[Returnanalytics-commits] r2094 - pkg/PortfolioAnalytics/sandbox

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

Author: hezkyvaron
Date: 2012-06-29 23:45:37 +0200 (Fri, 29 Jun 2012)
New Revision: 2094

Modified:
   pkg/PortfolioAnalytics/sandbox/testing_ROI.R
Log:
- small update bounds arg in OP( ) 

Modified: pkg/PortfolioAnalytics/sandbox/testing_ROI.R
===================================================================
--- pkg/PortfolioAnalytics/sandbox/testing_ROI.R	2012-06-29 20:56:57 UTC (rev 2093)
+++ pkg/PortfolioAnalytics/sandbox/testing_ROI.R	2012-06-29 21:45:37 UTC (rev 2094)
@@ -47,8 +47,8 @@
 
 set.seed(123)
 S.mat <- 1 + apply(edhec, 2, sample, size=n.assets)
-bnds <- list(lower = list(ind = seq.int(1L, as.integer(n.assets)), val = rep(-Inf,n.assets)),
-             upper = list(ind = seq.int(1L, as.integer(n.assets)), val = rep(Inf,n.assets)))
+bnds <- list(lower = list(ind = seq.int(1L, n.assets), val = rep(-Inf,n.assets)),
+             upper = list(ind = seq.int(1L, n.assets), val = rep(Inf,n.assets)))
 arb.prob <- OP(objective = L_objective(L=rep(1, n.assets)),
                constraints = L_constraint(L=S.mat,
                                           dir=rep(">=", n.assets),