[Returnanalytics-commits] r3163 - in pkg/PortfolioAnalytics: demo vignettes

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Sep 23 00:51:00 CEST 2013


Author: rossbennett34
Date: 2013-09-23 00:50:59 +0200 (Mon, 23 Sep 2013)
New Revision: 3163

Modified:
   pkg/PortfolioAnalytics/demo/demo_opt_combine.R
   pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw
   pkg/PortfolioAnalytics/vignettes/portfolio_vignette.pdf
Log:
Modifying files that used optimizations.combine

Modified: pkg/PortfolioAnalytics/demo/demo_opt_combine.R
===================================================================
--- pkg/PortfolioAnalytics/demo/demo_opt_combine.R	2013-09-22 22:22:27 UTC (rev 3162)
+++ pkg/PortfolioAnalytics/demo/demo_opt_combine.R	2013-09-22 22:50:59 UTC (rev 3163)
@@ -37,7 +37,7 @@
 opt.qu <- optimize.portfolio(R=R, portfolio=port.qu, optimize_method="ROI", trace=TRUE)
 
 
-opt <- optimizations.combine(list(GMV.LO=opt.gmv.lo, GMV.SHORT=opt.gmv.short, QU=opt.qu))
+opt <- combine.optimizations(list(GMV.LO=opt.gmv.lo, GMV.SHORT=opt.gmv.short, QU=opt.qu))
 class(opt)
 
 chart.Weights(opt, legend.loc="topleft", cex.legend=0.8, ylim=c(-0.3, 1))

Modified: pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw
===================================================================
--- pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw	2013-09-22 22:22:27 UTC (rev 3162)
+++ pkg/PortfolioAnalytics/vignettes/portfolio_vignette.Rnw	2013-09-22 22:50:59 UTC (rev 3163)
@@ -638,7 +638,7 @@
 
 Combine the optimizations for easy comparison.
 <<>>=
-opt_combine <- optimizations.combine(list(meanETL=opt_meanETL,
+opt_combine <- combine.optimizations(list(meanETL=opt_meanETL,
                                           rbmeanETL=opt_rb_meanETL,
                                           eqmeanETL=opt_eq_meanETL))
 

Modified: pkg/PortfolioAnalytics/vignettes/portfolio_vignette.pdf
===================================================================
(Binary files differ)



More information about the Returnanalytics-commits mailing list