[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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