[Returnanalytics-commits] r2628 - in pkg/PortfolioAnalytics: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jul 23 02:03:59 CEST 2013
Author: rossbennett34
Date: 2013-07-23 02:03:47 +0200 (Tue, 23 Jul 2013)
New Revision: 2628
Modified:
pkg/PortfolioAnalytics/R/constrained_objective.R
pkg/PortfolioAnalytics/man/constrained_objective.Rd
Log:
using alias set.portfolio.moments in constrained_objective_v2
Modified: pkg/PortfolioAnalytics/R/constrained_objective.R
===================================================================
--- pkg/PortfolioAnalytics/R/constrained_objective.R 2013-07-22 23:59:46 UTC (rev 2627)
+++ pkg/PortfolioAnalytics/R/constrained_objective.R 2013-07-23 00:03:47 UTC (rev 2628)
@@ -336,7 +336,7 @@
}
}
-#' constrained_objective_v2 2 function to calculate a numeric return value for a portfolio based on a set of constraints and objectives
+#' constrained_objective_v2 function to calculate a numeric return value for a portfolio based on a set of constraints and objectives
#'
#' function to calculate a numeric return value for a portfolio based on a set of constraints,
#' we'll try to make as few assumptions as possible, and only run objectives that are required by the user
@@ -526,7 +526,7 @@
nargs <- NULL
}
- nargs <- set.portfolio.moments_v2(R, portfolio, momentargs=nargs)
+ nargs <- set.portfolio.moments(R, portfolio, momentargs=nargs)
if(is.null(portfolio$objectives)) {
warning("no objectives specified in portfolio")
Modified: pkg/PortfolioAnalytics/man/constrained_objective.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/constrained_objective.Rd 2013-07-22 23:59:46 UTC (rev 2627)
+++ pkg/PortfolioAnalytics/man/constrained_objective.Rd 2013-07-23 00:03:47 UTC (rev 2628)
@@ -1,7 +1,7 @@
\name{constrained_objective_v2}
\alias{constrained_objective}
\alias{constrained_objective_v2}
-\title{constrained_objective_v2 2 function to calculate a numeric return value for a portfolio based on a set of constraints and objectives}
+\title{constrained_objective_v2 function to calculate a numeric return value for a portfolio based on a set of constraints and objectives}
\usage{
constrained_objective_v2(w, R, portfolio, ...,
trace = FALSE, normalize = TRUE, storage = FALSE)
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