[Returnanalytics-commits] r2486 - pkg/PortfolioAnalytics/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Jul 2 06:07:16 CEST 2013


Author: rossbennett34
Date: 2013-07-02 06:07:16 +0200 (Tue, 02 Jul 2013)
New Revision: 2486

Modified:
   pkg/PortfolioAnalytics/R/constraints.R
Log:
changing max.pos to max_pos to be consistent with naming e.g., min_sum, max_sum, etc.

Modified: pkg/PortfolioAnalytics/R/constraints.R
===================================================================
--- pkg/PortfolioAnalytics/R/constraints.R	2013-07-02 04:04:06 UTC (rev 2485)
+++ pkg/PortfolioAnalytics/R/constraints.R	2013-07-02 04:07:16 UTC (rev 2486)
@@ -631,7 +631,7 @@
 #' Allows the user to specify the maximum number of positions (i.e. number of assets with non-zero weights)
 #' 
 #' @param type character type of the constraint
-#' @param max.pos maximum number of positions
+#' @param max_pos maximum number of positions
 #' @param enabled TRUE/FALSE
 #' @param \dots any other passthru parameters to specify box and/or group constraints
 #' @author Ross Bennett
@@ -641,11 +641,11 @@
 #' 
 #' pspec <- portfolio.spec(assets=colnames(ret))
 #' 
-#' pspec <- add.constraint(portfolio=pspec, type="position_limit", max.pos=3)
+#' pspec <- add.constraint(portfolio=pspec, type="position_limit", max_pos=3)
 #' @export
-position_limit_constraint <- function(type, max.pos, enabled=FALSE, ...){
+position_limit_constraint <- function(type, max_pos, enabled=FALSE, ...){
   Constraint <- constraint_v2(type, enabled=enabled, constrclass="position_limit_constraint", ...)
-  Constraint$max.pos <- max.pos
+  Constraint$max_pos <- max_pos
   return(Constraint)
 }
 



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