[Returnanalytics-commits] r3158 - in pkg/PortfolioAnalytics: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Sep 22 23:35:28 CEST 2013
Author: rossbennett34
Date: 2013-09-22 23:35:27 +0200 (Sun, 22 Sep 2013)
New Revision: 3158
Added:
pkg/PortfolioAnalytics/man/plot.Rd
Removed:
pkg/PortfolioAnalytics/man/plot.optimize.portfolio.DEoptim.Rd
pkg/PortfolioAnalytics/man/plot.optimize.portfolio.GenSA.Rd
pkg/PortfolioAnalytics/man/plot.optimize.portfolio.ROI.Rd
pkg/PortfolioAnalytics/man/plot.optimize.portfolio.pso.Rd
pkg/PortfolioAnalytics/man/plot.optimize.portfolio.random.Rd
Modified:
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/man/chart.RiskReward.Rd
Log:
Updating documentation for plot.* methods.
Modified: pkg/PortfolioAnalytics/R/charts.DE.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.DE.R 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/R/charts.DE.R 2013-09-22 21:35:27 UTC (rev 3158)
@@ -333,9 +333,9 @@
#' @param main an overall title for the plot: see \code{\link{title}}
#' @param xlim set the limit on coordinates for the x-axis
#' @param ylim set the limit on coordinates for the y-axis
+#' @rdname plot
#' @method plot optimize.portfolio.DEoptim
#' @S3method plot optimize.portfolio.DEoptim
-#' @export
plot.optimize.portfolio.DEoptim <- function(x, ..., return.col='mean', risk.col='ES', chart.assets=FALSE, neighbors=NULL, main='optimized portfolio plot', xlim=NULL, ylim=NULL) {
charts.DE(DE=x, risk.col=risk.col, return.col=return.col, chart.assets=chart.assets, neighbors=neighbors, main=main, xlim=xlim, ylim=ylim, ...)
}
Modified: pkg/PortfolioAnalytics/R/charts.GenSA.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.GenSA.R 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/R/charts.GenSA.R 2013-09-22 21:35:27 UTC (rev 3158)
@@ -174,9 +174,9 @@
#' @param ylim set the limit on coordinates for the y-axis
#' @seealso \code{\link{optimize.portfolio}}
#' @author Ross Bennett
+#' @rdname plot
#' @method plot optimize.portfolio.GenSA
#' @S3method plot optimize.portfolio.GenSA
-#' @export
plot.optimize.portfolio.GenSA <- function(x, ..., rp=FALSE, return.col="mean", risk.col="ES", chart.assets=FALSE, cex.axis=0.8, element.color="darkgray", neighbors=NULL, main="GenSA.Portfolios", xlim=NULL, ylim=NULL){
charts.GenSA(GenSA=x, rp=rp, return.col=return.col, risk.col=risk.col, chart.assets=chart.assets, cex.axis=cex.axis, element.color=element.color, neighbors=neighbors, main=main, xlim=xlim, ylim=ylim, ...=...)
}
Modified: pkg/PortfolioAnalytics/R/charts.PSO.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.PSO.R 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/R/charts.PSO.R 2013-09-22 21:35:27 UTC (rev 3158)
@@ -231,9 +231,9 @@
#' @param ylim set the limit on coordinates for the y-axis
#' @seealso \code{\link{optimize.portfolio}}
#' @author Ross Bennett
+#' @rdname plot
#' @method plot optimize.portfolio.pso
#' @S3method plot optimize.portfolio.pso
-#' @export
plot.optimize.portfolio.pso <- function(x, ..., return.col="mean", risk.col="ES", chart.assets=FALSE, cex.axis=0.8, element.color="darkgray", neighbors=NULL, main="PSO.Portfolios", xlim=NULL, ylim=NULL){
charts.pso(pso=x, return.col=return.col, risk.col=risk.col, chart.assets=FALSE, cex.axis=cex.axis, element.color=element.color, neighbors=neighbors, main=main, xlim=xlim, ylim=ylim, ...=...)
