[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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