[Returnanalytics-commits] r2441 - pkg/PortfolioAnalytics/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 26 06:58:03 CEST 2013
Author: rossbennett34
Date: 2013-06-26 06:58:03 +0200 (Wed, 26 Jun 2013)
New Revision: 2441
Modified:
pkg/PortfolioAnalytics/R/constrained_objective.R
Log:
commenting out print statement I used for debugging
Modified: pkg/PortfolioAnalytics/R/constrained_objective.R
===================================================================
--- pkg/PortfolioAnalytics/R/constrained_objective.R 2013-06-26 04:54:07 UTC (rev 2440)
+++ pkg/PortfolioAnalytics/R/constrained_objective.R 2013-06-26 04:58:03 UTC (rev 2441)
@@ -255,7 +255,7 @@
# Seems to be giving correct results, but only if multiplier=0.01
# I would expect this to be the same result when multiplier=0, but it is not.
# max(tmp_measure - objective$target, 0) should equal 0 when tmp_measure is less than objective$target
- print(max(tmp_measure - objective$target, 0))
+ # print(max(tmp_measure - objective$target, 0))
out = out + penalty * objective$multiplier * max(tmp_measure - objective$target, 0)
}
# target is null or doesn't exist, just maximize, or minimize violation of constraint
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