[Returnanalytics-commits] r3001 - in pkg/PortfolioAnalytics: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Sep 5 19:12:45 CEST 2013
Author: rossbennett34
Date: 2013-09-05 19:12:44 +0200 (Thu, 05 Sep 2013)
New Revision: 3001
Removed:
pkg/PortfolioAnalytics/man/chart.Weights.EF.efficient.frontier.Rd
pkg/PortfolioAnalytics/man/chart.Weights.EF.optimize.portfolio.Rd
Modified:
pkg/PortfolioAnalytics/R/constrained_objective.R
pkg/PortfolioAnalytics/R/optimize.portfolio.R
pkg/PortfolioAnalytics/man/constrained_objective.Rd
pkg/PortfolioAnalytics/man/optimize.portfolio.Rd
pkg/PortfolioAnalytics/man/optimize.portfolio.rebalancing.Rd
Log:
Updating documentation. Removed inst/folder
Modified: pkg/PortfolioAnalytics/R/constrained_objective.R
===================================================================
--- pkg/PortfolioAnalytics/R/constrained_objective.R 2013-09-05 16:30:29 UTC (rev 3000)
+++ pkg/PortfolioAnalytics/R/constrained_objective.R 2013-09-05 17:12:44 UTC (rev 3001)
@@ -339,6 +339,7 @@
#' @param trace TRUE/FALSE whether to include debugging and additional detail in the output list
#' @param normalize TRUE/FALSE whether to normalize results to min/max sum (TRUE), or let the optimizer penalize portfolios that do not conform (FALSE)
#' @param storage TRUE/FALSE default TRUE for DEoptim with trace, otherwise FALSE. not typically user-called
+#' @param constraints a v1_constraint object for \code{constrained_objective_v1}
#' @seealso \code{\link{constraint}}, \code{\link{objective}}, \code{\link[DEoptim]{DEoptim.control}}
#' @author Kris Boudt, Peter Carl, Brian G. Peterson, Ross Bennett
#' @aliases constrained_objective constrained_objective_v1
Modified: pkg/PortfolioAnalytics/R/optimize.portfolio.R
===================================================================
--- pkg/PortfolioAnalytics/R/optimize.portfolio.R 2013-09-05 16:30:29 UTC (rev 3000)
+++ pkg/PortfolioAnalytics/R/optimize.portfolio.R 2013-09-05 17:12:44 UTC (rev 3001)
@@ -1037,7 +1037,7 @@
#' }
#'
#' @author Kris Boudt, Peter Carl, Brian G. Peterson, Ross Bennett
-#' @aliases optimize.portfolio_v2 optimize_portfolio_v1
+#' @aliases optimize.portfolio_v2 optimize.portfolio_v1
#' @seealso \code{\link{portfolio.spec}}
#' @name optimize.portfolio
#' @export
@@ -1109,6 +1109,7 @@
#' @return a list containing the optimal weights, some summary statistics, the function call, and optionally trace information
#' @author Kris Boudt, Peter Carl, Brian G. Peterson
#' @name optimize.portfolio.rebalancing
+#' @aliases optimize.portfolio.rebalancing optimize.portfolio.rebalancing_v1
#' @export
optimize.portfolio.rebalancing <- function(R, portfolio=NULL, constraints=NULL, objectives=NULL, optimize_method=c("DEoptim","random","ROI"), search_size=20000, trace=FALSE, ..., rp=NULL, rebalance_on=NULL, training_period=NULL, trailing_periods=NULL)
{
Deleted: pkg/PortfolioAnalytics/man/chart.Weights.EF.efficient.frontier.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.Weights.EF.efficient.frontier.Rd 2013-09-05 16:30:29 UTC (rev 3000)
+++ pkg/PortfolioAnalytics/man/chart.Weights.EF.efficient.frontier.Rd 2013-09-05 17:12:44 UTC (rev 3001)
@@ -1,60 +0,0 @@
-\name{chart.Weights.EF.efficient.frontier}
-\alias{chart.Weights.EF.efficient.frontier}
-\title{Chart weights along an efficient frontier for an efficient.frontier object}
-\usage{
- \method{chart.Weights.EF}{efficient.frontier} (object,
- ..., colorset = NULL, n.portfolios = 25,
- by.groups = FALSE, match.col = "ES", main = "",
- cex.lab = 0.8, cex.axis = 0.8, cex.legend = 0.8,
- legend.labels = NULL, element.color = "darkgray",
- legend.loc = "topright")
-}
-\arguments{
- \item{object}{object of class \code{efficient.frontier}}
-
- \item{\dots}{passthru parameters to \code{barplot}.}
-
- \item{colorset}{color palette to use}
-
- \item{n.portfolios}{number of portfolios to extract along
- the efficient frontier}
-
- \item{by.groups}{TRUE/FALSE. If TRUE, the group weights
- are charted}
-
- \item{match.col}{string name of column to use for risk
- (horizontal axis). Must match the name of an objective.}
-
- \item{main}{title used in the plot.}
-
- \item{cex.lab}{The magnification to be used for x-axis
- and y-axis labels relative to the current setting of
- 'cex'}
-
- \item{cex.axis}{The magnification to be used for sizing
- the axis text relative to the current setting of 'cex',
- similar to \code{\link{plot}}}