}
Modified: pkg/PortfolioAnalytics/R/charts.ROI.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.ROI.R 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/R/charts.ROI.R 2013-09-22 21:35:27 UTC (rev 3158)
@@ -178,9 +178,9 @@
#' @param ylim set the limit on coordinates for the y-axis
#' @seealso \code{\link{optimize.portfolio}}
#' @author Ross Bennett
+#' @rdname plot
#' @method plot optimize.portfolio.ROI
#' @S3method plot optimize.portfolio.ROI
-#' @export
plot.optimize.portfolio.ROI <- function(x, ..., rp=FALSE, risk.col="ES", return.col="mean", chart.assets=FALSE, element.color="darkgray", neighbors=NULL, main="ROI.Portfolios", xlim=NULL, ylim=NULL){
charts.ROI(ROI=x, rp=rp, risk.col=risk.col, return.col=return.col, chart.assets=chart.assets, main=main, xlim=xlim, ylim=ylim, ...)
}
Modified: pkg/PortfolioAnalytics/R/charts.RP.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.RP.R 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/R/charts.RP.R 2013-09-22 21:35:27 UTC (rev 3158)
@@ -290,9 +290,9 @@
#' @param xlim set the limit on coordinates for the x-axis
#' @param ylim set the limit on coordinates for the y-axis
#' @param main an overall title for the plot: see \code{\link{title}}
+#' @rdname plot
#' @method plot optimize.portfolio.random
#' @S3method plot optimize.portfolio.random
-#' @export
plot.optimize.portfolio.random <- function(x, ..., return.col='mean', risk.col='ES', chart.assets=FALSE, neighbors=NULL, xlim=NULL, ylim=NULL, main='optimized portfolio plot') {
charts.RP(RP=x, risk.col=risk.col, return.col=return.col, chart.assets=chart.assets, neighbors=neighbors, main=main, xlim=xlim, ylim=ylim, ...)
}
@@ -320,9 +320,9 @@
#' @param xlim set the limit on coordinates for the x-axis
#' @param ylim set the limit on coordinates for the y-axis
#' @param main an overall title for the plot: see \code{\link{title}}
+#' @rdname plot
#' @method plot optimize.portfolio
#' @S3method plot optimize.portfolio
-#' @export
plot.optimize.portfolio <- function(x, ..., return.col='mean', risk.col='ES', chart.assets=FALSE, neighbors=NULL, xlim=NULL, ylim=NULL, main='optimized portfolio plot') {
charts.RP(RP=x, risk.col=risk.col, return.col=return.col, chart.assets=chart.assets, neighbors=neighbors, main=main, xlim=xlim, ylim=ylim, ...)
}
\ No newline at end of file
Modified: pkg/PortfolioAnalytics/man/chart.RiskReward.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.RiskReward.Rd 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/man/chart.RiskReward.Rd 2013-09-22 21:35:27 UTC (rev 3158)
@@ -1,4 +1,4 @@
-\name{chart.RiskReward.optimize.portfolio.DEoptim}
+\name{chart.RiskReward}
\alias{chart.RiskReward}
\alias{chart.RiskReward.opt.list}
\alias{chart.RiskReward.optimize.portfolio.DEoptim}
Added: pkg/PortfolioAnalytics/man/plot.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.Rd (rev 0)
+++ pkg/PortfolioAnalytics/man/plot.Rd 2013-09-22 21:35:27 UTC (rev 3158)
@@ -0,0 +1,316 @@
+\name{plot.optimize.portfolio.DEoptim}
+\alias{plot.optimize.portfolio}
+\alias{plot.optimize.portfolio.DEoptim}
+\alias{plot.optimize.portfolio.GenSA}
+\alias{plot.optimize.portfolio.pso}
+\alias{plot.optimize.portfolio.random}
+\alias{plot.optimize.portfolio.ROI}
+\title{plot method for optimize.portfolio.DEoptim output}
+\usage{
+ \method{plot}{optimize.portfolio.DEoptim} (x, ...,
+ return.col = "mean", risk.col = "ES",
+ chart.assets = FALSE, neighbors = NULL,
+ main = "optimized portfolio plot", xlim = NULL,
+ ylim = NULL)
+
+ \method{plot}{optimize.portfolio.random} (x, ...,
+ return.col = "mean", risk.col = "ES",
+ chart.assets = FALSE, neighbors = NULL, xlim = NULL,
+ ylim = NULL, main = "optimized portfolio plot")
+
+ \method{plot}{optimize.portfolio} (x, ...,
+ return.col = "mean", risk.col = "ES",
+ chart.assets = FALSE, neighbors = NULL, xlim = NULL,
