[Returnanalytics-commits] r1951 - pkg/PerformanceAnalytics/sandbox/Meucci
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue May 22 04:18:34 CEST 2012
Author: mkshah
Date: 2012-05-22 04:18:34 +0200 (Tue, 22 May 2012)
New Revision: 1951
Modified:
pkg/PerformanceAnalytics/sandbox/Meucci/MeucciRobustBayesianAllocation.R
Log:
Making a Test Commit
Modified: pkg/PerformanceAnalytics/sandbox/Meucci/MeucciRobustBayesianAllocation.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/MeucciRobustBayesianAllocation.R 2012-05-20 10:19:00 UTC (rev 1950)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/MeucciRobustBayesianAllocation.R 2012-05-22 02:18:34 UTC (rev 1951)
@@ -18,6 +18,7 @@
#' volatility the variance of the portfolio along the frontier
#' weights the weights of the portfolio components along the frontier
#' @author Ram Ahluwalia \email{ram@@wingedfootcapital.com}
+#' To be tested by: Manan K. Shah
efficientFrontier = function( discretizations , cov , mu , longonly = FALSE )
{
# setup quadratic program
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