[Returnanalytics-commits] r3178 - in pkg/PortfolioAnalytics: . R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Sep 24 03:37:54 CEST 2013 

Author: rossbennett34
Date: 2013-09-24 03:37:53 +0200 (Tue, 24 Sep 2013)
New Revision: 3178

Removed:
   pkg/PortfolioAnalytics/man/extract.efficient.frontier.Rd
Modified:
   pkg/PortfolioAnalytics/NAMESPACE
   pkg/PortfolioAnalytics/R/extract.efficient.frontier.R
   pkg/PortfolioAnalytics/man/PortfolioAnalytics-package.Rd
   pkg/PortfolioAnalytics/man/extractEfficientFrontier.Rd
   pkg/PortfolioAnalytics/man/plot.Rd
Log:
Updating documentation

Modified: pkg/PortfolioAnalytics/NAMESPACE
===================================================================
--- pkg/PortfolioAnalytics/NAMESPACE	2013-09-24 01:30:19 UTC (rev 3177)
+++ pkg/PortfolioAnalytics/NAMESPACE	2013-09-24 01:37:53 UTC (rev 3178)
@@ -19,7 +19,6 @@
 export(diversification_constraint)
 export(diversification)
 export(equal.weight)
-export(extract.efficient.frontier)
 export(extractEfficientFrontier)
 export(extractGroups)
 export(extractObjectiveMeasures)

Modified: pkg/PortfolioAnalytics/R/extract.efficient.frontier.R
===================================================================
--- pkg/PortfolioAnalytics/R/extract.efficient.frontier.R	2013-09-24 01:30:19 UTC (rev 3177)
+++ pkg/PortfolioAnalytics/R/extract.efficient.frontier.R	2013-09-24 01:37:53 UTC (rev 3178)
@@ -10,32 +10,7 @@
 #
 ###############################################################################
 
-#' Extract the efficient frontier of portfolios that meet your objectives over a range of risks
-#' 
-#' The efficient frontier is extracted from the set of portfolios created by 
-#' \code{optimize.portfolio} with \code{trace=TRUE}.
-#' 
-#' If you do not have an optimal portfolio object created by 
-#' \code{\link{optimize.portfolio}}, you can pass in a portfolio object and an
-#' optimization will be run via \code{\link{optimize.portfolio}}
-#' 
-#' @note
-#' Note that this function will be extremely sensitive to the objectives in your
-#' \code{\link{portfolio}} object.  It will be especially obvious if you 
-#' are looking at a risk budget objective and your return preference is not set high enough.
-#' 
-#'  
-#' @param object optimial portfolio object as created by \code{\link{optimize.portfolio}}
-#' @param match.col string name of column to use for risk (horizontal axis)
-#' @param from minimum value of the sequence
-#' @param to maximum value of the sequence
-#' @param by number to increment the sequence by
-#' @param n.portfolios number of portfolios along the efficient frontier to extract
-#' @param \dots any other passthru parameters to \code{optimize.portfolio}
-#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
-#' @param portfolio an object of type "portfolio" specifying the constraints and objectives for the optimization, see \code{\link{portfolio.spec}}
-#' @param optimize_method one of "DEoptim", "random", "ROI", "pso", or "GenSA"
-#' @export
+
 extract.efficient.frontier <- function (object=NULL, match.col='ES', from=NULL, to=NULL, by=0.005, n.portfolios=NULL, ..., R=NULL, portfolio=NULL, optimize_method='random')
 {
     #TODO add a threshold argument for how close it has to be to count
@@ -383,7 +358,7 @@
 #' For objects created by \code{optimize.portfolo} with the DEoptim, random, or
 #' pso solvers, the efficient frontier will be extracted from the object via
 #' \code{extract.efficient.frontier}. This means that \code{optimize.portfolio} must
-#' be run with \code{trace=TRUE}
+#' be run with \code{trace=TRUE}.
 #' 
 #' @param object an optimal portfolio object created by \code{optimize.portfolio}
 #' @param match.col string name of column to use for risk (horizontal axis).

Modified: pkg/PortfolioAnalytics/man/PortfolioAnalytics-package.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/PortfolioAnalytics-package.Rd	2013-09-24 01:30:19 UTC (rev 3177)
+++ pkg/PortfolioAnalytics/man/PortfolioAnalytics-package.Rd	2013-09-24 01:37:53 UTC (rev 3178)
@@ -7,7 +7,7 @@
 }
 
 \description{
-\kbd{PortfolioAnalytics} provides an\R packaged to provide numerical solutions for portfolio problems with complex constraints and objective sets. The goal of the package is to aid practicioners and researchers in solving portfolio optimization problems with complex constraints and objectives that mirror real-world applications.
+\kbd{PortfolioAnalytics} provides an \R packaged to provide numerical solutions for portfolio problems with complex constraints and objective sets. The goal of the package is to aid practicioners and researchers in solving portfolio optimization problems with complex constraints and objectives that mirror real-world applications.
 