+ ylim = NULL, main = "optimized portfolio plot")
+
+ \method{plot}{optimize.portfolio.ROI} (x, ...,
+ rp = FALSE, risk.col = "ES", return.col = "mean",
+ chart.assets = FALSE, element.color = "darkgray",
+ neighbors = NULL, main = "ROI.Portfolios", xlim = NULL,
+ ylim = NULL)
+
+ \method{plot}{optimize.portfolio.pso} (x, ...,
+ return.col = "mean", risk.col = "ES",
+ chart.assets = FALSE, cex.axis = 0.8,
+ element.color = "darkgray", neighbors = NULL,
+ main = "PSO.Portfolios", xlim = NULL, ylim = NULL)
+
+ \method{plot}{optimize.portfolio.GenSA} (x, ...,
+ rp = FALSE, return.col = "mean", risk.col = "ES",
+ chart.assets = FALSE, cex.axis = 0.8,
+ element.color = "darkgray", neighbors = NULL,
+ main = "GenSA.Portfolios", xlim = NULL, ylim = NULL)
+}
+\arguments{
+ \item{x}{set of portfolios created by
+ \code{\link{optimize.portfolio}}}
+
+ \item{...}{any other passthru parameters}
+
+ \item{return.col}{string name of column to use for
+ returns (vertical axis)}
+
+ \item{risk.col}{string name of column to use for risk
+ (horizontal axis)}
+
+ \item{chart.assets}{TRUE/FALSE to include risk-return
+ scatter of assets}
+
+ \item{neighbors}{set of 'neighbor portfolios to overplot}
+
+ \item{main}{an overall title for the plot: see
+ \code{\link{title}}}
+
+ \item{xlim}{set the limit on coordinates for the x-axis}
+
+ \item{ylim}{set the limit on coordinates for the y-axis}
+
+ \item{x}{set of portfolios created by
+ \code{\link{optimize.portfolio}}}
+
+ \item{...}{any other passthru parameters}
+
+ \item{return.col}{string name of column to use for
+ returns (vertical axis)}
+
+ \item{risk.col}{string name of column to use for risk
+ (horizontal axis)}
+
+ \item{chart.assets}{TRUE/FALSE to include risk-return
+ scatter of assets}
+
+ \item{neighbors}{set of 'neighbor portfolios to overplot}
+
+ \item{xlim}{set the limit on coordinates for the x-axis}
+
+ \item{ylim}{set the limit on coordinates for the y-axis}
+
+ \item{main}{an overall title for the plot: see
+ \code{\link{title}}}
+
+ \item{x}{set of portfolios created by
+ \code{\link{optimize.portfolio}}}
+
+ \item{...}{any other passthru parameters}
+
+ \item{return.col}{string name of column to use for
+ returns (vertical axis)}
+
+ \item{risk.col}{string name of column to use for risk
+ (horizontal axis)}
+
+ \item{chart.assets}{TRUE/FALSE to include risk-return
+ scatter of assets}
+
+ \item{neighbors}{set of 'neighbor portfolios to overplot}
+
+ \item{xlim}{set the limit on coordinates for the x-axis}
+
+ \item{ylim}{set the limit on coordinates for the y-axis}
+
+ \item{main}{an overall title for the plot: see
+ \code{\link{title}}}
+
+ \item{x}{object created by
+ \code{\link{optimize.portfolio}}}
+
+ \item{...}{any other passthru parameters}
+
+ \item{rp}{TRUE/FALSE to plot feasible portfolios
+ generated by \code{\link{random_portfolios}}}
+
+ \item{risk.col}{string matching the objective of a 'risk'
+ objective, on horizontal axis}
+
+ \item{return.col}{string matching the objective of a
+ 'return' objective, on vertical axis}
+
+ \item{chart.assets}{TRUE/FALSE to include risk-return
+ scatter of assets}
+
+ \item{element.color}{color for the default plot scatter
+ points}
+
+ \item{neighbors}{set of 'neighbor' portfolios to
+ overplot}
+
+ \item{main}{an overall title for the plot: see
+ \code{\link{title}}}
+
+ \item{xlim}{set the limit on coordinates for the x-axis}
+
+ \item{ylim}{set the limit on coordinates for the y-axis}
+
+ \item{x}{object created by
+ \code{\link{optimize.portfolio}}}
+
+ \item{...}{any other passthru parameters}
+
+ \item{return.col}{string matching the objective of a
+ 'return' objective, on vertical axis}
+
+ \item{risk.col}{string matching the objective of a 'risk'
+ objective, on horizontal axis}
+
+ \item{chart.assets}{TRUE/FALSE to include risk-return
