[Returnanalytics-commits] r3162 - in pkg/PortfolioAnalytics: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Sep 23 00:22:27 CEST 2013
Author: rossbennett34
Date: 2013-09-23 00:22:27 +0200 (Mon, 23 Sep 2013)
New Revision: 3162
Removed:
pkg/PortfolioAnalytics/man/plot.optimize.portfolio.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/R/generics.R
pkg/PortfolioAnalytics/man/chart.RiskReward.Rd
pkg/PortfolioAnalytics/man/plot.Rd
pkg/PortfolioAnalytics/man/print.optimize.portfolio.Rd
Log:
Updating documentation
Modified: pkg/PortfolioAnalytics/R/charts.DE.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.DE.R 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/R/charts.DE.R 2013-09-22 22:22:27 UTC (rev 3162)
@@ -87,7 +87,6 @@
}
#' @rdname chart.Weights
-#' @name chart.Weights
#' @method chart.Weights optimize.portfolio.DEoptim
#' @S3method chart.Weights optimize.portfolio.DEoptim
chart.Weights.optimize.portfolio.DEoptim <- chart.Weights.DE
@@ -292,7 +291,6 @@
}
#' @rdname chart.RiskReward
-#' @name chart.RiskReward
#' @method chart.RiskReward optimize.portfolio.DEoptim
#' @S3method chart.RiskReward optimize.portfolio.DEoptim
chart.RiskReward.optimize.portfolio.DEoptim <- chart.Scatter.DE
@@ -311,10 +309,11 @@
}
-#' plot method for optimize.portfolio.DEoptim output
+#' plot method for objects of class \code{optimize.portfolio}
#'
-#' Scatter and weights chart for DEoptim portfolio optimizations run with trace=TRUE
+#' Scatter and weights chart for 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
#'
@@ -325,9 +324,15 @@
#' 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{risk.col},\code{return.col}, and weights columns all properly named.
+#'
+#' The ROI and GenSA solvers do not store the portfolio weights like DEoptim or random
+#' portfolios, random portfolios can be generated for the scatter plot with the
+#' \code{rp} argument.
+#'
#' @param x set of portfolios created by \code{\link{optimize.portfolio}}
-#' @param ... any other passthru parameters
+#' @param \dots any other passthru parameters
+#' @param rp TRUE/FALSE to plot feasible portfolios generated by \code{\link{random_portfolios}}
#' @param return.col string name of column to use for returns (vertical axis)
#' @param risk.col string name of column to use for risk (horizontal axis)
#' @param chart.assets TRUE/FALSE to include risk-return scatter of assets
@@ -335,6 +340,8 @@
#' @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
+#' @param element.color provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
+#' @param cex.axis the magnification to be used for axis annotation relative to the current setting of \code{cex}.
#' @rdname plot
#' @method plot optimize.portfolio.DEoptim
#' @S3method plot optimize.portfolio.DEoptim
Modified: pkg/PortfolioAnalytics/R/charts.GenSA.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.GenSA.R 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/R/charts.GenSA.R 2013-09-22 22:22:27 UTC (rev 3162)
@@ -153,27 +153,7 @@
par(op)
}
-#' plot method for optimize.portfolio.DEoptim output
-#'
-#' Scatter and weights chart for GenSA portfolio optimizations run with trace=TRUE
-#'
-#' \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.
-#'
-#' @param x object created by \code{\link{optimize.portfolio}}
-#' @param ... any other passthru parameters
-#' @param rp TRUE/FALSE to plot feasible portfolios generated by \code{\link{random_portfolios}}
-#' @param return.col string matching the objective of a 'return' objective, on vertical axis
-#' @param risk.col string matching the objective of a 'risk' objective, on horizontal axis
-#' @param chart.assets TRUE/FALSE to include risk-return scatter of assets
-#' @param cex.axis The magnification to be used for axis annotation relative to the current setting of \code{cex}
-#' @param element.color color for the default plot scatter points
-#' @param neighbors set of 'neighbor' portfolios to overplot
-#' @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
-#' @seealso \code{\link{optimize.portfolio}}
-#' @author Ross Bennett
+
#' @rdname plot
#' @method plot optimize.portfolio.GenSA
#' @S3method plot optimize.portfolio.GenSA
Modified: pkg/PortfolioAnalytics/R/charts.PSO.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.PSO.R 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/R/charts.PSO.R 2013-09-22 22:22:27 UTC (rev 3162)
@@ -211,26 +211,7 @@
par(op)
}
-#' plot method for optimize.portfolio.pso output
-#'
-#' Scatter and weights chart for pso portfolio optimizations run with trace=TRUE
-#'
-#' \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.
