@@ -82,7 +82,7 @@ extract.efficient.frontier <- function (object=NULL, match.col='ES', from=NULL,
8282# '
8383# ' @param portfolio a portfolio object with constraints created via \code{\link{portfolio.spec}}
8484# ' @param R an xts or matrix of asset returns
85- # ' @param optimize_method the optimize method to get the efficient frontier, default is ROI
85+ # ' @param optimize_method the optimize method to get the efficient frontier, default is CVXR
8686# ' @param n.portfolios number of portfolios to plot along the efficient frontier
8787# ' @param risk_aversion vector of risk_aversion values to construct the efficient frontier.
8888# ' \code{n.portfolios} is ignored if \code{risk_aversion} is specified and the number
@@ -208,7 +208,7 @@ meanvar.efficient.frontier <- function(portfolio, R, optimize_method='CVXR', n.p
208208# '
209209# ' @param portfolio a portfolio object with constraints and objectives created via \code{\link{portfolio.spec}}
210210# ' @param R an xts or matrix of asset returns
211- # ' @param optimize_method the optimize method to get the efficient frontier, default is ROI
211+ # ' @param optimize_method the optimize method to get the efficient frontier, default is CVXR
212212# ' @param n.portfolios number of portfolios to generate the efficient frontier
213213# ' @param \dots passthru parameters to \code{\link{optimize.portfolio}}
214214# ' @return a matrix of objective measure values and weights along the efficient frontier
@@ -271,7 +271,7 @@ meanetl.efficient.frontier <- meanes.efficient.frontier <- function(portfolio, R
271271 # out <- matrix(0, nrow=length(ret_seq), ncol=length(extractStats(tmp)))
272272 # for(i in 1:length(ret_seq)){
273273 # portfolio$objectives[[mean_idx]]$target <- ret_seq[i]
274- # out[i, ] <- extractStats(optimize.portfolio(R=R, portfolio=portfolio, optimize_method="ROI "))
274+ # out[i, ] <- extractStats(optimize.portfolio(R=R, portfolio=portfolio, optimize_method="CVXR "))
275275 # }
276276 stopifnot(" package:foreach" %in% search() || requireNamespace(" foreach" ,quietly = TRUE ))
277277 stopifnot(" package:iterators" %in% search() || requireNamespace(" iterators" ,quietly = TRUE ))
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