[Returnanalytics-commits] r3125 - pkg/PortfolioAnalytics/man

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

Author: rossbennett34
Date: 2013-09-16 23:45:21 +0200 (Mon, 16 Sep 2013)
New Revision: 3125

Removed:
   pkg/PortfolioAnalytics/man/constrained_group_tmp.Rd
   pkg/PortfolioAnalytics/man/txfrm_box_constraint.Rd
   pkg/PortfolioAnalytics/man/txfrm_group_constraint.Rd
   pkg/PortfolioAnalytics/man/txfrm_position_limit_constraint.Rd
   pkg/PortfolioAnalytics/man/txfrm_weight_sum_constraint.Rd
Log:
Deleting .Rd files for deleted functions.

Deleted: pkg/PortfolioAnalytics/man/constrained_group_tmp.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/constrained_group_tmp.Rd	2013-09-16 21:42:08 UTC (rev 3124)
+++ pkg/PortfolioAnalytics/man/constrained_group_tmp.Rd	2013-09-16 21:45:21 UTC (rev 3125)
@@ -1,45 +0,0 @@
-\name{constrained_group_tmp}
-\alias{constrained_group_tmp}
-\title{Generic function to impose group constraints on a vector of weights}
-\usage{
-  constrained_group_tmp(groups, cLO, cUP, weights, min_sum,
-    max_sum, normalize = TRUE)
-}
-\arguments{
-  \item{groups}{vector to group assets}
-
-  \item{cLO}{vector of group weight minimums}
-
-  \item{cUP}{vector of group weight maximums}
-
-  \item{weights}{vector of weights}
-
-  \item{min_sum}{minimum sum of weights}
-
-  \item{max_sum}{maximum sum of weights}
-
-  \item{normalize}{TRUE/FALSE to normalize the weights
-  vector to satisfy the min_sum and max_sum constraints}
-}
-\description{
-  This function gets group subsets of the weights vector
-  and checks if the sum of the weights in that group
-  violates the minimum or maximum value. If the sum of
-  weights in a given group violates its maximum or minimum
-  value, the group of weights is normalized to be equal to
-  the minimum or maximum value. This group normalization
-  causes the sum of weights to change. The weights vector
-  is then normalized so that the min_sum and max_sum
-  constraints are satisfied. This "re-normalization" of the
-  weights vector may then cause the group constraints to
-  not be satisfied.
-}
-\details{
-  Group constraints are implemented in ROI solvers, but
-  this function could be used in constrained_objective for
-  random portfolios, DEoptim, pso, or gensa solvers.
-}
-\author{
-  Ross Bennett
-}
-

Deleted: pkg/PortfolioAnalytics/man/txfrm_box_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/txfrm_box_constraint.Rd	2013-09-16 21:42:08 UTC (rev 3124)
+++ pkg/PortfolioAnalytics/man/txfrm_box_constraint.Rd	2013-09-16 21:45:21 UTC (rev 3125)
@@ -1,24 +0,0 @@
-\name{txfrm_box_constraint}
-\alias{txfrm_box_constraint}
-\title{Transform weights that violate min or max box constraints}
-\usage{
-  txfrm_box_constraint(weights, min, max)
-}
-\arguments{
-  \item{weights}{vector of weights}
-
-  \item{min}{vector of minimum asset weights from box
-  constraints}
-
-  \item{max}{vector of maximum asset weights from box
-  constraints}
-}
-\description{
-  This is a helper function called inside constraint_fnMap
-  to transform the weights vector to satisfy box
-  constraints.
-}
-\author{
-  Ross Bennett
-}
-

Deleted: pkg/PortfolioAnalytics/man/txfrm_group_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/txfrm_group_constraint.Rd	2013-09-16 21:42:08 UTC (rev 3124)
+++ pkg/PortfolioAnalytics/man/txfrm_group_constraint.Rd	2013-09-16 21:45:21 UTC (rev 3125)
@@ -1,26 +0,0 @@
-\name{txfrm_group_constraint}
-\alias{txfrm_group_constraint}
-\title{Transform weights that violate group constraints}
-\usage{
-  txfrm_group_constraint(weights, groups, cLO, cUP)
-}
-\arguments{
-  \item{weights}{vector of weights}
-
-  \item{groups}{vector of groups}
-
-  \item{cLO}{vector of minimum group weights from group
-  constraints}
-
-  \item{cUP}{vector of maximum group weights from group
-  constraints}
-}
-\description{
-  This is a helper function called inside constraint_fnMap
-  to transform the weights vector to satisfy group
-  constraints.
-}
-\author{
-  Ross Bennett
-}
-

Deleted: pkg/PortfolioAnalytics/man/txfrm_position_limit_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/txfrm_position_limit_constraint.Rd	2013-09-16 21:42:08 UTC (rev 3124)
+++ pkg/PortfolioAnalytics/man/txfrm_position_limit_constraint.Rd	2013-09-16 21:45:21 UTC (rev 3125)
@@ -1,28 +0,0 @@
-\name{txfrm_position_limit_constraint}
-\alias{txfrm_position_limit_constraint}
-\title{Transform weights for position_limit constraints}
-\usage{
-  txfrm_position_limit_constraint(weights, max_pos,
-    nassets, tolerance = .Machine$double.eps^0.5)
-}
-\arguments{
-  \item{weights}{vector of weights}
-
-  \item{max_pos}{maximum position of assets with non_zero
-  weights}
-
-  \item{nassets}{number of assets}
-
-  \item{tolerance}{tolerance for non-zero weights}
-}
-\description{
-  This is a helper function called inside constraint_fnMap
-  to transform the weights vector to satisfy position_limit
-  constraints. This function sets the minimum
-  nassets-max_pos assets equal to 0 such that the max_pos
-  number of assets will have non-zero weights.
-}
-\author{
-  Ross Bennett
-}
-

Deleted: pkg/PortfolioAnalytics/man/txfrm_weight_sum_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/txfrm_weight_sum_constraint.Rd	2013-09-16 21:42:08 UTC (rev 3124)
+++ pkg/PortfolioAnalytics/man/txfrm_weight_sum_constraint.Rd	2013-09-16 21:45:21 UTC (rev 3125)
@@ -1,22 +0,0 @@
-\name{txfrm_weight_sum_constraint}
-\alias{txfrm_weight_sum_constraint}
-\title{Transform weights that violate weight_sum constraints}
-\usage{
-  txfrm_weight_sum_constraint(weights, min_sum, max_sum)
-}
-\arguments{
-  \item{weights}{vector of weights}
-
-  \item{min_sum}{minimum sum of asset weights}
-
-  \item{max_sum}{maximum sum of asset weights}
-}
-\description{
-  This is a helper function called inside constraint_fnMap
-  to transform the weights vector to satisfy weight_sum
-  constraints.
-}
-\author{
-  Ross Bennett
-}
-