"><br>_______________________________________________<br>
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</div><p class="MsoNormal"><u></u> <u></u></p></div></div></div></blockquote></div><br></div>