[Returnanalytics-commits] r2614 - in pkg/PortfolioAnalytics: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jul 22 00:40:04 CEST 2013
Author: rossbennett34
Date: 2013-07-22 00:40:03 +0200 (Mon, 22 Jul 2013)
New Revision: 2614
Added:
pkg/PortfolioAnalytics/man/print.optimize.portfolio.DEoptim.Rd
pkg/PortfolioAnalytics/man/print.optimize.portfolio.GenSA.Rd
pkg/PortfolioAnalytics/man/print.optimize.portfolio.ROI.Rd
pkg/PortfolioAnalytics/man/print.optimize.portfolio.pso.Rd
pkg/PortfolioAnalytics/man/print.optimize.portfolio.random.Rd
Modified:
pkg/PortfolioAnalytics/NAMESPACE
pkg/PortfolioAnalytics/man/add.constraint.Rd
pkg/PortfolioAnalytics/man/box_constraint.Rd
pkg/PortfolioAnalytics/man/diversification_constraint.Rd
pkg/PortfolioAnalytics/man/group_constraint.Rd
pkg/PortfolioAnalytics/man/optimize.portfolio_v2.Rd
pkg/PortfolioAnalytics/man/portfolio.spec.Rd
pkg/PortfolioAnalytics/man/position_limit_constraint.Rd
pkg/PortfolioAnalytics/man/turnover_constraint.Rd
pkg/PortfolioAnalytics/man/weight_sum_constraint.Rd
Log:
updating documentation and NAMESPACE
Modified: pkg/PortfolioAnalytics/NAMESPACE
===================================================================
--- pkg/PortfolioAnalytics/NAMESPACE 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/NAMESPACE 2013-07-21 22:40:03 UTC (rev 2614)
@@ -46,6 +46,11 @@
export(pos_limit_fail)
export(position_limit_constraint)
export(print.constraint)
+export(print.optimize.portfolio.DEoptim)
+export(print.optimize.portfolio.GenSA)
+export(print.optimize.portfolio.pso)
+export(print.optimize.portfolio.random)
+export(print.optimize.portfolio.ROI)
export(random_portfolios_v2)
export(random_portfolios)
export(random_walk_portfolios)
Modified: pkg/PortfolioAnalytics/man/add.constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/add.constraint.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/add.constraint.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -2,8 +2,8 @@
\alias{add.constraint}
\title{General interface for adding and/or updating optimization constraints.}
\usage{
- add.constraint(portfolio, type, enabled = TRUE, ...,
- indexnum = NULL)
+ add.constraint(portfolio, type, enabled = TRUE,
+ message = FALSE, ..., indexnum = NULL)
}
\arguments{
\item{portfolio}{an object of class 'portfolio' to add
@@ -16,6 +16,9 @@
\item{enabled}{TRUE/FALSE}
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
+
\item{\dots}{any other passthru parameters to specify
constraints}
Modified: pkg/PortfolioAnalytics/man/box_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/box_constraint.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/box_constraint.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -3,7 +3,7 @@
\title{constructor for box_constraint.}
\usage{
box_constraint(type, assets, min, max, min_mult,
- max_mult, enabled = TRUE, ...)
+ max_mult, enabled = TRUE, message = FALSE, ...)
}
\arguments{
\item{type}{character type of the constraint}
@@ -27,6 +27,9 @@
\item{enabled}{TRUE/FALSE}
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
+
\item{\dots}{any other passthru parameters to specify box
constraints}
}
Modified: pkg/PortfolioAnalytics/man/diversification_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/diversification_constraint.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/diversification_constraint.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -3,7 +3,7 @@
\title{constructor for diversification_constraint}
\usage{
diversification_constraint(type, div_target,
- enabled = TRUE, ...)
+ enabled = TRUE, message = FALSE, ...)
}
\arguments{
\item{type}{character type of the constraint}
@@ -12,6 +12,9 @@
\item{enabled}{TRUE/FALSE}
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
+
\item{\dots}{any other passthru parameters to specify box
and/or group constraints}
}
Modified: pkg/PortfolioAnalytics/man/group_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/group_constraint.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/group_constraint.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -4,7 +4,7 @@
\usage{
group_constraint(type, assets, groups,
group_labels = NULL, group_min, group_max,
- group_pos = NULL, enabled = TRUE, ...)
