[Returnanalytics-commits] r3131 - in pkg/PortfolioAnalytics: R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Sep 18 07:40:20 CEST 2013


Author: rossbennett34
Date: 2013-09-18 07:40:20 +0200 (Wed, 18 Sep 2013)
New Revision: 3131

Modified:
   pkg/PortfolioAnalytics/R/optimize.portfolio.R
   pkg/PortfolioAnalytics/man/optimize.portfolio.Rd
Log:
Modifying documentation for optimize.portfolio

Modified: pkg/PortfolioAnalytics/R/optimize.portfolio.R
===================================================================
--- pkg/PortfolioAnalytics/R/optimize.portfolio.R	2013-09-18 05:35:15 UTC (rev 3130)
+++ pkg/PortfolioAnalytics/R/optimize.portfolio.R	2013-09-18 05:40:20 UTC (rev 3131)
@@ -904,10 +904,7 @@
 #' constrained optimization of portfolios
 #' 
 #' This function aims to provide a wrapper for constrained optimization of 
-#' portfolios that allows the user to specify box constraints and business 
-#' objectives.  
-#' It will be the objective function\code{FUN} passed to any supported \R 
-#' optimization solver.
+#' portfolios that specify constraints and objectives.
 #' 
 #' @details
 #' This function currently supports DEoptim, random portfolios, pso, GenSA, and ROI as back ends.
@@ -944,9 +941,7 @@
 #' 
 #' Because these convex optimization problem are standardized, there is no need for a penalty term. 
 #' The \code{multiplier} argument in \code{\link{add.objective}} passed into the complete constraint object are ingnored by the ROI solver.
-#'   
-#' If you would like to interface with \code{optimize.portfolio} using matrix formulations, then use \code{ROI_old}. 
-#
+#'
 #' @note
 #' An object of class \code{v1_constraint} can be passed in for the \code{constraints} argument.
 #' The \code{v1_constraint} object was used in the previous 'v1' specification to specify the 

Modified: pkg/PortfolioAnalytics/man/optimize.portfolio.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/optimize.portfolio.Rd	2013-09-18 05:35:15 UTC (rev 3130)
+++ pkg/PortfolioAnalytics/man/optimize.portfolio.Rd	2013-09-18 05:40:20 UTC (rev 3131)
@@ -121,10 +121,8 @@
 }
 \description{
   This function aims to provide a wrapper for constrained
-  optimization of portfolios that allows the user to
-  specify box constraints and business objectives. It will
-  be the objective function\code{FUN} passed to any
-  supported \R optimization solver.
+  optimization of portfolios that specify constraints and
+  objectives.
 }
 \details{
   This function currently supports DEoptim, random
@@ -182,10 +180,6 @@
   \code{multiplier} argument in \code{\link{add.objective}}
   passed into the complete constraint object are ingnored
   by the ROI solver.
-
-  If you would like to interface with
-  \code{optimize.portfolio} using matrix formulations, then
-  use \code{ROI_old}.
 }
 \note{
   An object of class \code{v1_constraint} can be passed in



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