[GSoC-PortA] ROI status

[Doug Martin]

Good to see.  Doug



-----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: Wednesday, November 27, 2013 12:26 PM
To: Stefan Theussl
Cc: gsoc-porta at r-forge.wu-wien.ac.at
Subject: Re: [GSoC-PortA] ROI status

Stefan,

Thank you.  We'll certainly get the latest from R-Forge and test.  We have a
reasonably complete set of demo and test scripts at this point, which
hopefully would uncover any problems.

Regards,

Brian

n 11/26/2013 07:29 AM, Stefan Theussl wrote:
> Hi Brian,
>
> I recently improved ROI and their plugins. I will submit them to CRAN 
> today or tomorrow. It would be great if you checked the current 
> version of ROI and plugins (glpk, symphony, quadprog) with your 
> framework. It would help me a lot in testing it.
>
> Anyway, I am about to implement further tests right now. But as always:
> the more the better ...
>
> Best,
> st
>
>
> On Tue, Oct 29, 2013 at 8:36 PM, Stefan Theussl 
> <stefan.theussl at gmail.com <mailto:stefan.theussl at gmail.com>> wrote:
>
>     Hello Brian,
>
>     thanks, all good here. How are you?
>
>     ROI is definitely not to be abandoned. Nevertheless, I have to admit
>     that I have not worked on it for a longer time due to time
>     constraints. Only an update of Rglpk made it to CRAN some time ago.
>
>     Anyway, I just put the ROI plugin to quadprog on top of my TODO
>     list. I am looking forward to using PortfolioAnalytics myself and I
>     appreciate the plan, that ROI might be part of it.
>
>     Best,
>     Stefan
>
>
>     On Sun, Oct 27, 2013 at 8:11 PM, Brian G. Peterson
>     <brian at braverock.com <mailto:brian at braverock.com>> wrote:
>
>         Stefan,
>
>         I hope things are well with you.
>
>         I'm writing to ask what your plans are longer term for ROI.
>
>         Kurt indicated that you are still working on it, but there have
>         been almost no changes in the last year.
>
>         Specifically, the change that we worked on with you a year ago
>         for the quadprog plugin has not made it to CRAN.
>
>         More generally, if ROI is to be abandoned, I need to start
>         planning for significant changes to PortfolioAnalytics before I
>         send it to CRAN, as we now use ROI almost exclusively for
>         solvers that are supported by ROI.
>
>         I think the framework is valuable, and I hope that you can move
>         the quadprog fix to CRAN, and let me know how the package is to
>         be maintained long-term.
>
>         Best Regards,
>
>         Brian
>
>         --
>         Brian G. Peterson
>         http://braverock.com/brian/
>         Ph: 773-459-4973 <tel:773-459-4973>
>         IM: bgpbraverock
>
>
>


--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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