[Returnanalytics-commits] r1964 - pkg/PortfolioAnalytics/sandbox

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

Author: braverock
Date: 2012-05-25 01:05:43 +0200 (Fri, 25 May 2012)
New Revision: 1964

Modified:
   pkg/PortfolioAnalytics/sandbox/script.UW2012.R
Log:
- add names, plotting bits

Modified: pkg/PortfolioAnalytics/sandbox/script.UW2012.R
===================================================================
--- pkg/PortfolioAnalytics/sandbox/script.UW2012.R	2012-05-24 22:56:23 UTC (rev 1963)
+++ pkg/PortfolioAnalytics/sandbox/script.UW2012.R	2012-05-24 23:05:43 UTC (rev 1964)
@@ -563,7 +563,7 @@
   
     #RND.objectives = rbind(RND.objectives,x.obj)
 }
-rownames(RND.objectives)=results.names # @TODO: add prettier labels
+rownames(x.obj)=names(results)[grep('.t',names(results),fixed=TRUE)] # @TODO: add prettier labels
 
 
 #****************************************************************************
@@ -615,7 +615,7 @@
 plot(xtract[,"pasd.garch.pasd.garch"],xtract[,"pamean.pamean"], xlab="Predicted StdDev", ylab="Predicted Mean", col="darkgray", axes=FALSE, main="", cex=.7)
 grid(col = "darkgray")
 abline(h = 0, col = "darkgray")
-points(RND.objectives[,2],RND.objectives[,1], col=tol7qualitative, pch=16, cex=1.5)
+points(x.obj[,2],x.obj[,1], col=tol7qualitative, pch=16, cex=1.5)
 axis(1, cex.axis = 0.8, col = "darkgray")
 axis(2, cex.axis = 0.8, col = "darkgray")
 box(col = "darkgray")