+ scatter of assets}
+
+ \item{cex.axis}{The magnification to be used for axis
+ annotation relative to the current setting of \code{cex}}
+
+ \item{element.color}{color for the default plot scatter
+ points}
+
+ \item{neighbors}{set of 'neighbor' portfolios to
+ overplot}
+
+ \item{main}{an overall title for the plot: see
+ \code{\link{title}}}
+
+ \item{xlim}{set the limit on coordinates for the x-axis}
+
+ \item{ylim}{set the limit on coordinates for the y-axis}
+
+ \item{x}{object created by
+ \code{\link{optimize.portfolio}}}
+
+ \item{...}{any other passthru parameters}
+
+ \item{rp}{TRUE/FALSE to plot feasible portfolios
+ generated by \code{\link{random_portfolios}}}
+
+ \item{return.col}{string matching the objective of a
+ 'return' objective, on vertical axis}
+
+ \item{risk.col}{string matching the objective of a 'risk'
+ objective, on horizontal axis}
+
+ \item{chart.assets}{TRUE/FALSE to include risk-return
+ scatter of assets}
+
+ \item{cex.axis}{The magnification to be used for axis
+ annotation relative to the current setting of \code{cex}}
+
+ \item{element.color}{color for the default plot scatter
+ points}
+
+ \item{neighbors}{set of 'neighbor' portfolios to
+ overplot}
+
+ \item{main}{an overall title for the plot: see
+ \code{\link{title}}}
+
+ \item{xlim}{set the limit on coordinates for the x-axis}
+
+ \item{ylim}{set the limit on coordinates for the y-axis}
+}
+\description{
+ Scatter and weights chart for DEoptim portfolio
+ optimizations run with trace=TRUE
+
+ Scatter and weights chart for random portfolio
+ optimizations run with trace=TRUE
+
+ Scatter and weights chart for portfolio optimization
+
+ Scatter and weights chart for ROI portfolio optimizations
+ run with trace=TRUE
+
+ Scatter and weights chart for pso portfolio optimizations
+ run with trace=TRUE
+
+ Scatter and weights chart for GenSA portfolio
+ optimizations run with trace=TRUE
+}
+\details{
+ \code{return.col} must be the name of a function used to
+ compute the return metric on the random portfolio weights
+ \code{risk.col} must be the name of a function used to
+ compute the risk metric on the random portfolio weights
+
+ \code{neighbors} may be specified in three ways. The
+ first is as a single number of neighbors. This will
+ extract the \code{neighbors} closest portfolios in terms
+ of the \code{out} numerical statistic. The second method
+ consists of a numeric vector for \code{neighbors}. This
+ will extract the \code{neighbors} with portfolio index
+ numbers that correspond to the vector contents. The third
+ method for specifying \code{neighbors} is to pass in a
+ matrix. This matrix should look like the output of
+ \code{\link{extractStats}}, and should contain
+ \code{risk.col},\code{return.col}, and weights columns
+ all properly named.
+
+ \code{return.col} must be the name of a function used to
+ compute the return metric on the random portfolio
+ weights. \code{risk.col} must be the name of a function
+ used to compute the risk metric on the random portfolio
+ weights.
+
+ \code{neighbors} may be specified in three ways. The
+ first is as a single number of neighbors. This will
+ extract the \code{neighbors} closest portfolios in terms
+ of the \code{out} numerical statistic. The second method
+ consists of a numeric vector for \code{neighbors}. This
+ will extract the \code{neighbors} with portfolio index
+ numbers that correspond to the vector contents. The third
+ method for specifying \code{neighbors} is to pass in a
+ matrix. This matrix should look like the output of
+ \code{\link{extractStats}}, and should contain
+ \code{risk.col},\code{return.col}, and weights columns
+ all properly named.
+
+ This is a fallback that will be called for classes of
+ portfolio that do not have specific pre-existing plot
+ methods.
