[Returnanalytics-commits] r3635 - in pkg/PortfolioAnalytics: . R

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

Author: rossbennett34
Date: 2015-04-18 14:28:12 +0200 (Sat, 18 Apr 2015)
New Revision: 3635

Modified:
   pkg/PortfolioAnalytics/DESCRIPTION
   pkg/PortfolioAnalytics/R/constraint_fn_map.R
Log:
fix typo bug in rp_transform and bump version

Modified: pkg/PortfolioAnalytics/DESCRIPTION
===================================================================
--- pkg/PortfolioAnalytics/DESCRIPTION	2015-04-18 12:25:57 UTC (rev 3634)
+++ pkg/PortfolioAnalytics/DESCRIPTION	2015-04-18 12:28:12 UTC (rev 3635)
@@ -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: 0.9.3633
+Version: 0.9.3635
 Date: $Date$
 Maintainer: Ross Bennett <rossbennett34 at gmail.com>
 Description: Portfolio optimization and analysis routines and graphics.

Modified: pkg/PortfolioAnalytics/R/constraint_fn_map.R
===================================================================
--- pkg/PortfolioAnalytics/R/constraint_fn_map.R	2015-04-18 12:25:57 UTC (rev 3634)
+++ pkg/PortfolioAnalytics/R/constraint_fn_map.R	2015-04-18 12:28:12 UTC (rev 3635)
@@ -564,7 +564,7 @@
   } # end final walk towards the edges
   portfolio <- tmp_w
   
-  colnames(portfolio) <- colnames(weights)
+  colnames(portfolio) <- colnames(w)
   
   # checks for infeasible portfolio
   # Stop execution and return an error if an infeasible portfolio is created
@@ -572,7 +572,7 @@
   # action (try again with more permutations, relax constraints, different
   # method to normalize, etc.)
   if (sum(portfolio) < min_sum | sum(portfolio) > max_sum){
-    portfolio <- weights
+    portfolio <- w
     stop("Infeasible portfolio created, perhaps increase max_permutations and/or adjust your parameters.")
   }
   return(portfolio)