[Returnanalytics-commits] r2130 - pkg/PerformanceAnalytics/sandbox/Meucci/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jul 9 04:30:25 CEST 2012
Author: mkshah
Date: 2012-07-09 04:30:25 +0200 (Mon, 09 Jul 2012)
New Revision: 2130
Modified:
pkg/PerformanceAnalytics/sandbox/Meucci/R/RankingInformation.R
Log:
Updating comments
Modified: pkg/PerformanceAnalytics/sandbox/Meucci/R/RankingInformation.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/R/RankingInformation.R 2012-07-09 02:29:30 UTC (rev 2129)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/R/RankingInformation.R 2012-07-09 02:30:25 UTC (rev 2130)
@@ -1,6 +1,5 @@
# TODO: translate PlotResults function
# TODO: update plot of efficient frontier to show maximum return case
-# TODO: fix StackedBarChart function
# TODO: add max weights constraint to EfficientFrontier()
# TODO: add computeCVaR to EfficientFrontier()
@@ -8,7 +7,6 @@
#' @param a matrix of weights where rows are efficient portfolios summing to one, and columns are assets
#' @param a string indicating the title of the chart
-#' TODO FIXME check against function in Performanceanalytics, we probably want to use that one unless there's a reaso to use this
StackedBarChart = function( weightsMatrix )
{
data = as.data.frame( weightsMatrix )
@@ -20,7 +18,8 @@
#' @param Lower a vector of indexes indicating which column is lower than the corresponding column number in Upper
#' @param Upper a vector of indexes indicating which column is lower than the corresponding column number in Upper
-# @example ViewRanking( X , p , Lower = c(3,4) , Upper = c(4,5) ) # two inequality views: asset 3 < asset 4 returns, and asset 4 < asset 5 returns
+#' @export EntropyProg
+# @example ViewRanking( X , p , Lower = c(3,4) , Upper = c(4,5) ) # two inequality views: asset 3 < asset 4 returns, and asset 4 < asset 5 returns
ViewRanking = function( X , p , Lower , Upper )
{
library( matlab )
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