+
+ \code{neighbors} may be specified in three ways. The
+ first is as a single number of neighbors. This will
+ extract the \code{neighbors} closest portfolios in terms
+ of the \code{out} numerical statistic. The second method
+ consists of a numeric vector for \code{neighbors}. This
+ will extract the \code{neighbors} with portfolio index
+ numbers that correspond to the vector contents. The third
+ method for specifying \code{neighbors} is to pass in a
+ matrix. This matrix should look like the output of
+ \code{\link{extractStats}}, and should contain
+ \code{risk.col},\code{return.col}, and weights columns
+ all properly named.
+
+ The ROI optimizers do not store the portfolio weights
+ like DEoptim or random portfolios random portfolios can
+ be generated for the scatter plot.
+
+ \code{return.col} must be the name of a function used to
+ compute the return metric on the random portfolio
+ weights. \code{risk.col} must be the name of a function
+ used to compute the risk metric on the random portfolio
+ weights
+
+ \code{return.col} must be the name of a function used to
+ compute the return metric on the random portfolio
+ weights. \code{risk.col} must be the name of a function
+ used to compute the risk metric on the random portfolio
+ weights.
+
+ \code{return.col} must be the name of a function used to
+ compute the return metric on the random portfolio
+ weights. \code{risk.col} must be the name of a function
+ used to compute the risk metric on the random portfolio
+ weights.
+}
+\author{
+ Ross Bennett
+
+ Ross Bennett
+
+ Ross Bennett
+}
+\seealso{
+ \code{\link{optimize.portfolio}}
+
+ \code{\link{optimize.portfolio}}
+
+ \code{\link{optimize.portfolio}}
+}
+
Deleted: pkg/PortfolioAnalytics/man/plot.optimize.portfolio.DEoptim.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.optimize.portfolio.DEoptim.Rd 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/man/plot.optimize.portfolio.DEoptim.Rd 2013-09-22 21:35:27 UTC (rev 3158)
@@ -1,58 +0,0 @@
-\name{plot.optimize.portfolio.DEoptim}
-\alias{plot.optimize.portfolio.DEoptim}
-\title{plot method for optimize.portfolio.DEoptim output}
-\usage{
- \method{plot}{optimize.portfolio.DEoptim} (x, ...,
- return.col = "mean", risk.col = "ES",
- chart.assets = FALSE, neighbors = NULL,
- main = "optimized portfolio plot", xlim = NULL,
- ylim = NULL)
-}
-\arguments{
- \item{x}{set of portfolios created by
- \code{\link{optimize.portfolio}}}
-
- \item{...}{any other passthru parameters}
-
- \item{return.col}{string name of column to use for
- returns (vertical axis)}
-
- \item{risk.col}{string name of column to use for risk
- (horizontal axis)}
-
- \item{chart.assets}{TRUE/FALSE to include risk-return
- scatter of assets}
-
- \item{neighbors}{set of 'neighbor portfolios to overplot}
-
- \item{main}{an overall title for the plot: see
- \code{\link{title}}}
-
- \item{xlim}{set the limit on coordinates for the x-axis}
-
- \item{ylim}{set the limit on coordinates for the y-axis}
-}
-\description{
- Scatter and weights chart for DEoptim portfolio
- optimizations run with trace=TRUE
-}
-\details{
- \code{return.col} must be the name of a function used to
- compute the return metric on the random portfolio weights
- \code{risk.col} must be the name of a function used to
- compute the risk metric on the random portfolio weights
-
- \code{neighbors} may be specified in three ways. The
- first is as a single number of neighbors. This will
- extract the \code{neighbors} closest portfolios in terms
- of the \code{out} numerical statistic. The second method
- consists of a numeric vector for \code{neighbors}. This
- will extract the \code{neighbors} with portfolio index
- numbers that correspond to the vector contents. The third
- method for specifying \code{neighbors} is to pass in a
- matrix. This matrix should look like the output of
- \code{\link{extractStats}}, and should contain
- \code{risk.col},\code{return.col}, and weights columns
- all properly named.
