[Returnanalytics-commits] r2885 - pkg/PortfolioAnalytics/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Aug 25 19:49:32 CEST 2013
Author: rossbennett34
Date: 2013-08-25 19:49:32 +0200 (Sun, 25 Aug 2013)
New Revision: 2885
Modified:
pkg/PortfolioAnalytics/R/charts.DE.R
pkg/PortfolioAnalytics/R/charts.GenSA.R
pkg/PortfolioAnalytics/R/charts.PSO.R
pkg/PortfolioAnalytics/R/charts.ROI.R
pkg/PortfolioAnalytics/R/charts.RP.R
Log:
Modified chart.Weights.* functions to plot negative weights and handle Inf or -Inf in box constraints.
Modified: pkg/PortfolioAnalytics/R/charts.DE.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.DE.R 2013-08-25 17:12:28 UTC (rev 2884)
+++ pkg/PortfolioAnalytics/R/charts.DE.R 2013-08-25 17:49:32 UTC (rev 2885)
@@ -38,9 +38,20 @@
bottommargin = minmargin
}
par(mar = c(bottommargin, 4, topmargin, 2) +.1)
- plot(object$weights, type="b", col="blue", axes=FALSE, xlab='', ylim=c(0,max(constraints$max)), ylab="Weights", main=main, pch=16, ...)
- points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
- points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ if(any(is.infinite(constraints$max)) | any(is.infinite(constraints$min))){
+ # set ylim based on weights if box constraints contain Inf or -Inf
+ ylim <- range(object$weights)
+ } else {
+ # set ylim based on the range of box constraints min and max
+ ylim <- range(c(constraints$min, constraints$max))
+ }
+ plot(object$weights, type="b", col="blue", axes=FALSE, xlab='', ylim=ylim, ylab="Weights", main=main, pch=16, ...)
+ if(!any(is.infinite(constraints$min))){
+ points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
+ }
+ if(!any(is.infinite(constraints$max))){
+ points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ }
# if(!is.null(neighbors)){
# if(is.vector(neighbors)){
# xtract=extractStats(object)
Modified: pkg/PortfolioAnalytics/R/charts.GenSA.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.GenSA.R 2013-08-25 17:12:28 UTC (rev 2884)
+++ pkg/PortfolioAnalytics/R/charts.GenSA.R 2013-08-25 17:49:32 UTC (rev 2885)
@@ -27,9 +27,20 @@
bottommargin = minmargin
}
par(mar = c(bottommargin, 4, topmargin, 2) +.1)
- plot(object$weights, type="b", col="blue", axes=FALSE, xlab='', ylim=c(0,max(constraints$max)), ylab="Weights", main=main, pch=16, ...)
- points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
- points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ if(any(is.infinite(constraints$max)) | any(is.infinite(constraints$min))){
+ # set ylim based on weights if box constraints contain Inf or -Inf
+ ylim <- range(object$weights)
+ } else {
+ # set ylim based on the range of box constraints min and max
+ ylim <- range(c(constraints$min, constraints$max))
+ }
+ plot(object$weights, type="b", col="blue", axes=FALSE, xlab='', ylim=ylim, ylab="Weights", main=main, pch=16, ...)
+ if(!any(is.infinite(constraints$min))){
+ points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
+ }
+ if(!any(is.infinite(constraints$max))){
+ points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ }
# if(!is.null(neighbors)){
# if(is.vector(neighbors)){
# xtract=extractStats(ROI)
Modified: pkg/PortfolioAnalytics/R/charts.PSO.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.PSO.R 2013-08-25 17:12:28 UTC (rev 2884)
+++ pkg/PortfolioAnalytics/R/charts.PSO.R 2013-08-25 17:49:32 UTC (rev 2885)
@@ -27,9 +27,20 @@
bottommargin = minmargin
}
par(mar = c(bottommargin, 4, topmargin, 2) +.1)
- plot(object$weights, type="b", col="blue", axes=FALSE, xlab='', ylim=c(0,max(constraints$max)), ylab="Weights", main=main, pch=16, ...)
- points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
- points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ if(any(is.infinite(constraints$max)) | any(is.infinite(constraints$min))){
+ # set ylim based on weights if box constraints contain Inf or -Inf
+ ylim <- range(object$weights)
+ } else {
+ # set ylim based on the range of box constraints min and max
+ ylim <- range(c(constraints$min, constraints$max))
+ }
+ plot(object$weights, type="b", col="blue", axes=FALSE, xlab='', ylim=ylim, ylab="Weights", main=main, pch=16, ...)
+ if(!any(is.infinite(constraints$min))){
+ points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
+ }
+ if(!any(is.infinite(constraints$max))){
+ points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ }
# if(!is.null(neighbors)){
# if(is.vector(neighbors)){
# xtract=extractStats(ROI)
Modified: pkg/PortfolioAnalytics/R/charts.ROI.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.ROI.R 2013-08-25 17:12:28 UTC (rev 2884)
+++ pkg/PortfolioAnalytics/R/charts.ROI.R 2013-08-25 17:49:32 UTC (rev 2885)
@@ -27,9 +27,20 @@
bottommargin = minmargin
}
par(mar = c(bottommargin, 4, topmargin, 2) +.1)
- plot(object$weights, type="b", col="blue", axes=FALSE, xlab='', ylim=c(0,max(constraints$max)), ylab="Weights", main=main, pch=16, ...)
- points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
- points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ if(any(is.infinite(constraints$max)) | any(is.infinite(constraints$min))){
+ # set ylim based on weights if box constraints contain Inf or -Inf
+ ylim <- range(object$weights)
+ } else {
+ # set ylim based on the range of box constraints min and max
+ ylim <- range(c(constraints$min, constraints$max))
+ }
+ plot(object$weights, type="b", col="blue", axes=FALSE, xlab='', ylim=ylim, ylab="Weights", main=main, pch=16, ...)
+ if(!any(is.infinite(constraints$min))){
+ points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
+ }
+ if(!any(is.infinite(constraints$max))){
+ points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ }
# if(!is.null(neighbors)){
# if(is.vector(neighbors)){
# xtract=extractStats(object)
Modified: pkg/PortfolioAnalytics/R/charts.RP.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.RP.R 2013-08-25 17:12:28 UTC (rev 2884)
+++ pkg/PortfolioAnalytics/R/charts.RP.R 2013-08-25 17:49:32 UTC (rev 2885)
@@ -41,9 +41,20 @@
bottommargin = minmargin
}
par(mar = c(bottommargin, 4, topmargin, 2) +.1)
- plot(object$random_portfolios[1,], type="b", col="orange", axes=FALSE, xlab='', ylim=c(0,max(constraints$max)), ylab="Weights", main=main, ...)
- points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
- points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ if(any(is.infinite(constraints$max)) | any(is.infinite(constraints$min))){
+ # set ylim based on weights if box constraints contain Inf or -Inf
+ ylim <- range(object$weights)
+ } else {
+ # set ylim based on the range of box constraints min and max
+ ylim <- range(c(constraints$min, constraints$max))
+ }
+ plot(object$random_portfolios[1,], type="b", col="orange", axes=FALSE, xlab='', ylim=ylim, ylab="Weights", main=main, ...)
+ if(!any(is.infinite(constraints$min))){
+ points(constraints$min, type="b", col="darkgray", lty="solid", lwd=2, pch=24)
+ }
+ if(!any(is.infinite(constraints$max))){
+ points(constraints$max, type="b", col="darkgray", lty="solid", lwd=2, pch=25)
+ }
if(!is.null(neighbors)){
if(is.vector(neighbors)){
xtract=extractStats(object)
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