[Returnanalytics-commits] r3381 - pkg/PortfolioAnalytics/R

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

Author: rossbennett34
Date: 2014-05-05 21:55:24 +0200 (Mon, 05 May 2014)
New Revision: 3381

Modified:
   pkg/PortfolioAnalytics/R/charts.efficient.frontier.R
Log:
Revising efficient frontier chart to not calculate metrics on assets unless specified in arguments

Modified: pkg/PortfolioAnalytics/R/charts.efficient.frontier.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.efficient.frontier.R	2014-05-01 06:00:59 UTC (rev 3380)
+++ pkg/PortfolioAnalytics/R/charts.efficient.frontier.R	2014-05-05 19:55:24 UTC (rev 3381)
@@ -461,10 +461,15 @@
   }
   if(is.na(mtc)) stop("could not match match.col with column name of efficient frontier")
   
-  # get the data to plot scatter of asset returns
-  asset_ret <- scatterFUN(R=R, FUN="mean")
-  asset_risk <- scatterFUN(R=R, FUN=match.col)
-  rnames <- colnames(R)
+  if(chart.assets){
+    # get the data to plot scatter of asset returns
+    asset_ret <- scatterFUN(R=R, FUN="mean")
+    asset_risk <- scatterFUN(R=R, FUN=match.col)
+    rnames <- colnames(R)
+  } else {
+    asset_ret <- NULL
+    asset_risk <- NULL
+  }
   
   # set the x and y limits
   if(is.null(xlim)){