-#'
-#' @param x object created by \code{\link{optimize.portfolio}}
-#' @param ... any other passthru parameters
-#' @param return.col string matching the objective of a 'return' objective, on vertical axis
-#' @param risk.col string matching the objective of a 'risk' objective, on horizontal axis
-#' @param chart.assets TRUE/FALSE to include risk-return scatter of assets
-#' @param cex.axis The magnification to be used for axis annotation relative to the current setting of \code{cex}
-#' @param element.color color for the default plot scatter points
-#' @param neighbors set of 'neighbor' portfolios to overplot
-#' @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
-#' @seealso \code{\link{optimize.portfolio}}
-#' @author Ross Bennett
+
#' @rdname plot
#' @method plot optimize.portfolio.pso
#' @S3method plot optimize.portfolio.pso
Modified: pkg/PortfolioAnalytics/R/charts.ROI.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.ROI.R 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/R/charts.ROI.R 2013-09-22 22:22:27 UTC (rev 3162)
@@ -155,29 +155,6 @@
par(op)
}
-#' plot method for optimize.portfolio.ROI output
-#'
-#' Scatter and weights chart for ROI portfolio optimizations run with trace=TRUE
-#'
-#' 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
-#'
-#' @param x object created by \code{\link{optimize.portfolio}}
-#' @param ... any other passthru parameters
-#' @param rp TRUE/FALSE to plot feasible portfolios generated by \code{\link{random_portfolios}}
-#' @param risk.col string matching the objective of a 'risk' objective, on horizontal axis
-#' @param return.col string matching the objective of a 'return' objective, on vertical axis
-#' @param chart.assets TRUE/FALSE to include risk-return scatter of assets
-#' @param element.color color for the default plot scatter points
-#' @param neighbors set of 'neighbor' portfolios to overplot
-#' @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
-#' @seealso \code{\link{optimize.portfolio}}
-#' @author Ross Bennett
#' @rdname plot
#' @method plot optimize.portfolio.ROI
#' @S3method plot optimize.portfolio.ROI
Modified: pkg/PortfolioAnalytics/R/charts.RP.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.RP.R 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/R/charts.RP.R 2013-09-22 22:22:27 UTC (rev 3162)
@@ -266,30 +266,6 @@
}
-#' plot method for optimize.portfolio.random output
-#'
-#' Scatter and weights chart for random portfolio optimizations run with trace=TRUE
-#'
-#' \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.
-#' @param x set of portfolios created by \code{\link{optimize.portfolio}}
-#' @param ... any other passthru parameters
-#' @param return.col string name of column to use for returns (vertical axis)
-#' @param risk.col string name of column to use for risk (horizontal axis)
-#' @param chart.assets TRUE/FALSE to include risk-return scatter of assets
-#' @param neighbors set of 'neighbor portfolios to overplot
-#' @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
@@ -297,29 +273,7 @@
charts.RP(RP=x, risk.col=risk.col, return.col=return.col, chart.assets=chart.assets, neighbors=neighbors, main=main, xlim=xlim, ylim=ylim, ...)
}
-#' plot method for optimize.portfolio output
-#'
-#' Scatter and weights chart for portfolio optimization
-#'
-#' 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.
-#' @param x set of portfolios created by \code{\link{optimize.portfolio}}
-#' @param ... any other passthru parameters
-#' @param return.col string name of column to use for returns (vertical axis)
-#' @param risk.col string name of column to use for risk (horizontal axis)
-#' @param chart.assets TRUE/FALSE to include risk-return scatter of assets
-#' @param neighbors set of 'neighbor portfolios to overplot
-#' @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
Modified: pkg/PortfolioAnalytics/R/generics.R
===================================================================
--- pkg/PortfolioAnalytics/R/generics.R 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/R/generics.R 2013-09-22 22:22:27 UTC (rev 3162)
@@ -257,11 +257,6 @@
#' @param \dots any other passthru parameters
#' @param digits the number of significant digits to use when printing.
