[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
More information about the Returnanalytics-commits
mailing list