-}
-
Deleted: pkg/PortfolioAnalytics/man/plot.optimize.portfolio.GenSA.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.optimize.portfolio.GenSA.Rd 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/man/plot.optimize.portfolio.GenSA.Rd 2013-09-22 21:35:27 UTC (rev 3158)
@@ -1,62 +0,0 @@
-\name{plot.optimize.portfolio.GenSA}
-\alias{plot.optimize.portfolio.GenSA}
-\title{plot method for optimize.portfolio.DEoptim output}
-\usage{
- \method{plot}{optimize.portfolio.GenSA} (x, ...,
- rp = FALSE, return.col = "mean", risk.col = "ES",
- chart.assets = FALSE, cex.axis = 0.8,
- element.color = "darkgray", neighbors = NULL,
- main = "GenSA.Portfolios", xlim = NULL, ylim = NULL)
-}
-\arguments{
- \item{x}{object created by
- \code{\link{optimize.portfolio}}}
-
- \item{...}{any other passthru parameters}
-
- \item{rp}{TRUE/FALSE to plot feasible portfolios
- generated by \code{\link{random_portfolios}}}
-
- \item{return.col}{string matching the objective of a
- 'return' objective, on vertical axis}
-
- \item{risk.col}{string matching the objective of a 'risk'
- objective, on horizontal axis}
-
- \item{chart.assets}{TRUE/FALSE to include risk-return
- scatter of assets}
-
- \item{cex.axis}{The magnification to be used for axis
- annotation relative to the current setting of \code{cex}}
-
- \item{element.color}{color for the default plot scatter
- points}
-
- \item{neighbors}{set of 'neighbor' portfolios to
- overplot}
-
- \item{main}{an overall title for the plot: see
- \code{\link{title}}}
-
- \item{xlim}{set the limit on coordinates for the x-axis}
-
- \item{ylim}{set the limit on coordinates for the y-axis}
-}
-\description{
- Scatter and weights chart for GenSA portfolio
- optimizations run with trace=TRUE
-}
-\details{
- \code{return.col} must be the name of a function used to
- compute the return metric on the random portfolio
- weights. \code{risk.col} must be the name of a function
- used to compute the risk metric on the random portfolio
- weights.
-}
-\author{
- Ross Bennett
-}
-\seealso{
- \code{\link{optimize.portfolio}}
-}
-
Deleted: pkg/PortfolioAnalytics/man/plot.optimize.portfolio.ROI.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.optimize.portfolio.ROI.Rd 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/man/plot.optimize.portfolio.ROI.Rd 2013-09-22 21:35:27 UTC (rev 3158)
@@ -1,63 +0,0 @@
-\name{plot.optimize.portfolio.ROI}
-\alias{plot.optimize.portfolio.ROI}
-\title{plot method for optimize.portfolio.ROI output}
-\usage{
- \method{plot}{optimize.portfolio.ROI} (x, ...,
- rp = FALSE, risk.col = "ES", return.col = "mean",
- chart.assets = FALSE, element.color = "darkgray",
- neighbors = NULL, main = "ROI.Portfolios", xlim = NULL,
- ylim = NULL)
-}
-\arguments{
- \item{x}{object created by
- \code{\link{optimize.portfolio}}}
-
- \item{...}{any other passthru parameters}
-
- \item{rp}{TRUE/FALSE to plot feasible portfolios
- generated by \code{\link{random_portfolios}}}
-
- \item{risk.col}{string matching the objective of a 'risk'
- objective, on horizontal axis}
-
- \item{return.col}{string matching the objective of a
- 'return' objective, on vertical axis}
-
- \item{chart.assets}{TRUE/FALSE to include risk-return
- scatter of assets}
-
- \item{element.color}{color for the default plot scatter
- points}
-
- \item{neighbors}{set of 'neighbor' portfolios to
- overplot}
-
- \item{main}{an overall title for the plot: see
- \code{\link{title}}}
-
- \item{xlim}{set the limit on coordinates for the x-axis}
-
- \item{ylim}{set the limit on coordinates for the y-axis}
-}
-\description{
- Scatter and weights chart for ROI portfolio optimizations
- run with trace=TRUE
-}
-\details{
- The ROI optimizers do not store the portfolio weights
- like DEoptim or random portfolios random portfolios can
- be generated for the scatter plot.
