[Returnanalytics-commits] r2232 - pkg/PortfolioAnalytics/sandbox
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noreply at r-forge.r-project.org
Sun Aug 12 12:17:16 CEST 2012
Author: hezkyvaron
Date: 2012-08-12 12:17:16 +0200 (Sun, 12 Aug 2012)
New Revision: 2232
Modified:
pkg/PortfolioAnalytics/sandbox/testing_ROI.R
Log:
- changed one parameter in testing_ROI
Modified: pkg/PortfolioAnalytics/sandbox/testing_ROI.R
===================================================================
--- pkg/PortfolioAnalytics/sandbox/testing_ROI.R 2012-08-12 10:06:11 UTC (rev 2231)
+++ pkg/PortfolioAnalytics/sandbox/testing_ROI.R 2012-08-12 10:17:16 UTC (rev 2232)
@@ -70,7 +70,6 @@
#
cvar.port <- gen.constr
cvar.port$objectives[[1]]$enabled <- TRUE
-cvar.port$objectives[[1]]$target <- NULL
cvar.port$objectives[[3]]$enabled <- TRUE
cvar.solution <- optimize.portfolio(edhec, cvar.port, "ROI")
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