rossb34 / PortfolioAnalytics

copy of the PortfolioAnalytics package in the Return Analytics project on R-Forge
8 stars 3 forks source link

This is code under heavy development!

Please contribute with bug fixes, comments, and testing scripts (take your data and disguise it, or use data sets like 'edhec' like we do in the demo with your constraints and other objectives modified to demonstrate your problem on public data)

All documentation is being done in roxygen as an experiment.
We will not be checking in compiled .Rd help file source all the time, mostly just before CRAN releases, so do R CMD roxygen -d PortfolioAnalytics from one directory up.

Some the Rd files generated by Roxygen add a new line where there should not be one and will result in an R CMD Check warning. These files were manually edited, but will be overwritten the next time roxygen is run.

Running the following command from the /PortfolioAnalytics directory is a temporary fix.

svn revert man/chart.Weights.Rd man/chart.RiskReward.Rd man/plot.Rd man/print.optimize.portfolio.Rd man/chart.EfficientFrontier.Rd man/chart.RiskBudget.Rd man/print.summary.optimize.portfolio.rebalancing.Rd