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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2008-12-04 11:36:54 UTC
  • mfrom: (1.1.6 upstream) (2.1.3 squeeze)
  • Revision ID: james.westby@ubuntu.com-20081204113654-gr832nfs44blp5ph
Tags: 280.74-1
* New upstream release
* Finally uploading as r-cran-rglpk is out of NEW after five weeks

* debian/control: Updated (Build-)Depends: and Suggests:

* debian/control: Set (Build-)Depends: to current R version
* debian/control: Set Standards-Version: to current version

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NAMESPACE
 
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################################################
 
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## import name space
 
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################################################
 
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importFrom("fAssets",
 
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           "assetsLPM",
 
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           "pfolioReturn")
 
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importFrom("fBasics",
 
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           "seqPalette",
 
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           "getModel",
 
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           "interactivePlot",
 
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           ".sliderMenu")
 
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importFrom("graphics",
 
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           "plot",
 
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           "legend",
 
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           "par",
 
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           "polygon",
 
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           "text",
 
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           "abline",
 
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           "axis",
 
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           "mtext",
 
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           "pie",
 
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           "barplot",
 
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           "title",
 
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           "grid")
 
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importFrom("grDevices",
 
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           "rainbow")
 
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importFrom("methods",
 
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           "show",
 
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           "@<-",
 
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           "new")
 
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importFrom("stats",
 
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           "cov",
 
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           "ts.plot",
 
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           "weights",
 
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           "pnorm",
 
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           "sd",
 
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           "optimize",
 
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           "rcauchy",
 
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           "rnorm")
 
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importFrom("timeDate",
 
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           "timeFirstDayInMonth",
 
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           "timeLastDayInMonth",
 
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           "getRmetricsOptions",
 
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           "setRmetricsOptions")
 
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importFrom("timeSeries",
 
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           "colnames<-",
 
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           "diff",
 
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           "lines",
 
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           "points",
 
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           "rownames<-",
 
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           "colMaxs",
 
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           "colMins",
 
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           "quantile",
 
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           "description",
 
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           "is.timeSeries",
 
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           "series",
 
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           "rev",
 
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           "sort",
 
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           "drawdowns",
 
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           "end",
 
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           "start",
 
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           "time",
 
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           "print")
 
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################################################
 
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## S4 classes
 
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################################################
 
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exportClasses("fPFOLIOCON",
 
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              "fPFOLIODATA",
 
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              "fPFOLIOSPEC",
 
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              "fPORTFOLIO" )
 
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exportMethods("show" )
 
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################################################
 
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## S3 classes
 
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################################################
 
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S3method("getAlpha", "fPFOLIOSPEC")
 
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S3method("getAlpha", "fPORTFOLIO")
 
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S3method("getConstraints", "fPORTFOLIO")
 
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S3method("getCov", "fPFOLIODATA")
 
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S3method("getCov", "fPORTFOLIO")
 
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S3method("getCovRiskBudgets", "fPORTFOLIO")
 
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S3method("getData", "fPFOLIODATA")
 
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S3method("getData", "fPORTFOLIO")
 
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S3method("getEstimator", "fPFOLIODATA")
 
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S3method("getEstimator", "fPFOLIOSPEC")
 
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S3method("getEstimator", "fPORTFOLIO")
 
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S3method("getMean", "fPFOLIODATA")
 
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S3method("getMean", "fPORTFOLIO")
 
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S3method("getMu", "fPFOLIODATA")
 
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S3method("getMu", "fPORTFOLIO")
 
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S3method("getNames", "fPFOLIODATA")
 
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S3method("getNames", "fPORTFOLIO")
 
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S3method("getNAssets", "fPFOLIODATA")
 
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S3method("getNAssets", "fPORTFOLIO")
 
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S3method("getNFrontierPoints", "fPFOLIOSPEC")
 
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S3method("getNFrontierPoints", "fPORTFOLIO")
 
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S3method("getObjective", "fPFOLIOSPEC")
 
