Skip to content

Commit a38fa4a

Browse files
committed
fix codoc mismatches ahead of CRAN release
1 parent 9af1e36 commit a38fa4a

File tree

4 files changed

+8
-7
lines changed

4 files changed

+8
-7
lines changed

R/extract.efficient.frontier.R

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -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))

man/meanetl.efficient.frontier.Rd

Lines changed: 2 additions & 2 deletions
Some generated files are not rendered by default. Learn more about customizing how changed files appear on GitHub.

man/meanvar.efficient.frontier.Rd

Lines changed: 2 additions & 2 deletions
Some generated files are not rendered by default. Learn more about customizing how changed files appear on GitHub.

man/turnover_constraint.Rd

Lines changed: 1 addition & 0 deletions
Some generated files are not rendered by default. Learn more about customizing how changed files appear on GitHub.

0 commit comments

Comments
 (0)