[GSoC-PortA] Finishing Touches to PortfolioAnalytics

[Ross Bennett]

All,

To put the finishing touches on PortfolioAnalytics, I propose the following
items.

Enhance the print and summary methods for optimize.portfolio.rebalancing.
Currently, a list of optimize.portfolio objects at each rebalance period is
returned. I'd like to change this to also return the R object so that I can
do more with a summary method such as calculating the portfolio rebalanced
returns, annualized return, risk measures, etc.

Add function to generalize the plot from Peter's presentation. See attached
image.

Address all warnings in R CMD Check
I just ran R CMD Check using Rstudio and the only warning I received was
the following:
* checking package vignettes in 'inst/doc' ... WARNING
Package vignettes without corresponding PDF/HTML:
   'DesignThoughts.Rnw'
   'ROI_vignette.Rnw'
   'portfolio_vignette.Rnw'
   'risk_budget_optimization.Rnw'

We don't have anything in inst/doc as all our vignette files (.Rnw and
.pdf) are in the vignettes directory. How do I handle this warning.

Final review of documentation.

I am just getting started playing around with the Bloomberg Portfolio
Analysis module to see if there is anything we can borrow from there.

Is there anything else that I need to consider?

Ross

P.S. Go Seahawks!
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