[Returnanalytics-commits] r2900 - pkg/PortfolioAnalytics/vignettes

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

Author: rossbennett34
Date: 2013-08-27 07:10:37 +0200 (Tue, 27 Aug 2013)
New Revision: 2900

Modified:
   pkg/PortfolioAnalytics/vignettes/ROI_vignette.Rnw
   pkg/PortfolioAnalytics/vignettes/ROI_vignette.pdf
   pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw
   pkg/PortfolioAnalytics/vignettes/portfolio_vignette.pdf
Log:
Modifying vignettes to add new group constraint specification

Modified: pkg/PortfolioAnalytics/vignettes/ROI_vignette.Rnw
===================================================================
--- pkg/PortfolioAnalytics/vignettes/ROI_vignette.Rnw	2013-08-27 02:53:19 UTC (rev 2899)
+++ pkg/PortfolioAnalytics/vignettes/ROI_vignette.Rnw	2013-08-27 05:10:37 UTC (rev 2900)
@@ -198,7 +198,9 @@
 # Add group constraints
 portf_minvar <- add.constraint(portfolio=portf_minvar, 
                                type="group", 
-                               groups=c(1, 2, 1), 
+                               groups=list(groupA=1,
+                                           groupB=c(2, 3),
+                                           groupC=4), 
                                group_min=c(0, 0.25, 0.10), 
                                group_max=c(0.45, 0.6, 0.5))
 @

Modified: pkg/PortfolioAnalytics/vignettes/ROI_vignette.pdf
===================================================================
(Binary files differ)

Modified: pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw
===================================================================
--- pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw	2013-08-27 02:53:19 UTC (rev 2899)
+++ pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw	2013-08-27 05:10:37 UTC (rev 2900)
@@ -110,7 +110,8 @@
 <<>>=
 # Add group constraints
 pspec <- add.constraint(portfolio=pspec, type="group",
-                        groups=c(3, 1),
+                        groups=list(groupA=c(1, 2, 3),
+                                    grouB=4),
                         group_min=c(0.1, 0.15), 
                         group_max=c(0.85, 0.55),
                         group_labels=c("GroupA", "GroupB"))

Modified: pkg/PortfolioAnalytics/vignettes/portfolio_vignette.pdf
===================================================================
(Binary files differ)