[Returnanalytics-commits] r2000 - in pkg/PortfolioAnalytics: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jun 11 11:13:10 CEST 2012
Author: hezkyvaron
Date: 2012-06-11 11:13:10 +0200 (Mon, 11 Jun 2012)
New Revision: 2000
Modified:
pkg/PortfolioAnalytics/
pkg/PortfolioAnalytics/.Rbuildignore
pkg/PortfolioAnalytics/R/constraints.R
pkg/PortfolioAnalytics/R/optimize.portfolio.R
Log:
Removed dummy function "CommitVerify" and added "ROI" as a solver choice in optimize.portfolio args.
Property changes on: pkg/PortfolioAnalytics
___________________________________________________________________
Added: svn:ignore
+ .Rproj.user
.Rhistory
.RData
Modified: pkg/PortfolioAnalytics/.Rbuildignore
===================================================================
--- pkg/PortfolioAnalytics/.Rbuildignore 2012-06-09 13:08:51 UTC (rev 1999)
+++ pkg/PortfolioAnalytics/.Rbuildignore 2012-06-11 09:13:10 UTC (rev 2000)
@@ -1,3 +1,4 @@
sandbox
.metadata
.svn
+^\.Rproj\.user$
Modified: pkg/PortfolioAnalytics/R/constraints.R
===================================================================
--- pkg/PortfolioAnalytics/R/constraints.R 2012-06-09 13:08:51 UTC (rev 1999)
+++ pkg/PortfolioAnalytics/R/constraints.R 2012-06-11 09:13:10 UTC (rev 2000)
@@ -210,12 +210,3 @@
}
-# minor addition
-CommitVerify <- function(){
- # This function is to just verify that svn is working well
- # and that I can commit a change to the package
- print("SVN works!")
-}
-
-
-
Modified: pkg/PortfolioAnalytics/R/optimize.portfolio.R
===================================================================
--- pkg/PortfolioAnalytics/R/optimize.portfolio.R 2012-06-09 13:08:51 UTC (rev 1999)
+++ pkg/PortfolioAnalytics/R/optimize.portfolio.R 2012-06-11 09:13:10 UTC (rev 2000)
@@ -46,7 +46,7 @@
#' @return a list containing the optimal weights, some summary statistics, the function call, and optionally trace information
#' @author Kris Boudt, Peter Carl, Brian G. Peterson
#' @export
-optimize.portfolio <- function(R,constraints,optimize_method=c("DEoptim","random"), search_size=20000, trace=FALSE, ..., rp=NULL)
+optimize.portfolio <- function(R,constraints,optimize_method=c("DEoptim","random","ROI"), search_size=20000, trace=FALSE, ..., rp=NULL)
{
optimize_method=optimize_method[1]
tmptrace=NULL
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