[Returnanalytics-commits] r2578 - pkg/PortfolioAnalytics/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jul 15 04:59:51 CEST 2013
Author: rossbennett34
Date: 2013-07-15 04:59:49 +0200 (Mon, 15 Jul 2013)
New Revision: 2578
Modified:
pkg/PortfolioAnalytics/man/add.constraint.Rd
pkg/PortfolioAnalytics/man/add.objective.Rd
pkg/PortfolioAnalytics/man/add.objective_v2.Rd
pkg/PortfolioAnalytics/man/box_constraint.Rd
pkg/PortfolioAnalytics/man/constraint_v2.Rd
pkg/PortfolioAnalytics/man/diversification_constraint.Rd
pkg/PortfolioAnalytics/man/group_constraint.Rd
pkg/PortfolioAnalytics/man/minmax_objective.Rd
pkg/PortfolioAnalytics/man/objective.Rd
pkg/PortfolioAnalytics/man/portfolio.spec.Rd
pkg/PortfolioAnalytics/man/portfolio_risk_objective.Rd
pkg/PortfolioAnalytics/man/position_limit_constraint.Rd
pkg/PortfolioAnalytics/man/return_objective.Rd
pkg/PortfolioAnalytics/man/risk_budget_objective.Rd
pkg/PortfolioAnalytics/man/turnover_constraint.Rd
pkg/PortfolioAnalytics/man/turnover_objective.Rd
pkg/PortfolioAnalytics/man/weight_sum_constraint.Rd
Log:
updating help files for constraints, objectives, and portfolio
Modified: pkg/PortfolioAnalytics/man/add.constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/add.constraint.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/add.constraint.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -2,7 +2,7 @@
\alias{add.constraint}
\title{General interface for adding and/or updating optimization constraints.}
\usage{
- add.constraint(portfolio, type, enabled = FALSE, ...,
+ add.constraint(portfolio, type, enabled = TRUE, ...,
indexnum = NULL)
}
\arguments{
Modified: pkg/PortfolioAnalytics/man/add.objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/add.objective.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/add.objective.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{General interface for adding optimization objectives, including risk, return, and risk budget}
\usage{
add.objective(constraints, type, name, arguments = NULL,
- enabled = FALSE, ..., indexnum = NULL)
+ enabled = TRUE, ..., indexnum = NULL)
}
\arguments{
\item{constraints}{an object of type "constraints" to add
Modified: pkg/PortfolioAnalytics/man/add.objective_v2.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/add.objective_v2.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/add.objective_v2.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{General interface for adding optimization objectives, including risk, return, and risk budget}
\usage{
add.objective_v2(portfolio, type, name, arguments = NULL,
- enabled = FALSE, ..., indexnum = NULL)
+ enabled = TRUE, ..., indexnum = NULL)
}
\arguments{
\item{portfolio}{an object of type 'portfolio' to add the
Modified: pkg/PortfolioAnalytics/man/box_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/box_constraint.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/box_constraint.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for box_constraint.}
\usage{
box_constraint(type, assets, min, max, min_mult,
- max_mult, enabled = FALSE, ...)
+ max_mult, enabled = TRUE, ...)
}
\arguments{
\item{type}{character type of the constraint}
Modified: pkg/PortfolioAnalytics/man/constraint_v2.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/constraint_v2.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/constraint_v2.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -2,7 +2,7 @@
\alias{constraint_v2}
\title{constructor for class v2_constraint}
\usage{
- constraint_v2(type, enabled = FALSE, ...,
+ constraint_v2(type, enabled = TRUE, ...,
constrclass = "v2_constraint")
}
\arguments{
Modified: pkg/PortfolioAnalytics/man/diversification_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/diversification_constraint.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/diversification_constraint.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for diversification_constraint}
\usage{
diversification_constraint(type, div_target,
- enabled = FALSE, ...)
+ enabled = TRUE, ...)
}
\arguments{
\item{type}{character type of the constraint}
Modified: pkg/PortfolioAnalytics/man/group_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/group_constraint.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/group_constraint.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -4,7 +4,7 @@
\usage{
group_constraint(type, assets, groups,
group_labels = NULL, group_min, group_max,
- enabled = FALSE, ...)
+ enabled = TRUE, ...)