+ group_pos = NULL, enabled = TRUE, message = FALSE, ...)
}
\arguments{
\item{type}{character type of the constraint}
@@ -28,6 +28,9 @@
\item{enabled}{TRUE/FALSE}
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
+
\item{\dots}{any other passthru parameters to specify
group constraints}
}
Modified: pkg/PortfolioAnalytics/man/optimize.portfolio_v2.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/optimize.portfolio_v2.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/optimize.portfolio_v2.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -5,7 +5,8 @@
optimize.portfolio_v2(R, portfolio,
optimize_method = c("DEoptim", "random", "ROI", "ROI_old", "pso", "GenSA"),
search_size = 20000, trace = FALSE, ..., rp = NULL,
- momentFUN = "set.portfolio.moments_v2")
+ momentFUN = "set.portfolio.moments_v2",
+ message = FALSE)
}
\arguments{
\item{R}{an xts, vector, matrix, data frame, timeSeries
@@ -40,6 +41,9 @@
\item{momentFUN}{the name of a function to call to set
portfolio moments, default
\code{\link{set.portfolio.moments_v2}}}
+
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
}
\value{
a list containing the optimal weights, some summary
Modified: pkg/PortfolioAnalytics/man/portfolio.spec.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/portfolio.spec.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/portfolio.spec.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -3,7 +3,7 @@
\title{constructor for class portfolio}
\usage{
portfolio.spec(assets = NULL, category_labels = NULL,
- weight_seq = NULL)
+ weight_seq = NULL, message = FALSE)
}
\arguments{
\item{assets}{number of assets, or optionally a named
@@ -17,6 +17,9 @@
\item{weight_seq}{seed sequence of weights, see
\code{\link{generatesequence}}}
+
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
}
\description{
constructor for class portfolio
Modified: pkg/PortfolioAnalytics/man/position_limit_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/position_limit_constraint.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/position_limit_constraint.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -4,7 +4,7 @@
\usage{
position_limit_constraint(type, assets, max_pos = NULL,
max_pos_long = NULL, max_pos_short = NULL,
- enabled = TRUE, ...)
+ enabled = TRUE, message = FALSE, ...)
}
\arguments{
\item{type}{character type of the constraint}
@@ -20,6 +20,9 @@
\item{enabled}{TRUE/FALSE}
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
+
\item{\dots}{any other passthru parameters to specify
position limit constraints}
}
Added: pkg/PortfolioAnalytics/man/print.optimize.portfolio.DEoptim.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/print.optimize.portfolio.DEoptim.Rd (rev 0)
+++ pkg/PortfolioAnalytics/man/print.optimize.portfolio.DEoptim.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -0,0 +1,21 @@
+\name{print.optimize.portfolio.DEoptim}
+\alias{print.optimize.portfolio.DEoptim}
+\title{Printing Output of optimize.portfolio}
+\usage{
+ print.optimize.portfolio.DEoptim(object,
+ digits = max(3, getOption("digits") - 3), ...)
+}
+\arguments{
+ \item{object}{an object of class
+ "optimize.portfolio.DEoptim" resulting from a call to
+ optimize.portfolio}
+
+ \item{digits}{the number of significant digits to use
+ when printing.}
+
+ \item{...}{any other passthru parameters}
+}
+\description{
+ print method for optimize.portfolio.DEoptim
+}
+
Added: pkg/PortfolioAnalytics/man/print.optimize.portfolio.GenSA.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/print.optimize.portfolio.GenSA.Rd (rev 0)
+++ pkg/PortfolioAnalytics/man/print.optimize.portfolio.GenSA.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -0,0 +1,21 @@
+\name{print.optimize.portfolio.GenSA}
+\alias{print.optimize.portfolio.GenSA}
+\title{Printing Output of optimize.portfolio}
+\usage{
+ print.optimize.portfolio.GenSA(object,
+ digits = max(3, getOption("digits") - 3), ...)