-
- \code{return.col} must be the name of a function used to
- compute the return metric on the random portfolio
- weights. \code{risk.col} must be the name of a function
- used to compute the risk metric on the random portfolio
- weights
-}
-\author{
- Ross Bennett
-}
-\seealso{
- \code{\link{optimize.portfolio}}
-}
-
Deleted: pkg/PortfolioAnalytics/man/plot.optimize.portfolio.pso.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.optimize.portfolio.pso.Rd 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/man/plot.optimize.portfolio.pso.Rd 2013-09-22 21:35:27 UTC (rev 3158)
@@ -1,59 +0,0 @@
-\name{plot.optimize.portfolio.pso}
-\alias{plot.optimize.portfolio.pso}
-\title{plot method for optimize.portfolio.pso output}
-\usage{
- \method{plot}{optimize.portfolio.pso} (x, ...,
- return.col = "mean", risk.col = "ES",
- chart.assets = FALSE, cex.axis = 0.8,
- element.color = "darkgray", neighbors = NULL,
- main = "PSO.Portfolios", xlim = NULL, ylim = NULL)
-}
-\arguments{
- \item{x}{object created by
- \code{\link{optimize.portfolio}}}
-
- \item{...}{any other passthru parameters}
-
- \item{return.col}{string matching the objective of a
- 'return' objective, on vertical axis}
-
- \item{risk.col}{string matching the objective of a 'risk'
- objective, on horizontal axis}
-
- \item{chart.assets}{TRUE/FALSE to include risk-return
- scatter of assets}
-
- \item{cex.axis}{The magnification to be used for axis
- annotation relative to the current setting of \code{cex}}
-
- \item{element.color}{color for the default plot scatter
- points}
-
- \item{neighbors}{set of 'neighbor' portfolios to
- overplot}
-
- \item{main}{an overall title for the plot: see
- \code{\link{title}}}
-
- \item{xlim}{set the limit on coordinates for the x-axis}
-
- \item{ylim}{set the limit on coordinates for the y-axis}
-}
-\description{
- Scatter and weights chart for pso portfolio optimizations
- run with trace=TRUE
-}
-\details{
- \code{return.col} must be the name of a function used to
- compute the return metric on the random portfolio
- weights. \code{risk.col} must be the name of a function
- used to compute the risk metric on the random portfolio
- weights.
-}
-\author{
- Ross Bennett
-}
-\seealso{
- \code{\link{optimize.portfolio}}
-}
-
Deleted: pkg/PortfolioAnalytics/man/plot.optimize.portfolio.random.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.optimize.portfolio.random.Rd 2013-09-22 21:29:23 UTC (rev 3157)
+++ pkg/PortfolioAnalytics/man/plot.optimize.portfolio.random.Rd 2013-09-22 21:35:27 UTC (rev 3158)
@@ -1,58 +0,0 @@
-\name{plot.optimize.portfolio.random}
-\alias{plot.optimize.portfolio.random}
-\title{plot method for optimize.portfolio.random output}
-\usage{
- \method{plot}{optimize.portfolio.random} (x, ...,
- return.col = "mean", risk.col = "ES",
- chart.assets = FALSE, neighbors = NULL, xlim = NULL,
- ylim = NULL, main = "optimized portfolio plot")
-}
-\arguments{
- \item{x}{set of portfolios created by
- \code{\link{optimize.portfolio}}}
-
- \item{...}{any other passthru parameters}
-
- \item{return.col}{string name of column to use for
- returns (vertical axis)}
-
- \item{risk.col}{string name of column to use for risk
- (horizontal axis)}
-
- \item{chart.assets}{TRUE/FALSE to include risk-return
- scatter of assets}
-
- \item{neighbors}{set of 'neighbor portfolios to overplot}
-
- \item{xlim}{set the limit on coordinates for the x-axis}
-
- \item{ylim}{set the limit on coordinates for the y-axis}
-
- \item{main}{an overall title for the plot: see
- \code{\link{title}}}
-}
-\description{
- Scatter and weights chart for random portfolio
- optimizations run with trace=TRUE
-}
-\details{
- \code{return.col} must be the name of a function used to
- compute the return metric on the random portfolio
- weights. \code{risk.col} must be the name of a function
- used to compute the risk metric on the random portfolio
- weights.
-
- \code{neighbors} may be specified in three ways. The
- first is as a single number of neighbors. This will
- extract the \code{neighbors} closest portfolios in terms
- of the \code{out} numerical statistic. The second method
- consists of a numeric vector for \code{neighbors}. This
- will extract the \code{neighbors} with portfolio index
- numbers that correspond to the vector contents. The third
- method for specifying \code{neighbors} is to pass in a
- matrix. This matrix should look like the output of
- \code{\link{extractStats}}, and should contain
- \code{risk.col},\code{return.col}, and weights columns
- all properly named.
-}
-
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