[Returnanalytics-commits] r2630 - in pkg/PortfolioAnalytics: . R

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

Author: rossbennett34
Date: 2013-07-23 02:26:04 +0200 (Tue, 23 Jul 2013)
New Revision: 2630

Modified:
   pkg/PortfolioAnalytics/NAMESPACE
   pkg/PortfolioAnalytics/R/constrained_objective.R
   pkg/PortfolioAnalytics/R/moment.functions.R
   pkg/PortfolioAnalytics/R/objective.R
   pkg/PortfolioAnalytics/R/optimize.portfolio.R
   pkg/PortfolioAnalytics/R/random_portfolios.R
Log:
adding @export tag for all aliased functions

Modified: pkg/PortfolioAnalytics/NAMESPACE
===================================================================
--- pkg/PortfolioAnalytics/NAMESPACE	2013-07-23 00:14:22 UTC (rev 2629)
+++ pkg/PortfolioAnalytics/NAMESPACE	2013-07-23 00:26:04 UTC (rev 2630)
@@ -1,6 +1,7 @@
 export(add.constraint)
 export(add.objective_v1)
 export(add.objective_v2)
+export(add.objective)
 export(box_constraint)
 export(CCCgarch.MM)
 export(chart.Scatter.DE)
@@ -12,6 +13,7 @@
 export(constrained_group_tmp)
 export(constrained_objective_v1)
 export(constrained_objective_v2)
+export(constrained_objective)
 export(constraint_ROI)
 export(constraint_v2)
 export(constraint)
@@ -38,6 +40,7 @@
 export(optimize.portfolio_v2)
 export(optimize.portfolio.parallel)
 export(optimize.portfolio.rebalancing)
+export(optimize.portfolio)
 export(plot.optimize.portfolio.DEoptim)
 export(plot.optimize.portfolio.random)
 export(plot.optimize.portfolio)
@@ -53,14 +56,17 @@
 export(print.optimize.portfolio.ROI)
 export(random_portfolios_v1)
 export(random_portfolios_v2)
+export(random_portfolios)
 export(random_walk_portfolios)
 export(randomize_portfolio_v1)
 export(randomize_portfolio_v2)
+export(randomize_portfolio)
 export(return_objective)
 export(risk_budget_objective)
 export(rp_transform)
 export(set.portfolio.moments_v1)
 export(set.portfolio.moments_v2)
+export(set.portfolio.moments)
 export(summary.optimize.portfolio.rebalancing)
 export(summary.optimize.portfolio)
 export(summary.portfolio)

Modified: pkg/PortfolioAnalytics/R/constrained_objective.R
===================================================================
--- pkg/PortfolioAnalytics/R/constrained_objective.R	2013-07-23 00:14:22 UTC (rev 2629)
+++ pkg/PortfolioAnalytics/R/constrained_objective.R	2013-07-23 00:26:04 UTC (rev 2630)
@@ -718,4 +718,6 @@
   }
 }
 
-constrained_objective <- constrained_objective_v1
\ No newline at end of file
+# Alias constrained_objective_v2 to constrained_objective
+#' @export
+constrained_objective <- constrained_objective_v2
\ No newline at end of file

Modified: pkg/PortfolioAnalytics/R/moment.functions.R
===================================================================
--- pkg/PortfolioAnalytics/R/moment.functions.R	2013-07-23 00:14:22 UTC (rev 2629)
+++ pkg/PortfolioAnalytics/R/moment.functions.R	2013-07-23 00:26:04 UTC (rev 2630)
@@ -227,6 +227,7 @@
 }
 
 # Alias for set.portfolio.moments
+#' @export
 set.portfolio.moments <- set.portfolio.moments_v2
 
 garch.mm <- function(R,mu_ts, covlist,momentargs=list(),...) {

Modified: pkg/PortfolioAnalytics/R/objective.R
===================================================================
--- pkg/PortfolioAnalytics/R/objective.R	2013-07-23 00:14:22 UTC (rev 2629)
+++ pkg/PortfolioAnalytics/R/objective.R	2013-07-23 00:26:04 UTC (rev 2630)
@@ -216,6 +216,7 @@
 }
 
 # Alias add.objective_v2 to add.objective
+#' @export
 add.objective <- add.objective_v2
 
 # update.objective <- function(object, ...) {

Modified: pkg/PortfolioAnalytics/R/optimize.portfolio.R
===================================================================
--- pkg/PortfolioAnalytics/R/optimize.portfolio.R	2013-07-23 00:14:22 UTC (rev 2629)
+++ pkg/PortfolioAnalytics/R/optimize.portfolio.R	2013-07-23 00:26:04 UTC (rev 2630)
@@ -895,7 +895,8 @@
   return(out)
 }
 
-# Alias for optimize.portfolio_v2
+# Alias for optimize.portfolio_
+#' @export
 optimize.portfolio <- optimize.portfolio_v2
 
 #' portfolio optimization with support for rebalancing or rolling periods

Modified: pkg/PortfolioAnalytics/R/random_portfolios.R
===================================================================
--- pkg/PortfolioAnalytics/R/random_portfolios.R	2013-07-23 00:14:22 UTC (rev 2629)
+++ pkg/PortfolioAnalytics/R/random_portfolios.R	2013-07-23 00:26:04 UTC (rev 2630)
@@ -352,9 +352,11 @@
 }
 
 # Alias randomize_portfolio_v2 to randomize_portfolio
+#' @export
 randomize_portfolio <- randomize_portfolio_v2
 
 # Alias random_portfolios_v2 to random_portfolios
+#' @export
 random_portfolios <- random_portfolios_v2
 
 # EXAMPLE: start_t<- Sys.time(); x=random_walk_portfolios(rep(1/5,5), generatesequence(min=0.01, max=0.30, by=0.01), max_permutations=500, permutations=5000, min_sum=.99, max_sum=1.01); end_t<-Sys.time(); end_t-start_t;