[Returnanalytics-commits] r3368 - pkg/PortfolioAnalytics/man

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2014-04-15 03:49:25 +0200 (Tue, 15 Apr 2014)
New Revision: 3368

Modified:
   pkg/PortfolioAnalytics/man/create.EfficientFrontier.Rd
   pkg/PortfolioAnalytics/man/meanetl.efficient.frontier.Rd
   pkg/PortfolioAnalytics/man/meanvar.efficient.frontier.Rd
Log:
Updating man files for efficient frontier

Modified: pkg/PortfolioAnalytics/man/create.EfficientFrontier.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/create.EfficientFrontier.Rd	2014-04-15 00:11:31 UTC (rev 3367)
+++ pkg/PortfolioAnalytics/man/create.EfficientFrontier.Rd	2014-04-15 01:49:25 UTC (rev 3368)
@@ -49,13 +49,17 @@
   "mean-sd", or "mean-StdDev":}{ This is a special case for
   an efficient frontier that can be created by a QP solver.
   The \code{portfolio} object should have two objectives:
-  1) mean and 2) var. The efficient frontier will be
+  1) mean and 2) var. If the portfolio object does not
+  contain these objectives, they will be added using
+  default parameters.  The efficient frontier will be
   created via \code{\link{meanvar.efficient.frontier}}.}
   \item{"mean-ETL", "mean-ES", "mean-CVaR", "mean-etl":}{
   This is a special case for an efficient frontier that can
   be created by an LP solver.  The \code{portfolio} object
   should have two objectives: 1) mean and 2) ETL/ES/CVaR.
-  The efficient frontier will be created via
+  If the portfolio object does not contain these
+  objectives, they will be added using default parameters.
+  The efficient frontier is created via
   \code{\link{meanetl.efficient.frontier}}.}
   \item{"DEoptim":}{ This can handle more complex
   constraints and objectives than the simple mean-var and

Modified: pkg/PortfolioAnalytics/man/meanetl.efficient.frontier.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/meanetl.efficient.frontier.Rd	2014-04-15 00:11:31 UTC (rev 3367)
+++ pkg/PortfolioAnalytics/man/meanetl.efficient.frontier.Rd	2014-04-15 01:49:25 UTC (rev 3368)
@@ -23,11 +23,11 @@
 }
 \description{
   This function generates the mean-ETL efficient frontier
-  of a portfolio specifying constraints and objectives. To
-  generate the mean-ETL efficient frontier, the portfolio
-  must have two objectives 1) "mean" and 2) "ETL/ES/CVaR".
-  If the only objective in the \code{portfolio} object is
-  ETL/ES/CVaR, the we will add a mean objective.
+  of a portfolio specifying the constraints and objectives.
+  The \code{portfolio} object should have two objectives:
+  1) mean and 2) ES (or ETL or cVaR). If the portfolio
+  object does not contain these objectives, they will be
+  added using default parameters.
 }
 \author{
   Ross Bennett

Modified: pkg/PortfolioAnalytics/man/meanvar.efficient.frontier.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/meanvar.efficient.frontier.Rd	2014-04-15 00:11:31 UTC (rev 3367)
+++ pkg/PortfolioAnalytics/man/meanvar.efficient.frontier.Rd	2014-04-15 01:49:25 UTC (rev 3368)
@@ -6,8 +6,8 @@
     n.portfolios = 25, risk_aversion = NULL, ...)
 }
 \arguments{
-  \item{portfolio}{a portfolio object with constraints and
-  objectives created via \code{\link{portfolio.spec}}}
+  \item{portfolio}{a portfolio object with constraints
+  created via \code{\link{portfolio.spec}}}
 
   \item{R}{an xts or matrix of asset returns}
 
@@ -29,10 +29,11 @@
 }
 \description{
   This function generates the mean-variance efficient
-  frontier of a portfolio specifying constraints and
-  objectives. To generate the mean-var efficient frontier,
-  the portfolio must have two objectives 1) "mean" and 2)
-  "var".
+  frontier of a portfolio specifying the constraints and
+  objectives. The \code{portfolio} object should have two
+  objectives: 1) mean and 2) var (or sd or StdDev). If the
+  portfolio object does not contain these objectives, they
+  will be added using default parameters.
 }
 \author{
   Ross Bennett