[Returnanalytics-commits] r3634 - in pkg/PortfolioAnalytics: . man

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

Author: rossbennett34
Date: 2015-04-18 14:25:57 +0200 (Sat, 18 Apr 2015)
New Revision: 3634

Modified:
   pkg/PortfolioAnalytics/DESCRIPTION
   pkg/PortfolioAnalytics/man/add.constraint.Rd
   pkg/PortfolioAnalytics/man/box_constraint.Rd
   pkg/PortfolioAnalytics/man/constraint.Rd
   pkg/PortfolioAnalytics/man/random_portfolios_v1.Rd
Log:
Minor fixes for R CMD check

- use title case for Title field in Description
- fix line widths in man files
- bump version

Modified: pkg/PortfolioAnalytics/DESCRIPTION
===================================================================
--- pkg/PortfolioAnalytics/DESCRIPTION	2015-04-17 19:57:45 UTC (rev 3633)
+++ pkg/PortfolioAnalytics/DESCRIPTION	2015-04-18 12:25:57 UTC (rev 3634)
@@ -1,6 +1,6 @@
 Package: PortfolioAnalytics
 Type: Package
-Title: Portfolio Analysis, including Numerical Methods for Optimization
+Title: Portfolio Analysis, Including Numerical Methods for Optimization
     of Portfolios
 Authors at R: c(
     person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"),
@@ -12,7 +12,7 @@
     person(given="Hezky",family="Varon",role="ctb") ,
     person(given="Guy",family="Yollin",role="ctb") ,
     person(given="R. Douglas",family="Martin",role="ctb") )
-Version: 0.9.3625
+Version: 0.9.3633
 Date: $Date$
 Maintainer: Ross Bennett <rossbennett34 at gmail.com>
 Description: Portfolio optimization and analysis routines and graphics.

Modified: pkg/PortfolioAnalytics/man/add.constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/add.constraint.Rd	2015-04-17 19:57:45 UTC (rev 3633)
+++ pkg/PortfolioAnalytics/man/add.constraint.Rd	2015-04-18 12:25:57 UTC (rev 3634)
@@ -58,16 +58,20 @@
 pspec <- add.constraint(portfolio=pspec, type="box", min=0.05, max=0.4)
 
 # min and max can also be specified per asset
-pspec <- add.constraint(portfolio=pspec, type="box", min=c(0.05, 0, 0.08, 0.1), max=c(0.4, 0.3, 0.7, 0.55))
+pspec <- add.constraint(portfolio=pspec, type="box", min=c(0.05, 0, 0.08, 0.1), 
+max=c(0.4, 0.3, 0.7, 0.55))
 # A special case of box constraints is long only where min=0 and max=1
 # The default action is long only if min and max are not specified
 pspec <- add.constraint(portfolio=pspec, type="box")
 pspec <- add.constraint(portfolio=pspec, type="long_only")
 
 # Add group constraints
-pspec <- add.constraint(portfolio=pspec, type="group", groups=list(c(1, 2, 1), 4), group_min=c(0.1, 0.15), group_max=c(0.85, 0.55), group_labels=c("GroupA", "GroupB"), group_pos=c(2, 1))
+pspec <- add.constraint(portfolio=pspec, type="group", groups=list(c(1, 2, 1), 4), 
+group_min=c(0.1, 0.15), group_max=c(0.85, 0.55), group_labels=c("GroupA", "GroupB"), 
+group_pos=c(2, 1))
 
-# Add position limit constraint such that we have a maximum number of three assets with non-zero weights.
+# Add position limit constraint such that we have a maximum number of three 
+# assets with non-zero weights.
 pspec <- add.constraint(portfolio=pspec, type="position_limit", max_pos=3)
 
 # Add diversification constraint

Modified: pkg/PortfolioAnalytics/man/box_constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/box_constraint.Rd	2015-04-17 19:57:45 UTC (rev 3633)
+++ pkg/PortfolioAnalytics/man/box_constraint.Rd	2015-04-18 12:25:57 UTC (rev 3634)
@@ -45,7 +45,8 @@
 pspec <- add.constraint(pspec, type="box", min=0.05, max=0.45)
 
 # specify box constraints per asset
-pspec <- add.constraint(pspec, type="box", min=c(0.05, 0.10, 0.08, 0.06), max=c(0.45, 0.55, 0.35, 0.65))
+pspec <- add.constraint(pspec, type="box", min=c(0.05, 0.10, 0.08, 0.06), 
+max=c(0.45, 0.55, 0.35, 0.65))
 }
 \author{
 Ross Bennett

Modified: pkg/PortfolioAnalytics/man/constraint.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/constraint.Rd	2015-04-17 19:57:45 UTC (rev 3633)
+++ pkg/PortfolioAnalytics/man/constraint.Rd	2015-04-18 12:25:57 UTC (rev 3634)
@@ -29,7 +29,8 @@
 This function is the constructor for the \code{v1_constraint} object for backwards compatibility.
 }
 \examples{
-exconstr <- constraint(assets=10, min_sum=1, max_sum=1, min=.01, max=.35, weight_seq=generatesequence())
+exconstr <- constraint(assets=10, min_sum=1, max_sum=1, min=.01, max=.35, 
+weight_seq=generatesequence())
 }
 \author{
 Peter Carl, Brian G. Peterson

Modified: pkg/PortfolioAnalytics/man/random_portfolios_v1.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/random_portfolios_v1.Rd	2015-04-17 19:57:45 UTC (rev 3633)
+++ pkg/PortfolioAnalytics/man/random_portfolios_v1.Rd	2015-04-18 12:25:57 UTC (rev 3634)
@@ -20,7 +20,8 @@
 arbitrary number of constrained random portfolios.
 }
 \examples{
-rpconstraint<-constraint(assets=10, min_mult=-Inf, max_mult=Inf, min_sum=.99, max_sum=1.01, min=.01, max=.4, weight_seq=generatesequence())
+rpconstraint<-constraint(assets=10, min_mult=-Inf, max_mult=Inf, min_sum=.99, 
+max_sum=1.01, min=.01, max=.4, weight_seq=generatesequence())
 rp<- random_portfolios_v1(rpconstraints=rpconstraint,permutations=1000)
 head(rp)
 }