[Returnanalytics-commits] r1924 - pkg/PortfolioAnalytics/sandbox
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noreply at r-forge.r-project.org
Sat Apr 28 20:09:18 CEST 2012
Author: braverock
Date: 2012-04-28 20:09:18 +0200 (Sat, 28 Apr 2012)
New Revision: 1924
Modified:
pkg/PortfolioAnalytics/sandbox/script.workshop2012.R
Log:
- fix typo
Modified: pkg/PortfolioAnalytics/sandbox/script.workshop2012.R
===================================================================
--- pkg/PortfolioAnalytics/sandbox/script.workshop2012.R 2012-04-28 17:34:40 UTC (rev 1923)
+++ pkg/PortfolioAnalytics/sandbox/script.workshop2012.R 2012-04-28 18:09:18 UTC (rev 1924)
@@ -256,7 +256,8 @@
name="CVaR", # the function to minimize
enabled=FALSE, # enable or disable the objective
multiplier=0, # calculate it but don't use it in the objective
- arguments=list(p=p), clean=clean)
+ arguments=list(p=p),
+ clean=clean
)
### Construct BUOY 1: Constrained Mean-StdDev Portfolio
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