[Returnanalytics-commits] r3235 - pkg/PortfolioAnalytics/vignettes
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Oct 19 16:31:33 CEST 2013
Author: rossbennett34
Date: 2013-10-19 16:31:29 +0200 (Sat, 19 Oct 2013)
New Revision: 3235
Modified:
pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw
pkg/PortfolioAnalytics/vignettes/portfolio_vignette.pdf
Log:
Minor correction to figure captions
Modified: pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw
===================================================================
--- pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw 2013-10-19 05:14:31 UTC (rev 3234)
+++ pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw 2013-10-19 14:31:29 UTC (rev 3235)
@@ -584,7 +584,7 @@
print(opt_rb_meanETL)
@
-<<fig.cap="mean=ETL Optimization with Risk Budget", fig.align='center', fig.width=5, fig.height=8>>=
+<<fig.cap="mean-ETL Optimization with Risk Budget", fig.align="center", fig.width=5, fig.height=8>>=
plot(opt_rb_meanETL, risk.col="ETL", return.col="mean",
main="Risk Budget mean-ETL Optimization",
xlim=c(0,0.12), ylim=c(0.005,0.009))
@@ -624,7 +624,7 @@
@
Chart the contribution to risk in percentage terms. It is clear in this chart that the optimization results in a near equal risk contribution portfolio.
-<<fig.cap="Percentage Contibution to Risk", fig.height=3.5, fig.width=5,fig.align='center'>>=
+<<fig.cap="Percentage Contibution to Risk", fig.height=3.5, fig.width=5, fig.align='center'>>=
chart.RiskBudget(opt_eq_meanETL, risk.type="percentage", neighbors=25)
@
Modified: pkg/PortfolioAnalytics/vignettes/portfolio_vignette.pdf
===================================================================
(Binary files differ)
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