#' @author Ross Bennett
-#' @aliases print.optimize.portfolio.ROI,
-#' print.optimize.portfolio.random,
-#' print.optimize.portfolio.DEoptim,
-#' print.optimize.portfolio.GenSA,
-#' print.optimize.portfolio.pso
#' @rdname print.optimize.portfolio
#' @method print optimize.portfolio.ROI
#' @S3method print optimize.portfolio.ROI
Modified: pkg/PortfolioAnalytics/man/chart.RiskReward.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.RiskReward.Rd 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/man/chart.RiskReward.Rd 2013-09-22 22:22:27 UTC (rev 3162)
@@ -1,6 +1,7 @@
\name{chart.RiskReward}
\alias{chart.RiskReward}
\alias{chart.RiskReward.opt.list}
+\alias{chart.RiskReward.optimize.portfolio.DEoptim}
\alias{chart.RiskReward.optimize.portfolio.GenSA}
\alias{chart.RiskReward.optimize.portfolio.pso}
\alias{chart.RiskReward.optimize.portfolio.random}
Modified: pkg/PortfolioAnalytics/man/plot.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.Rd 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/man/plot.Rd 2013-09-22 22:22:27 UTC (rev 3162)
@@ -1,11 +1,11 @@
-\name{plot.optimize.portfolio.DEoptim}
+\name{plot}
\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}
+\title{plot method for objects of class \code{optimize.portfolio}}
\usage{
\method{plot}{optimize.portfolio.DEoptim} (x, ...,
return.col = "mean", risk.col = "ES",
@@ -45,31 +45,11 @@
\item{x}{set of portfolios created by
\code{\link{optimize.portfolio}}}
- \item{...}{any other passthru parameters}
+ \item{\dots}{any other passthru parameters}
- \item{return.col}{string name of column to use for
- returns (vertical axis)}
+ \item{rp}{TRUE/FALSE to plot feasible portfolios
+ generated by \code{\link{random_portfolios}}}
- \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)}
@@ -81,146 +61,24 @@
\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{element.color}{provides the color for drawing
+ less-important chart elements, such as the box lines,
+ axis lines, etc.}
- \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}
+ \item{cex.axis}{the magnification to be used for axis
+ annotation relative to the current setting of
+ \code{cex}.}
}
\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
+ Scatter and weights chart for portfolio optimizations run
+ with trace=TRUE
}
\details{
\code{return.col} must be the name of a function used to
@@ -241,76 +99,9 @@
\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.
+ The ROI and GenSA solvers do not store the portfolio
+ weights like DEoptim or random portfolios, random
+ portfolios can be generated for the scatter plot with the
+ \code{rp} argument.
}
-\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.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.optimize.portfolio.Rd 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/man/plot.optimize.portfolio.Rd 2013-09-22 22:22:27 UTC (rev 3162)
@@ -1,55 +0,0 @@
-\name{plot.optimize.portfolio}
-\alias{plot.optimize.portfolio}
-\title{plot method for optimize.portfolio output}
-\usage{
- \method{plot}{optimize.portfolio} (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 portfolio optimization
-}
-\details{
- 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.
-}
-
Modified: pkg/PortfolioAnalytics/man/print.optimize.portfolio.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/print.optimize.portfolio.Rd 2013-09-22 21:56:29 UTC (rev 3161)
+++ pkg/PortfolioAnalytics/man/print.optimize.portfolio.Rd 2013-09-22 22:22:27 UTC (rev 3162)
@@ -1,13 +1,9 @@
-\name{print.optimize.portfolio.ROI}
+\name{print.optimize.portfolio}
\alias{print.optimize.portfolio.DEoptim}
-\alias{print.optimize.portfolio.DEoptim,}
\alias{print.optimize.portfolio.GenSA}
-\alias{print.optimize.portfolio.GenSA,}
\alias{print.optimize.portfolio.pso}
\alias{print.optimize.portfolio.random}
-\alias{print.optimize.portfolio.random,}
\alias{print.optimize.portfolio.ROI}
-\alias{print.optimize.portfolio.ROI,}
\title{Printing output of optimize.portfolio}
\usage{
\method{print}{optimize.portfolio.ROI} (x, ...,
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