[Returnanalytics-commits] r2248 - in pkg/PortfolioAnalytics: . demo

[noreply at r-forge.r-project.org]

Author: hezkyvaron
Date: 2012-08-19 14:55:22 +0200 (Sun, 19 Aug 2012)
New Revision: 2248

Modified:
   pkg/PortfolioAnalytics/DESCRIPTION
   pkg/PortfolioAnalytics/demo/00Index
Log:
- corrected error in demo index
- added GenSA to DESCRIPTION

Modified: pkg/PortfolioAnalytics/DESCRIPTION
===================================================================
--- pkg/PortfolioAnalytics/DESCRIPTION	2012-08-19 12:43:44 UTC (rev 2247)
+++ pkg/PortfolioAnalytics/DESCRIPTION	2012-08-19 12:55:22 UTC (rev 2248)
@@ -23,7 +23,8 @@
     ROI,
     ROI.plugin.glpk,
     ROI.plugin.quadprog,
-    pso
+    pso,
+    GenSA
 License: GPL
 Copyright: (c) 2004-2012
 Collate:

Modified: pkg/PortfolioAnalytics/demo/00Index
===================================================================
--- pkg/PortfolioAnalytics/demo/00Index	2012-08-19 12:43:44 UTC (rev 2247)
+++ pkg/PortfolioAnalytics/demo/00Index	2012-08-19 12:55:22 UTC (rev 2248)
@@ -2,4 +2,4 @@
 sortino             Maximize the Sortino Ratio of the portfolio 
 testing_ROI  Demonstrate creating constraint object and solve five basic convex portfolio optimization problems with ROI using the 'edhec' dataset.
 testing_pso  Demonstrate creating constraint object and solve portfolio optimization problems with pso using the 'edhec' dataset.  These sample problems are similar to those used in testing_ROI, so that one can compare solutions easily.
-testing_GenSA  Demonstrate the creating constraint object and solve portfolio optimization problems with GenSA using the 'edhec' datset.  These sample problems are similar to those used in testing_ROI, so that one can compare solutions easily.
\ No newline at end of file
+testing_GenSA  Demonstrate the creating constraint object and solve portfolio optimization problems with GenSA using the 'edhec' datset.  These sample problems are similar to those used in testing_ROI, so that one can compare solutions easily.