[Returnanalytics-commits] r3298 - pkg/PortfolioAnalytics/R

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

Author: rossbennett34
Date: 2014-01-11 00:43:31 +0100 (Sat, 11 Jan 2014)
New Revision: 3298

Modified:
   pkg/PortfolioAnalytics/R/optFUN.R
Log:
fixing bug in gmv_opt_toc to get objective value from ROI output.

Modified: pkg/PortfolioAnalytics/R/optFUN.R
===================================================================
--- pkg/PortfolioAnalytics/R/optFUN.R	2014-01-06 14:37:34 UTC (rev 3297)
+++ pkg/PortfolioAnalytics/R/optFUN.R	2014-01-10 23:43:31 UTC (rev 3298)
@@ -759,7 +759,7 @@
   names(weights) <- colnames(R)
   out <- list()
   out$weights <- weights
-  out$out <- roi.result$value
+  out$out <- roi.result$objval
   obj_vals <- list()
   # Calculate the objective values here so that we can use the moments$mean
   # and moments$var that might be passed in by the user.