[Returnanalytics-commits] r2887 - pkg/PortfolioAnalytics/R

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2013-08-26 01:28:50 +0200 (Mon, 26 Aug 2013)
New Revision: 2887

Modified:
   pkg/PortfolioAnalytics/R/constrained_objective.R
Log:
Adding var in the switch statment that calls StdDev. Removing var as its own function in the switch statement in constrained_objective.

Modified: pkg/PortfolioAnalytics/R/constrained_objective.R
===================================================================
--- pkg/PortfolioAnalytics/R/constrained_objective.R	2013-08-25 22:53:38 UTC (rev 2886)
+++ pkg/PortfolioAnalytics/R/constrained_objective.R	2013-08-25 23:28:50 UTC (rev 2887)
@@ -529,12 +529,10 @@
                  nargs$x <- ( R %*% w ) #do the multivariate mean/median with Kroneker product
                },
                sd =,
+               var =,
                StdDev = { 
                  fun = match.fun(StdDev)
                },
-               var = { 
-                 fun = match.fun(var.portfolio)
-               },
                mVaR =,
                VaR = {
                  fun = match.fun(VaR)