[GSoC-PortA] other testing scripts

[Doug Martin]

Ah, perfect.  I'll take a look.  Doug

 

 

From: gsoc-porta-bounces at lists.r-forge.r-project.org
[mailto:gsoc-porta-bounces at lists.r-forge.r-project.org] On Behalf Of Ross
Bennett
Sent: Monday, July 01, 2013 4:15 PM
To: PortfolioAnalytics
Subject: Re: [GSoC-PortA] other testing scripts

 

Doug,

 

It is a script that I added. I replicated your examples from 1. theory
review weights constrained mvo v5.pdf using PortfolioAnalytics.

 

Ross

On Mon, Jul 1, 2013 at 6:05 PM, Doug Martin <martinrd at comcast.net> wrote:

 

 

 

 

-----Original Message-----
From: gsoc-porta-bounces at lists.r-forge.r-project.org
[mailto:gsoc-porta-bounces at lists.r-forge.r-project.org] On Behalf Of Brian
G. Peterson
Sent: Monday, July 01, 2013 1:25 PM
To: gsoc-porta at r-forge.wu-wien.ac.at
Subject: [GSoC-PortA] other testing scripts

 

I just finished running through the other testing scripts from the sandbox.

 

I was able to run all of them except for 'testing_ROI_Martin.R' for which I
don't have the data.

[Doug] Ross, I that your script, or was it there from last year?

 

My other tests of objectives and constraints also seem to make sense.

 

Looks good so far.

 

Regards,

 

Brian

 

--

Brian G. Peterson

 <http://braverock.com/brian/> http://braverock.com/brian/

Ph: 773-459-4973

IM: bgpbraverock

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