[Returnanalytics-commits] r2281 - pkg/Meucci/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Sep 7 19:46:00 CEST 2012
Author: braverock
Date: 2012-09-07 19:46:00 +0200 (Fri, 07 Sep 2012)
New Revision: 2281
Removed:
pkg/Meucci/man/EfficientFrontier.Rd
Log:
- remove duplicate Rd file to pass R CMD check
Deleted: pkg/Meucci/man/EfficientFrontier.Rd
===================================================================
--- pkg/Meucci/man/EfficientFrontier.Rd 2012-09-07 15:24:53 UTC (rev 2280)
+++ pkg/Meucci/man/EfficientFrontier.Rd 2012-09-07 17:46:00 UTC (rev 2281)
@@ -1,29 +0,0 @@
-\name{EfficientFrontier}
-\title{EfficientFrontier}
-\alias{EfficientFrontier}
-\usage{
- EfficientFrontier(X, p, Options)
-}
-\arguments{
- \item{X}{a matrix with the joint-scenario probabilities
- by asset (rows are joint-scenarios, columns are assets)}
-
- \item{p}{a vector of probabilities associated with each
- scenario in matrix X}
-
- \item{Options}{a list of options....TBD}
-}
-\value{
- A list with NumPortf efficient portfolios whos returns
- are equally spaced along the whole range of the efficient
- frontier Exps the NumPortf x 1 vector of expected returns
- for each asset Covs the NumPortf x N vector of security
- volatilities along the efficient frontier w the NumPortf
- x N matrix of compositions (security weights) for each
- portfolio along the efficient frontier e the NumPortf x 1
- matrix of expected returns for each portfolio along the
- efficient frontier s the NumPortf x 1 matrix of standard
- deviation of returns for each portfolio along the
- efficient frontier
-}
-
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