}
\arguments{
\item{type}{character type of the constraint}
Modified: pkg/PortfolioAnalytics/man/minmax_objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/minmax_objective.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/minmax_objective.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for class tmp_minmax_objective}
\usage{
minmax_objective(name, target = NULL, arguments = NULL,
- multiplier = 1, enabled = FALSE, ..., min, max)
+ multiplier = 1, enabled = TRUE, ..., min, max)
}
\arguments{
\item{name}{name of the objective, should correspond to a
Modified: pkg/PortfolioAnalytics/man/objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/objective.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/objective.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -2,9 +2,8 @@
\alias{objective}
\title{constructor for class 'objective'}
\usage{
- objective(name, target = NULL, arguments,
- enabled = FALSE, ..., multiplier = 1,
- objclass = "objective")
+ objective(name, target = NULL, arguments, enabled = TRUE,
+ ..., multiplier = 1, objclass = "objective")
}
\arguments{
\item{name}{name of the objective which will be used to
Modified: pkg/PortfolioAnalytics/man/portfolio.spec.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/portfolio.spec.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/portfolio.spec.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -2,7 +2,8 @@
\alias{portfolio.spec}
\title{constructor for class portfolio}
\usage{
- portfolio.spec(assets = NULL, weight_seq = NULL)
+ portfolio.spec(assets = NULL, category_labels = NULL,
+ weight_seq = NULL)
}
\arguments{
\item{assets}{number of assets, or optionally a named
@@ -10,6 +11,10 @@
are not specified, an equal weight portfolio will be
assumed.}
+ \item{category_labels}{character vector to categorize
+ assets by sector, industry, geography, market-cap,
+ currency, etc.}
+
\item{weight_seq}{seed sequence of weights, see
\code{\link{generatesequence}}}
}
Modified: pkg/PortfolioAnalytics/man/portfolio_risk_objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/portfolio_risk_objective.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/portfolio_risk_objective.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for class portfolio_risk_objective}
\usage{
portfolio_risk_objective(name, target = NULL,
- arguments = NULL, multiplier = 1, enabled = FALSE, ...)
+ arguments = NULL, multiplier = 1, enabled = TRUE, ...)
}
\arguments{
\item{name}{name of the objective, should correspond to a
Modified: pkg/PortfolioAnalytics/man/position_limit_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/position_limit_constraint.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/position_limit_constraint.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -2,7 +2,7 @@
\alias{position_limit_constraint}
\title{constructor for position_limit_constraint}
\usage{
- position_limit_constraint(type, max_pos, enabled = FALSE,
+ position_limit_constraint(type, max_pos, enabled = TRUE,
...)
}
\arguments{
Modified: pkg/PortfolioAnalytics/man/return_objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/return_objective.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/return_objective.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for class return_objective}
\usage{
return_objective(name, target = NULL, arguments = NULL,
- multiplier = -1, enabled = FALSE, ...)
+ multiplier = -1, enabled = TRUE, ...)
}
\arguments{
\item{name}{name of the objective, should correspond to a
Modified: pkg/PortfolioAnalytics/man/risk_budget_objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/risk_budget_objective.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/risk_budget_objective.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for class risk_budget_objective}
\usage{
risk_budget_objective(assets, name, target = NULL,
- arguments = NULL, multiplier = 1, enabled = FALSE, ...,
+ arguments = NULL, multiplier = 1, enabled = TRUE, ...,
min_prisk, max_prisk, min_concentration = FALSE,
min_difference = FALSE)
}
Modified: pkg/PortfolioAnalytics/man/turnover_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/turnover_constraint.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/turnover_constraint.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for turnover_constraint}
\usage{
turnover_constraint(type, turnover_target,
- enabled = FALSE, ...)
+ enabled = TRUE, ...)
}
\arguments{
\item{type}{character type of the constraint}
Modified: pkg/PortfolioAnalytics/man/turnover_objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/turnover_objective.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/turnover_objective.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for class turnover_objective}
\usage{
turnover_objective(name, target = NULL, arguments = NULL,
- multiplier = 1, enabled = FALSE, ...)
+ multiplier = 1, enabled = TRUE, ...)
}
\arguments{
\item{name}{name of the objective, should correspond to a
Modified: pkg/PortfolioAnalytics/man/weight_sum_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/weight_sum_constraint.Rd 2013-07-15 02:47:37 UTC (rev 2577)
+++ pkg/PortfolioAnalytics/man/weight_sum_constraint.Rd 2013-07-15 02:59:49 UTC (rev 2578)
@@ -3,7 +3,7 @@
\title{constructor for weight_sum_constraint}
\usage{
weight_sum_constraint(type, min_sum = 0.99,
- max_sum = 1.01, enabled = FALSE, ...)
+ max_sum = 1.01, enabled = TRUE, ...)
}
\arguments{
\item{type}{character type of the constraint}
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