[Returnanalytics-commits] r3027 - in pkg/PortfolioAnalytics: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Sep 8 21:08:29 CEST 2013
Author: rossbennett34
Date: 2013-09-08 21:08:29 +0200 (Sun, 08 Sep 2013)
New Revision: 3027
Modified:
pkg/PortfolioAnalytics/NAMESPACE
pkg/PortfolioAnalytics/R/chart.Weights.R
pkg/PortfolioAnalytics/R/charts.DE.R
pkg/PortfolioAnalytics/R/charts.GenSA.R
pkg/PortfolioAnalytics/R/charts.PSO.R
pkg/PortfolioAnalytics/R/charts.ROI.R
pkg/PortfolioAnalytics/R/charts.RP.R
pkg/PortfolioAnalytics/R/charts.multiple.R
pkg/PortfolioAnalytics/man/chart.Weights.Rd
Log:
Updating documentation for chart.Weights.* functions
Modified: pkg/PortfolioAnalytics/NAMESPACE
===================================================================
--- pkg/PortfolioAnalytics/NAMESPACE 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/NAMESPACE 2013-09-08 19:08:29 UTC (rev 3027)
@@ -1,5 +1,3 @@
-export("cex.legend=0.8,")
-export("colorset=NULL,")
export(add.constraint)
export(add.objective)
export(applyFUN)
@@ -11,6 +9,7 @@
export(chart.RiskBudget)
export(chart.RiskReward)
export(chart.Weights.EF)
+export(chart.Weights)
export(constrained_group_tmp)
export(constrained_objective_v2)
export(constrained_objective)
@@ -37,7 +36,6 @@
export(is.constraint)
export(is.objective)
export(is.portfolio)
-export(legend.loc="topright",)
export(meanetl.efficient.frontier)
export(meanvar.efficient.frontier)
export(minmax_objective)
@@ -47,7 +45,6 @@
export(optimize.portfolio.parallel)
export(optimize.portfolio.rebalancing)
export(optimize.portfolio)
-export(plot.type="line")
export(portfolio_risk_objective)
export(portfolio.spec)
export(portfolios.combine)
Modified: pkg/PortfolioAnalytics/R/chart.Weights.R
===================================================================
--- pkg/PortfolioAnalytics/R/chart.Weights.R 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/R/chart.Weights.R 2013-09-08 19:08:29 UTC (rev 3027)
@@ -20,13 +20,13 @@
#' @param cex.axis The magnification to be used for axis annotation relative to the current setting of \code{cex}
#' @param colorset color palette or vector of colors to use
#' @param legend.loc location of the legend. If NULL, the legend will not be plotted
+#' @param cex.legend The magnification to be used for legend annotation relative to the current setting of \code{cex}
#' @param plot.type "line" or "barplot"
#' @seealso \code{\link{optimize.portfolio}}
#' @rdname chart.Weights
#' @name chart.Weights
-#' @aliases chart.Weights.optimize.portfolio.ROI chart.Weights.optimize.portfolio.DEoptim chart.Weights.optimize.portfolio.pso chart.Weights.optimize.portfolio.RP chart.Weights.optimize.portfolio.GenSA chart.Weights.opt.list
+#' @aliases chart.Weights.optimize.portfolio.ROI chart.Weights.optimize.portfolio.DEoptim chart.Weights.optimize.portfolio.pso chart.Weights.optimize.portfolio.RP chart.Weights.optimize.portfolio.GenSA
#' @export
-#' colorset=NULL, legend.loc="topright", cex.legend=0.8, plot.type="line"
chart.Weights <- function(object, neighbors = NULL, ..., main="Weights", las = 3, xlab=NULL, cex.lab = 1, element.color = "darkgray", cex.axis=0.8){
UseMethod("chart.Weights")
}
Modified: pkg/PortfolioAnalytics/R/charts.DE.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.DE.R 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/R/charts.DE.R 2013-09-08 19:08:29 UTC (rev 3027)
@@ -81,9 +81,9 @@
box(col = element.color)
}
+#' @rdname chart.Weights
#' @method chart.Weights optimize.portfolio.DEoptim
#' @S3method chart.Weights optimize.portfolio.DEoptim
-#' @export
chart.Weights.optimize.portfolio.DEoptim <- chart.Weights.DE
Modified: pkg/PortfolioAnalytics/R/charts.GenSA.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.GenSA.R 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/R/charts.GenSA.R 2013-09-08 19:08:29 UTC (rev 3027)
@@ -68,9 +68,9 @@
box(col = element.color)
}
+#' @rdname chart.Weights
#' @method chart.Weights optimize.portfolio.GenSA
#' @S3method chart.Weights optimize.portfolio.GenSA
-#' @export
chart.Weights.optimize.portfolio.GenSA <- chart.Weights.GenSA
chart.Scatter.GenSA <- function(object, neighbors=NULL, ..., return.col="mean", risk.col="ES", chart.assets=FALSE, element.color="darkgray", cex.axis=0.8, ylim=NULL, xlim=NULL, rp=FALSE){
Modified: pkg/PortfolioAnalytics/R/charts.PSO.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.PSO.R 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/R/charts.PSO.R 2013-09-08 19:08:29 UTC (rev 3027)
@@ -68,9 +68,9 @@
box(col = element.color)
}
+#' @rdname chart.Weights
