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[rmetrics] Log of /pkg/fPortfolio/R/portfolioConstraints.R
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Log of /pkg/fPortfolio/R/portfolioConstraints.R

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Revision 3509 - (view) (download) (annotate) - [select for diffs]
Modified Mon Aug 18 07:53:18 2008 UTC (9 years, 4 months ago) by wuertz
File length: 15759 byte(s)
Diff to previous 3508
now examples are fixed and running again

Revision 3508 - (view) (download) (annotate) - [select for diffs]
Modified Mon Aug 18 07:13:22 2008 UTC (9 years, 4 months ago) by wuertz
File length: 15712 byte(s)
Diff to previous 3503
constraints new scheme

Revision 3503 - (view) (download) (annotate) - [select for diffs]
Modified Sun Aug 17 11:49:35 2008 UTC (9 years, 4 months ago) by wuertz
File length: 27125 byte(s)
Diff to previous 3497
solveRfoo's checked, made smaller changes

Revision 3497 - (view) (download) (annotate) - [select for diffs]
Modified Sun Aug 17 09:49:17 2008 UTC (9 years, 4 months ago) by wuertz
File length: 26961 byte(s)
Diff to previous 3443
functionality enhanced

Revision 3443 - (view) (download) (annotate) - [select for diffs]
Modified Mon Aug 4 06:36:05 2008 UTC (9 years, 4 months ago) by wuertz
File length: 20103 byte(s)
Diff to previous 3293
updates for covEstimator, portfolioConstraints, quadprog,
all small modifications

Revision 3293 - (view) (download) (annotate) - [select for diffs]
Modified Sun May 18 16:15:53 2008 UTC (9 years, 7 months ago) by wuertz
File length: 19719 byte(s)
Diff to previous 3291
further preparations in view of AG's contributed functions

Revision 3291 - (view) (download) (annotate) - [select for diffs]
Modified Sat May 17 22:35:40 2008 UTC (9 years, 7 months ago) by wuertz
File length: 18573 byte(s)
Diff to previous 3290
portfolio minmax constraints added

Revision 3290 - (view) (download) (annotate) - [select for diffs]
Modified Sat May 17 21:25:19 2008 UTC (9 years, 7 months ago) by wuertz
File length: 18540 byte(s)
Diff to previous 3286
updates in view of new linear models

Revision 3286 - (view) (download) (annotate) - [select for diffs]
Modified Sat May 17 20:44:04 2008 UTC (9 years, 7 months ago) by wuertz
File length: 18510 byte(s)
Diff to previous 3250
optimizer functions reorganized

Revision 3250 - (view) (download) (annotate) - [select for diffs]
Modified Wed Apr 30 06:23:06 2008 UTC (9 years, 7 months ago) by wuertz
File length: 11666 byte(s)
Diff to previous 3151
an direct  way to specify constraints for the solvers has been added in a hidden way for the end user. It's for internal use only.

Revision 3151 - (view) (download) (annotate) - [select for diffs]
Modified Thu Apr 3 14:45:02 2008 UTC (9 years, 8 months ago) by chalabi
File length: 9855 byte(s)
Diff to previous 3146
added warning if risk budget is used a solver which does not support it.

Revision 3146 - (view) (download) (annotate) - [select for diffs]
Modified Thu Apr 3 11:33:16 2008 UTC (9 years, 8 months ago) by chalabi
File length: 9583 byte(s)
Diff to previous 3114
changed  if (constraints == "Short") to  if (any(constraints ==
"Short")) to avoid warnings when length(constraints) > 1

Revision 3114 - (view) (download) (annotate) - [select for diffs]
Modified Wed Mar 26 14:32:08 2008 UTC (9 years, 8 months ago) by chalabi
File length: 9698 byte(s)
Diff to previous 2864
portfolio constraints can now be specified by the column names of an
asset and not only by its columns ID number.