+}
+\arguments{
+ \item{object}{an object of class
+ "optimize.portfolio.GenSA" resulting from a call to
+ optimize.portfolio}
+
+ \item{digits}{the number of significant digits to use
+ when printing}
+
+ \item{...}{any other passthru parameters}
+}
+\description{
+ print method for optimize.portfolio.GenSA
+}
+
Added: pkg/PortfolioAnalytics/man/print.optimize.portfolio.ROI.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/print.optimize.portfolio.ROI.Rd (rev 0)
+++ pkg/PortfolioAnalytics/man/print.optimize.portfolio.ROI.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -0,0 +1,20 @@
+\name{print.optimize.portfolio.ROI}
+\alias{print.optimize.portfolio.ROI}
+\title{Printing Output of optimize.portfolio}
+\usage{
+ print.optimize.portfolio.ROI(object,
+ digits = max(3, getOption("digits") - 3), ...)
+}
+\arguments{
+ \item{object}{an object of class "optimize.portfolio.ROI"
+ resulting from a call to optimize.portfolio}
+
+ \item{digits}{the number of significant digits to use
+ when printing.}
+
+ \item{...}{any other passthru parameters}
+}
+\description{
+ print method for optimize.portfolio.ROI
+}
+
Added: pkg/PortfolioAnalytics/man/print.optimize.portfolio.pso.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/print.optimize.portfolio.pso.Rd (rev 0)
+++ pkg/PortfolioAnalytics/man/print.optimize.portfolio.pso.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -0,0 +1,20 @@
+\name{print.optimize.portfolio.pso}
+\alias{print.optimize.portfolio.pso}
+\title{Printing Output of optimize.portfolio}
+\usage{
+ print.optimize.portfolio.pso(object,
+ digits = max(3, getOption("digits") - 3), ...)
+}
+\arguments{
+ \item{object}{an object of class "optimize.portfolio.pso"
+ resulting from a call to optimize.portfolio}
+
+ \item{digits}{the number of significant digits to use
+ when printing.}
+
+ \item{...}{any other passthru parameters}
+}
+\description{
+ print method for optimize.portfolio.pso
+}
+
Added: pkg/PortfolioAnalytics/man/print.optimize.portfolio.random.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/print.optimize.portfolio.random.Rd (rev 0)
+++ pkg/PortfolioAnalytics/man/print.optimize.portfolio.random.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -0,0 +1,21 @@
+\name{print.optimize.portfolio.random}
+\alias{print.optimize.portfolio.random}
+\title{Printing Output of optimize.portfolio}
+\usage{
+ print.optimize.portfolio.random(object,
+ digits = max(3, getOption("digits") - 3), ...)
+}
+\arguments{
+ \item{object}{an object of class
+ "optimize.portfolio.random" resulting from a call to
+ optimize.portfolio}
+
+ \item{digits}{the number of significant digits to use
+ when printing.}
+
+ \item{...}{any other passthru parameters}
+}
+\description{
+ print method for optimize.portfolio.random
+}
+
Modified: pkg/PortfolioAnalytics/man/turnover_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/turnover_constraint.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/turnover_constraint.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -3,7 +3,7 @@
\title{constructor for turnover_constraint}
\usage{
turnover_constraint(type, turnover_target,
- enabled = TRUE, ...)
+ enabled = TRUE, message = FALSE, ...)
}
\arguments{
\item{type}{character type of the constraint}
@@ -12,6 +12,9 @@
\item{enabled}{TRUE/FALSE}
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
+
\item{\dots}{any other passthru parameters to specify box
and/or group constraints}
}
Modified: pkg/PortfolioAnalytics/man/weight_sum_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/weight_sum_constraint.Rd 2013-07-21 20:23:26 UTC (rev 2613)
+++ pkg/PortfolioAnalytics/man/weight_sum_constraint.Rd 2013-07-21 22:40:03 UTC (rev 2614)
@@ -16,6 +16,9 @@
\item{enabled}{TRUE/FALSE}
+ \item{message}{TRUE/FALSE. The default is message=FALSE.
+ Display messages if TRUE.}
+
\item{\dots}{any other passthru parameters to specify
weight_sum constraints}
}
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