#' @method chart.Weights optimize.portfolio.pso
#' @S3method chart.Weights optimize.portfolio.pso
-#' @export
chart.Weights.optimize.portfolio.pso <- chart.Weights.pso
chart.Scatter.pso <- function(object, neighbors=NULL, ..., return.col="mean", risk.col="ES", chart.assets=FALSE, element.color = "darkgray", cex.axis=0.8, xlim=NULL, ylim=NULL){
Modified: pkg/PortfolioAnalytics/R/charts.ROI.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.ROI.R 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/R/charts.ROI.R 2013-09-08 19:08:29 UTC (rev 3027)
@@ -68,9 +68,9 @@
box(col = element.color)
}
+#' @rdname chart.Weights
#' @method chart.Weights optimize.portfolio.ROI
#' @S3method chart.Weights optimize.portfolio.ROI
-#' @export
chart.Weights.optimize.portfolio.ROI <- chart.Weights.ROI
Modified: pkg/PortfolioAnalytics/R/charts.RP.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.RP.R 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/R/charts.RP.R 2013-09-08 19:08:29 UTC (rev 3027)
@@ -82,9 +82,9 @@
box(col = element.color)
}
+#' @rdname chart.Weights
#' @method chart.Weights optimize.portfolio.random
#' @S3method chart.Weights optimize.portfolio.random
-#' @export
chart.Weights.optimize.portfolio.random <- chart.Weights.RP
chart.Scatter.RP <- function(object, neighbors = NULL, ..., return.col='mean', risk.col='ES', chart.assets=FALSE, element.color = "darkgray", cex.axis=0.8, xlim=NULL, ylim=NULL){
Modified: pkg/PortfolioAnalytics/R/charts.multiple.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.multiple.R 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/R/charts.multiple.R 2013-09-08 19:08:29 UTC (rev 3027)
@@ -1,8 +1,8 @@
# compare optimal weights of multiple portfolios
+#' @rdname chart.Weights
#' @method chart.Weights opt.list
#' @S3method chart.Weights opt.list
-#' @export
chart.Weights.opt.list <- function(object, neighbors=NULL, ..., main="Weights", las=3, xlab=NULL, cex.lab=1, element.color="darkgray", cex.axis=0.8, colorset=NULL, legend.loc="topright", cex.legend=0.8, plot.type="line"){
if(!inherits(object, "opt.list")) stop("object must be of class 'opt.list'")
Modified: pkg/PortfolioAnalytics/man/chart.Weights.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.Weights.Rd 2013-09-08 18:41:35 UTC (rev 3026)
+++ pkg/PortfolioAnalytics/man/chart.Weights.Rd 2013-09-08 19:08:29 UTC (rev 3027)
@@ -1,16 +1,47 @@
-\name{chart.Weights}
+\name{chart.Weights.optimize.portfolio.DEoptim}
\alias{chart.Weights}
\alias{chart.Weights.opt.list}
\alias{chart.Weights.optimize.portfolio.DEoptim}
\alias{chart.Weights.optimize.portfolio.GenSA}
\alias{chart.Weights.optimize.portfolio.pso}
+\alias{chart.Weights.optimize.portfolio.random}
\alias{chart.Weights.optimize.portfolio.ROI}
\alias{chart.Weights.optimize.portfolio.RP}
\title{boxplot of the weights of the optimal portfolios}
\usage{
+ \method{chart.Weights}{optimize.portfolio.DEoptim} (object, neighbors = NULL, ..., main = "Weights",
+ las = 3, xlab = NULL, cex.lab = 1,
+ element.color = "darkgray", cex.axis = 0.8)
+
+ \method{chart.Weights}{optimize.portfolio.random} (object, neighbors = NULL, ..., main = "Weights",
+ las = 3, xlab = NULL, cex.lab = 1,
+ element.color = "darkgray", cex.axis = 0.8)
+
+ \method{chart.Weights}{optimize.portfolio.ROI} (object,
+ neighbors = NULL, ..., main = "Weights", las = 3,
+ xlab = NULL, cex.lab = 1, element.color = "darkgray",
+ cex.axis = 0.8)
+
+ \method{chart.Weights}{optimize.portfolio.pso} (object,
+ neighbors = NULL, ..., main = "Weights", las = 3,
+ xlab = NULL, cex.lab = 1, element.color = "darkgray",
+ cex.axis = 0.8)
+
+ \method{chart.Weights}{optimize.portfolio.GenSA} (object,
+ neighbors = NULL, ..., main = "Weights", las = 3,
+ xlab = NULL, cex.lab = 1, element.color = "darkgray",
+ cex.axis = 0.8)
+
chart.Weights(object, neighbors = NULL, ...,
main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
element.color = "darkgray", cex.axis = 0.8)
+
+ \method{chart.Weights}{opt.list} (object,
+ neighbors = NULL, ..., main = "Weights", las = 3,
+ xlab = NULL, cex.lab = 1, element.color = "darkgray",
+ cex.axis = 0.8, colorset = NULL,
+ legend.loc = "topright", cex.legend = 0.8,
+ plot.type = "line")
}
\arguments{
\item{object}{optimal portfolio object created by
@@ -46,6 +77,9 @@
\item{legend.loc}{location of the legend. If NULL, the
legend will not be plotted}
+ \item{cex.legend}{The magnification to be used for legend
+ annotation relative to the current setting of \code{cex}}
+
\item{plot.type}{"line" or "barplot"}
}
\description{
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