Revision 2864 - (view) (download) (annotate) - [select for diffs]
Modified Wed Feb 13 13:10:03 2008 UTC (9 years, 10 months ago) by wuertz
File length: 9656 byte(s)
Diff to previous 2840
more unit testing

Revision 2840 - (view) (download) (annotate) - [select for diffs]
Modified Mon Feb 11 00:50:13 2008 UTC (9 years, 10 months ago) by wuertz
File length: 9800 byte(s)
Diff to previous 2702
portfolio extended

Revision 2702 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 28 23:37:39 2008 UTC (9 years, 10 months ago) by wuertz
File length: 9746 byte(s)
Diff to previous 2676
further updates

Revision 2676 - (view) (download) (annotate) - [select for diffs]
Modified Sun Jan 27 23:20:31 2008 UTC (9 years, 10 months ago) by wuertz
File length: 9272 byte(s)
Diff to previous 2663
files dis-entangled

Revision 2663 - (view) (download) (annotate) - [select for diffs]
Modified Sun Jan 27 09:16:28 2008 UTC (9 years, 10 months ago) by wuertz
File length: 9430 byte(s)
Copied from: pkg/fPortfolio/R/xortfolioConstraints.R revision 2662
Diff to previous 2662


Revision 2662 - (view) (download) (annotate) - [select for diffs]
Modified Sun Jan 27 09:15:34 2008 UTC (9 years, 10 months ago) by wuertz
Original Path: pkg/fPortfolio/R/xortfolioConstraints.R
File length: 9430 byte(s)
Copied from: pkg/fPortfolio/R/PortfolioConstraints.R revision 2661
Diff to previous 2653


Revision 2653 - (view) (download) (annotate) - [select for diffs]
Modified Sun Jan 27 00:45:40 2008 UTC (9 years, 10 months ago) by wuertz
Original Path: pkg/fPortfolio/R/PortfolioConstraints.R
File length: 9430 byte(s)
Diff to previous 2190
reconstructering ... adding LPM

Revision 2190 - (view) (download) (annotate) - [select for diffs]
Modified Wed Sep 5 22:25:02 2007 UTC (10 years, 3 months ago) by wuertz
Original Path: pkg/fPortfolio/R/PortfolioConstraints.R
File length: 9351 byte(s)
Copied from: pkg/fPortfolio/R/2D-PortfolioConstraints.R revision 1608
Diff to previous 1589
.R and .Rd files renamed

Revision 1589 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jun 12 10:40:28 2007 UTC (10 years, 6 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2D-PortfolioConstraints.R
File length: 9351 byte(s)
Diff to previous 1578


Revision 1578 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jun 11 11:18:35 2007 UTC (10 years, 6 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2D-PortfolioConstraints.R
File length: 9347 byte(s)
Diff to previous 1504


Revision 1504 - (view) (download) (annotate) - [select for diffs]
Modified Thu Apr 19 10:56:29 2007 UTC (10 years, 8 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2D-PortfolioConstraints.R
File length: 9344 byte(s)
Diff to previous 1499


Revision 1499 - (view) (download) (annotate) - [select for diffs]
Modified Mon Apr 16 19:12:46 2007 UTC (10 years, 8 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2D-PortfolioConstraints.R
File length: 9377 byte(s)
Diff to previous 1497


Revision 1497 - (view) (download) (annotate) - [select for diffs]
Modified Mon Apr 16 10:23:23 2007 UTC (10 years, 8 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2D-PortfolioConstraints.R
File length: 9197 byte(s)
Diff to previous 1492


Revision 1492 - (view) (download) (annotate) - [select for diffs]
Modified Mon Apr 16 06:09:48 2007 UTC (10 years, 8 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2D-PortfolioConstraints.R
File length: 9200 byte(s)
Diff to previous 1452


Revision 1452 - (view) (download) (annotate) - [select for diffs]
Modified Mon Mar 26 06:26:29 2007 UTC (10 years, 8 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2D-PortfolioConstraints.R
File length: 6145 byte(s)
Diff to previous 1404


Revision 1404 - (view) (download) (annotate) - [select for diffs]
Modified Thu Mar 22 12:01:42 2007 UTC (10 years, 8 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2D-PortfolioConstraints.R
File length: 6141 byte(s)
Copied from: pkg/fPortfolio/R/2C-PortfolioConstraints.R revision 1393
Diff to previous 1393


Revision 1393 - (view) (download) (annotate) - [select for diffs]
Modified Wed Mar 21 17:32:10 2007 UTC (10 years, 8 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2C-PortfolioConstraints.R
File length: 6141 byte(s)
Diff to previous 1390


Revision 1390 - (view) (download) (annotate) - [select for diffs]
Modified Tue Mar 20 16:25:24 2007 UTC (10 years, 9 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2C-PortfolioConstraints.R
File length: 6253 byte(s)
Diff to previous 1195


Revision 1195 - (view) (download) (annotate) - [select for diffs]
Added Sat Feb 17 10:42:14 2007 UTC (10 years, 10 months ago) by wuertz
Original Path: pkg/fPortfolio/R/2C-PortfolioConstraints.R
File length: 6252 byte(s)


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