[Returnanalytics-commits] r2232 - pkg/PortfolioAnalytics/sandbox

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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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