[Returnanalytics-commits] r2122 - pkg/PerformanceAnalytics/sandbox/Meucci/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Jul 7 20:26:19 CEST 2012
Author: mkshah
Date: 2012-07-07 20:26:18 +0200 (Sat, 07 Jul 2012)
New Revision: 2122
Modified:
pkg/PerformanceAnalytics/sandbox/Meucci/R/EntropyProg.R
Log:
Correcting Comments
Modified: pkg/PerformanceAnalytics/sandbox/Meucci/R/EntropyProg.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/R/EntropyProg.R 2012-07-07 18:25:43 UTC (rev 2121)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/R/EntropyProg.R 2012-07-07 18:26:18 UTC (rev 2122)
@@ -49,8 +49,8 @@
# parameter checks
if ( K_ + K == 0 ) { stop( "at least one equality or inequality constraint must be specified")}
if ( ( ( .999999 < sum(p)) & (sum(p) < 1.00001) ) == FALSE ) { stop( "sum of probabilities from prior distribution must equal 1")}
- if ( nrow(Aeq)!=nrow(beq) ) { stop( "number of inequality constraints in matrix A must match number of elements in vector Aeq") }
- if ( nrow(A)!=nrow(b) ) { stop( "number of equality constraints in matrix B must match number of elements in vector beq") }
+ if ( nrow(Aeq)!=nrow(beq) ) { stop( "number of inequality constraints in matrix Aeq must match number of elements in vector beq") }
+ if ( nrow(A)!=nrow(b) ) { stop( "number of equality constraints in matrix A must match number of elements in vector b") }
# calculate derivatives of constraint matrices
A_ = t( A )
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