 One of the goals of the packages is to provide a common interface to specify constraints and objectives that can be solved by any supported solver (i.e. optimization method). Currently supported optimization methods include random portfolios, differential evolution, particle swarm optimization, generalized simulated annealing, and linear and quadratic programming routines. Additional information on random portfolios is provided below. The differential evolution algorithm is implemented via the \kbd{DEoptim} package, the particle swarm optimization algorithm via the \kbd{pso} package, the generalized simulated annealing via the \kbd{GenSA} package, and linear and quadratic programming are implemented via the \kbd{ROI} package which acts as an interface to the \kbd{Rglpk} and \kbd{quadprog} packages.
 

Deleted: pkg/PortfolioAnalytics/man/extract.efficient.frontier.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/extract.efficient.frontier.Rd	2013-09-24 01:30:19 UTC (rev 3177)
+++ pkg/PortfolioAnalytics/man/extract.efficient.frontier.Rd	2013-09-24 01:37:53 UTC (rev 3178)
@@ -1,57 +0,0 @@
-\name{extract.efficient.frontier}
-\alias{extract.efficient.frontier}
-\title{Extract the efficient frontier of portfolios that meet your objectives over a range of risks}
-\usage{
-  extract.efficient.frontier(object = NULL,
-    match.col = "ES", from = NULL, to = NULL, by = 0.005,
-    n.portfolios = NULL, ..., R = NULL, portfolio = NULL,
-    optimize_method = "random")
-}
-\arguments{
-  \item{object}{optimial portfolio object as created by
-  \code{\link{optimize.portfolio}}}
-
-  \item{match.col}{string name of column to use for risk
-  (horizontal axis)}
-
-  \item{from}{minimum value of the sequence}
-
-  \item{to}{maximum value of the sequence}
-
-  \item{by}{number to increment the sequence by}
-
-  \item{n.portfolios}{number of portfolios along the
-  efficient frontier to extract}
-
-  \item{\dots}{any other passthru parameters to
-  \code{optimize.portfolio}}
-
-  \item{R}{an xts, vector, matrix, data frame, timeSeries
-  or zoo object of asset returns}
-
-  \item{portfolio}{an object of type "portfolio" specifying
-  the constraints and objectives for the optimization, see
-  \code{\link{portfolio.spec}}}
-
-  \item{optimize_method}{one of "DEoptim", "random", "ROI",
-  "pso", or "GenSA"}
-}
-\description{
-  The efficient frontier is extracted from the set of
-  portfolios created by \code{optimize.portfolio} with
-  \code{trace=TRUE}.
-}
-\details{
-  If you do not have an optimal portfolio object created by
-  \code{\link{optimize.portfolio}}, you can pass in a
-  portfolio object and an optimization will be run via
-  \code{\link{optimize.portfolio}}
-}
-\note{
-  Note that this function will be extremely sensitive to
-  the objectives in your \code{\link{portfolio}} object.
-  It will be especially obvious if you are looking at a
-  risk budget objective and your return preference is not
-  set high enough.
-}
-

Modified: pkg/PortfolioAnalytics/man/extractEfficientFrontier.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/extractEfficientFrontier.Rd	2013-09-24 01:30:19 UTC (rev 3177)
+++ pkg/PortfolioAnalytics/man/extractEfficientFrontier.Rd	2013-09-24 01:37:53 UTC (rev 3178)
@@ -50,7 +50,7 @@
   will be extracted from the object via
   \code{extract.efficient.frontier}. This means that
   \code{optimize.portfolio} must be run with
-  \code{trace=TRUE}
+  \code{trace=TRUE}.
 }
 \author{
   Ross Bennett

Modified: pkg/PortfolioAnalytics/man/plot.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.Rd	2013-09-24 01:30:19 UTC (rev 3177)
+++ pkg/PortfolioAnalytics/man/plot.Rd	2013-09-24 01:37:53 UTC (rev 3178)
@@ -1,4 +1,4 @@
-\name{plot.optimize}
+\name{plot}
 \alias{plot.optimize.portfolio}
 \alias{plot.optimize.portfolio.DEoptim}
 \alias{plot.optimize.portfolio.GenSA}

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