[Returnanalytics-commits] r2953 - pkg/PortfolioAnalytics/R

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

Author: rossbennett34
Date: 2013-08-31 20:19:25 +0200 (Sat, 31 Aug 2013)
New Revision: 2953

Modified:
   pkg/PortfolioAnalytics/R/optFUN.R
   pkg/PortfolioAnalytics/R/optimize.portfolio.R
Log:
Fixing case with optimize.portfolio where the moment function was failing if no dot args were passed in. Removing print statements from gmv_opt.

Modified: pkg/PortfolioAnalytics/R/optFUN.R
===================================================================
--- pkg/PortfolioAnalytics/R/optFUN.R	2013-08-31 16:30:59 UTC (rev 2952)
+++ pkg/PortfolioAnalytics/R/optFUN.R	2013-08-31 18:19:25 UTC (rev 2953)
@@ -58,8 +58,6 @@
     rhs.vec <- c(rhs.vec, constraints$lower, -constraints$upper)
   }
   
-  print(constraints$conc_aversion)
-  print(lambda_hhi)
   # set up the quadratic objective
   if(!is.null(constraints$conc_aversion)){
     ROI_objective <- Q_objective(Q=2*lambda*moments$var + lambda_hhi * diag(N), L=-moments$mean)

Modified: pkg/PortfolioAnalytics/R/optimize.portfolio.R
===================================================================
--- pkg/PortfolioAnalytics/R/optimize.portfolio.R	2013-08-31 16:30:59 UTC (rev 2952)
+++ pkg/PortfolioAnalytics/R/optimize.portfolio.R	2013-08-31 18:19:25 UTC (rev 2953)
@@ -515,7 +515,10 @@
   .formals$R <- R
   .formals$portfolio <- portfolio
   .formals$... <- NULL
-
+  
+  # If no dotargs are passed in, .formals was a pairlist and do.call was failing
+  if(!inherits(.formals, "list")) .formals <- as.list(.formals)
+  
   mout <- try((do.call(momentFUN, .formals)) ,silent=TRUE)
   if(inherits(mout,"try-error")) { 
     message(paste("portfolio moment function failed with message",mout))