[Returnanalytics-commits] r2438 - pkg/PortfolioAnalytics/R

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

Author: rossbennett34
Date: 2013-06-26 05:04:27 +0200 (Wed, 26 Jun 2013)
New Revision: 2438

Modified:
   pkg/PortfolioAnalytics/R/objective.R
Log:
adding turnover objective function to add.objective for current framework

Modified: pkg/PortfolioAnalytics/R/objective.R
===================================================================
--- pkg/PortfolioAnalytics/R/objective.R	2013-06-26 01:25:55 UTC (rev 2437)
+++ pkg/PortfolioAnalytics/R/objective.R	2013-06-26 03:04:27 UTC (rev 2438)
@@ -108,6 +108,11 @@
                                                  ...=...
                                                 )
           },
+           turnover = {tmp_objective = turnover_objective(name=name,
+                                                          enabled=enabled,
+                                                          arguments=arguments,
+                                                          ...=...)
+           },
           
         null =
           {return(constraints)} # got nothing, default to simply returning