[Returnanalytics-commits] r2264 - in pkg/PortfolioAnalytics: . inst/doc

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

Author: braverock
Date: 2012-08-29 22:47:05 +0200 (Wed, 29 Aug 2012)
New Revision: 2264

Modified:
   pkg/PortfolioAnalytics/DESCRIPTION
   pkg/PortfolioAnalytics/inst/doc/optimization-overview.Snw
Log:
- minor updates so package will build on R-Forge


Modified: pkg/PortfolioAnalytics/DESCRIPTION
===================================================================
--- pkg/PortfolioAnalytics/DESCRIPTION	2012-08-29 19:50:50 UTC (rev 2263)
+++ pkg/PortfolioAnalytics/DESCRIPTION	2012-08-29 20:47:05 UTC (rev 2264)
@@ -2,8 +2,8 @@
 Type: Package
 Title: Portfolio Analysis, including Numeric Methods for Optimization
     of Portfolios
-Version: 0.8.0
-Date: 2012-06-25
+Version: 0.8.1
+Date: $Date$
 Author: Kris Boudt, Peter Carl, Brian G. Peterson
 Contributors: Hezky Varon, Guy Yollin
 Maintainer: Brian G. Peterson <brian at braverock.com>


Property changes on: pkg/PortfolioAnalytics/DESCRIPTION
___________________________________________________________________
Added: svn:keywords
   + Date Author Id

Modified: pkg/PortfolioAnalytics/inst/doc/optimization-overview.Snw
===================================================================
--- pkg/PortfolioAnalytics/inst/doc/optimization-overview.Snw	2012-08-29 19:50:50 UTC (rev 2263)
+++ pkg/PortfolioAnalytics/inst/doc/optimization-overview.Snw	2012-08-29 20:47:05 UTC (rev 2264)
@@ -2,6 +2,7 @@
 \usepackage[round]{natbib}
 \usepackage{bm}
 \usepackage{verbatim}
+\usepackage[latin1]{inputenc}
 % \VignetteIndexEntry{Portfolio Optimization with CVaR budgets in PortfolioAnalytics}
 \bibliographystyle{abbrvnat}
 
@@ -351,7 +352,7 @@
 2009-12-31  -0.0175      0.0189         0.0143      0.0086
 \end{verbatim}
 
-Of course, DE is a stochastic optimizaer and typically will only find a near-optimal solution that depends on the seed. The function \verb"optimize.portfolio.parallel" in \verb"PortfolioAnalytics" allows to run an arbitrary number of portfolio sets in parallel in order to develop "confidence bands" around your solution. It is based on Revolution’s    \verb"foreach" package \citep{foreach}.  
+Of course, DE is a stochastic optimizaer and typically will only find a near-optimal solution that depends on the seed. The function \verb"optimize.portfolio.parallel" in \verb"PortfolioAnalytics" allows to run an arbitrary number of portfolio sets in parallel in order to develop "confidence bands" around your solution. It is based on Revolution's    \verb"foreach" package \citep{foreach}.  
 
 \bibliography{PA}