[Returnanalytics-commits] r3161 - in pkg/PortfolioAnalytics: . R man

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

Author: rossbennett34
Date: 2013-09-22 23:56:29 +0200 (Sun, 22 Sep 2013)
New Revision: 3161

Removed:
   pkg/PortfolioAnalytics/man/optimizations.combine.Rd
Modified:
   pkg/PortfolioAnalytics/NAMESPACE
   pkg/PortfolioAnalytics/R/chart.Weights.R
   pkg/PortfolioAnalytics/R/charts.DE.R
   pkg/PortfolioAnalytics/man/chart.RiskReward.Rd
   pkg/PortfolioAnalytics/man/chart.Weights.Rd
Log:
Updating documentation for chart.Weights and chart.RiskReward

Modified: pkg/PortfolioAnalytics/NAMESPACE
===================================================================
--- pkg/PortfolioAnalytics/NAMESPACE	2013-09-22 21:55:40 UTC (rev 3160)
+++ pkg/PortfolioAnalytics/NAMESPACE	2013-09-22 21:56:29 UTC (rev 3161)
@@ -10,6 +10,7 @@
 export(chart.RiskReward)
 export(chart.Weights.EF)
 export(chart.Weights)
+export(combine.optimizations)
 export(constrained_objective_v2)
 export(constrained_objective)
 export(constraint_ROI)
@@ -36,7 +37,6 @@
 export(meanvar.efficient.frontier)
 export(minmax_objective)
 export(objective)
-export(optimizations.combine)
 export(optimize.portfolio_v2)
 export(optimize.portfolio.parallel)
 export(optimize.portfolio.rebalancing)

Modified: pkg/PortfolioAnalytics/R/chart.Weights.R
===================================================================
--- pkg/PortfolioAnalytics/R/chart.Weights.R	2013-09-22 21:55:40 UTC (rev 3160)
+++ pkg/PortfolioAnalytics/R/chart.Weights.R	2013-09-22 21:56:29 UTC (rev 3161)
@@ -25,7 +25,7 @@
 #' @seealso \code{\link{optimize.portfolio}}
 #' @rdname chart.Weights
 #' @name chart.Weights
-#' @aliases chart.Weights.optimize.portfolio.ROI chart.Weights.optimize.portfolio.DEoptim chart.Weights.optimize.portfolio.pso chart.Weights.optimize.portfolio.RP chart.Weights.optimize.portfolio.GenSA
+#' @aliases chart.Weights.optimize.portfolio.ROI chart.Weights.optimize.portfolio.DEoptim chart.Weights.optimize.portfolio.pso chart.Weights.optimize.portfolio.GenSA
 #' @export
 chart.Weights <- function(object, neighbors = NULL, ..., main="Weights", las = 3, xlab=NULL, cex.lab = 1, element.color = "darkgray", cex.axis=0.8){
   UseMethod("chart.Weights")

Modified: pkg/PortfolioAnalytics/R/charts.DE.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.DE.R	2013-09-22 21:55:40 UTC (rev 3160)
+++ pkg/PortfolioAnalytics/R/charts.DE.R	2013-09-22 21:56:29 UTC (rev 3161)
@@ -87,6 +87,7 @@
 }
 
 #' @rdname chart.Weights
+#' @name chart.Weights
 #' @method chart.Weights optimize.portfolio.DEoptim
 #' @S3method chart.Weights optimize.portfolio.DEoptim
 chart.Weights.optimize.portfolio.DEoptim <- chart.Weights.DE
@@ -291,6 +292,7 @@
 }
 
 #' @rdname chart.RiskReward
+#' @name chart.RiskReward
 #' @method chart.RiskReward optimize.portfolio.DEoptim
 #' @S3method chart.RiskReward optimize.portfolio.DEoptim
 chart.RiskReward.optimize.portfolio.DEoptim <- chart.Scatter.DE

Modified: pkg/PortfolioAnalytics/man/chart.RiskReward.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.RiskReward.Rd	2013-09-22 21:55:40 UTC (rev 3160)
+++ pkg/PortfolioAnalytics/man/chart.RiskReward.Rd	2013-09-22 21:56:29 UTC (rev 3161)
@@ -1,7 +1,6 @@
-\name{chart.RiskReward.optimize.portfolio.DEoptim}
+\name{chart.RiskReward}
 \alias{chart.RiskReward}
 \alias{chart.RiskReward.opt.list}
-\alias{chart.RiskReward.optimize.portfolio.DEoptim}
 \alias{chart.RiskReward.optimize.portfolio.GenSA}
 \alias{chart.RiskReward.optimize.portfolio.pso}
 \alias{chart.RiskReward.optimize.portfolio.random}

Modified: pkg/PortfolioAnalytics/man/chart.Weights.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.Weights.Rd	2013-09-22 21:55:40 UTC (rev 3160)
+++ pkg/PortfolioAnalytics/man/chart.Weights.Rd	2013-09-22 21:56:29 UTC (rev 3161)
@@ -1,4 +1,4 @@
-\name{chart.Weights.optimize.portfolio.DEoptim}
+\name{chart.Weights}
 \alias{chart.Weights}
 \alias{chart.Weights.opt.list}
 \alias{chart.Weights.optimize.portfolio.DEoptim}
@@ -6,7 +6,6 @@
 \alias{chart.Weights.optimize.portfolio.pso}
 \alias{chart.Weights.optimize.portfolio.random}
 \alias{chart.Weights.optimize.portfolio.ROI}
-\alias{chart.Weights.optimize.portfolio.RP}
 \title{boxplot of the weights of the optimal portfolios}
 \usage{
   \method{chart.Weights}{optimize.portfolio.DEoptim} (object, neighbors = NULL, ..., main = "Weights",

Deleted: pkg/PortfolioAnalytics/man/optimizations.combine.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/optimizations.combine.Rd	2013-09-22 21:55:40 UTC (rev 3160)
+++ pkg/PortfolioAnalytics/man/optimizations.combine.Rd	2013-09-22 21:56:29 UTC (rev 3161)
@@ -1,19 +0,0 @@
-\name{optimizations.combine}
-\alias{optimizations.combine}
-\title{Combine objects created by optimize.portfolio}
-\usage{
-  optimizations.combine(x)
-}
-\arguments{
-  \item{x}{a list of objects created by
-  \code{\link{optimize.portfolio}}}
-}
-\value{
-  an \code{opt.list} object
-}
-\description{
-  This function takes a list of objects created by
-  \code{\link{optimize.portfolio}} and sets the class name
-  attribute to 'opt.list' for use in generic functions
-}
-