-
- \item{cex.legend}{The magnification to be used for sizing
- the legend relative to the current setting of 'cex',
- similar to \code{\link{plot}}}
-
- \item{legend.labels}{character vector to use for the
- legend labels}
-
- \item{element.color}{provides the color for drawing
- less-important chart elements, such as the box lines,
- axis lines, etc.}
-
- \item{legend.loc}{NULL, "topright", "right", or
- "bottomright". If legend.loc is NULL, the legend will not
- be plotted}
-}
-\description{
- Chart weights along an efficient frontier for an
- efficient.frontier object
-}
-\author{
- Ross Bennett
-}
-
Deleted: pkg/PortfolioAnalytics/man/chart.Weights.EF.optimize.portfolio.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.Weights.EF.optimize.portfolio.Rd 2013-09-05 16:30:29 UTC (rev 3000)
+++ pkg/PortfolioAnalytics/man/chart.Weights.EF.optimize.portfolio.Rd 2013-09-05 17:12:44 UTC (rev 3001)
@@ -1,60 +0,0 @@
-\name{chart.Weights.EF.optimize.portfolio}
-\alias{chart.Weights.EF.optimize.portfolio}
-\title{Chart weights along an efficient frontier for an efficient.frontier object}
-\usage{
- \method{chart.Weights.EF}{optimize.portfolio} (object,
- ..., colorset = NULL, n.portfolios = 25,
- by.groups = FALSE, match.col = "ES", main = "",
- cex.lab = 0.8, cex.axis = 0.8, cex.legend = 0.8,
- legend.labels = NULL, element.color = "darkgray",
- legend.loc = "topright")
-}
-\arguments{
- \item{object}{object of class \code{efficient.frontier}}
-
- \item{\dots}{passthru parameters to \code{barplot}.}
-
- \item{colorset}{color palette to use}
-
- \item{n.portfolios}{number of portfolios to extract along
- the efficient frontier}
-
- \item{by.groups}{TRUE/FALSE. If TRUE, the group weights
- are charted}
-
- \item{match.col}{string name of column to use for risk
- (horizontal axis). Must match the name of an objective.}
-
- \item{main}{title used in the plot.}
-
- \item{cex.lab}{The magnification to be used for x-axis
- and y-axis labels relative to the current setting of
- 'cex'}
-
- \item{cex.axis}{The magnification to be used for sizing
- the axis text relative to the current setting of 'cex',
- similar to \code{\link{plot}}}
-
- \item{cex.legend}{The magnification to be used for sizing
- the legend relative to the current setting of 'cex',
- similar to \code{\link{plot}}}
-
- \item{legend.labels}{character vector to use for the
- legend labels}
-
- \item{element.color}{provides the color for drawing
- less-important chart elements, such as the box lines,
- axis lines, etc.}
-
- \item{legend.loc}{NULL, "topright", "right", or
- "bottomright". If legend.loc is NULL, the legend will not
- be plotted}
-}
-\description{
- Chart weights along an efficient frontier for an
- efficient.frontier object
-}
-\author{
- Ross Bennett
-}
-
Modified: pkg/PortfolioAnalytics/man/constrained_objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/constrained_objective.Rd 2013-09-05 16:30:29 UTC (rev 3000)
+++ pkg/PortfolioAnalytics/man/constrained_objective.Rd 2013-09-05 17:12:44 UTC (rev 3001)
@@ -34,6 +34,9 @@
\item{storage}{TRUE/FALSE default TRUE for DEoptim with
trace, otherwise FALSE. not typically user-called}
+
+ \item{constraints}{a v1_constraint object for
+ \code{constrained_objective_v1}}
}
\description{
function to calculate a numeric return value for a
Modified: pkg/PortfolioAnalytics/man/optimize.portfolio.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/optimize.portfolio.Rd 2013-09-05 16:30:29 UTC (rev 3000)
+++ pkg/PortfolioAnalytics/man/optimize.portfolio.Rd 2013-09-05 17:12:44 UTC (rev 3001)
@@ -1,6 +1,6 @@
\name{optimize.portfolio}
-\alias{optimize_portfolio_v1}
\alias{optimize.portfolio}
+\alias{optimize.portfolio_v1}
\alias{optimize.portfolio_v2}
\title{constrained optimization of portfolios}
\usage{
Modified: pkg/PortfolioAnalytics/man/optimize.portfolio.rebalancing.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/optimize.portfolio.rebalancing.Rd 2013-09-05 16:30:29 UTC (rev 3000)
+++ pkg/PortfolioAnalytics/man/optimize.portfolio.rebalancing.Rd 2013-09-05 17:12:44 UTC (rev 3001)
@@ -1,5 +1,6 @@
\name{optimize.portfolio.rebalancing}
\alias{optimize.portfolio.rebalancing}
+\alias{optimize.portfolio.rebalancing_v1}
\title{portfolio optimization with support for rebalancing or rolling periods}
\usage{
optimize.portfolio.rebalancing_v1(R, constraints,
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