[GSoC-PortA] PortfolioAnalytics Documentation Review

[Ross Bennett]

Doug,

Do you have the R script of Kirk's implementation you can send me? I'll run
his code and compare to see if we get the same results.

Ross



On Wed, Aug 13, 2014 at 12:44 PM, Doug Martin <martinrd at comcast.net> wrote:

> Ross,
>
>
>
> Got it, thanks.  Will have a look in the next few days.
>
>
>
> What is the status of the proportional costs constraint?  I was not
> getting what I thought seemed reasonable results for a single optimization,
> but I could be wrong.  It would be good to see if Kirk’s implementation
> example for an efficient frontier with proportional cost constraints can be
> replicated in PortfolioAnalaytics.
>
>
>
> 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:* Tuesday, August 12, 2014 4:05 AM
> *To:* PortfolioAnalytics
> *Subject:* [GSoC-PortA] PortfolioAnalytics Documentation Review
>
>
>
> All,
>
>
>
> I am down to the final week of GSoC 2014 and my focus is on improving the
> documentation and vignettes. Attached is the most recent manual as well as
> a new vignette describing how to implement custom moment and custom
> objective functions.
>
>
>
> If you have the time to review these documents, I would greatly appreciate
> any comments and feedback .
>
>
>
> Thanks,
>
> Ross
>
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