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S3method("getOptim", "fPFOLIOSPEC")
 
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S3method("getOptim", "fPORTFOLIO")
 
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S3method("getOptimize", "fPFOLIOSPEC")
 
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S3method("getOptimize", "fPORTFOLIO")
 
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S3method("getParams", "fPFOLIOSPEC")
 
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S3method("getParams", "fPORTFOLIO")
 
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S3method("getPortfolio", "fPFOLIOSPEC")
 
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S3method("getPortfolio", "fPORTFOLIO")
 
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S3method("getRiskFreeRate", "fPFOLIOSPEC")
 
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S3method("getRiskFreeRate", "fPORTFOLIO")
 
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S3method("getSeries", "fPFOLIODATA")
 
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S3method("getSeries", "fPORTFOLIO")
 
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S3method("getSigma", "fPFOLIODATA")
 
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S3method("getSigma", "fPORTFOLIO")
 
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S3method("getSolver", "fPFOLIOSPEC")
 
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S3method("getSolver", "fPORTFOLIO")
 
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S3method("getSpec", "fPORTFOLIO")
 
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S3method("getStatistics", "fPFOLIODATA")
 
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S3method("getStatistics", "fPORTFOLIO")
 
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S3method("getStatus", "fPFOLIOSPEC")
 
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S3method("getStatus", "fPORTFOLIO")
 
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S3method("getTailRiskBudgets", "fPORTFOLIO")
 
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S3method("getTailRisk", "fPFOLIODATA")
 
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S3method("getTailRisk", "fPFOLIOSPEC")
 
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S3method("getTailRisk", "fPORTFOLIO")
 
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S3method("getTargetReturn", "fPFOLIOSPEC")
 
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S3method("getTargetReturn", "fPORTFOLIO")
 
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S3method("getTargetRisk", "fPFOLIOSPEC")
 
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S3method("getTargetRisk", "fPORTFOLIO")
 
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S3method("getTrace", "fPFOLIOSPEC")
 
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S3method("getTrace", "fPORTFOLIO")
 
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S3method("getType", "fPFOLIOSPEC")
 
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S3method("getType", "fPORTFOLIO")
 
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S3method("getWeights", "fPFOLIOSPEC")
 
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S3method("getWeights", "fPORTFOLIO")
 
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S3method("plot", "fPORTFOLIO")
 
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S3method("summary", "fPORTFOLIO")
 
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################################################
 
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## functions
 
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################################################
 
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export(
 
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    ".addlegend",
 
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    ".attributesWheel",
 
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    ".cfgFit",
 
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    ".checkSpecVsConstraints",
 
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    ".checkTargetReturn",
 
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    ".checkWeights",
 
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    "cmlLines",
 
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    "cmlPoints",
 
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    "covEstimator",
 
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    "covMcdEstimator",
 
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    "covOGKEstimator",
 
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    "covRisk",
 
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    ".covRisk",
 
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    "covRiskBudgetsLinePlot",
 
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    "covRiskBudgetsPie",
 
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    "covRiskBudgetsPlot",
 
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    ".cvarRglpkArguments",
 
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    "cvarRisk",
 
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    ".cvarRisk",
 
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    ".cvarSolveTwoAssets",
 
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    "efficientPortfolio",
 
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    "eqsumWConstraints",
 
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    "equalWeightsPoints",
 
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    "feasiblePortfolio",
 
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    ".fportfolio.plot.1",
 
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    ".fportfolio.plot.2",
 
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    ".fportfolio.plot.3",
 
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    ".fportfolio.plot.4",
 
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    ".fportfolio.plot.5",
 
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    ".fportfolio.plot.6",
 
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    ".fportfolio.plot.7",
 
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    ".fportfolio.plot.8",
 
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    "frontierPlot",
 
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    "frontierPlotControl",
 
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    "frontierPoints",
 
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    "getAlpha",
 
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    "getConstraints",
 
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    "getConstraintsTypes",
 
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    "getCov",
 
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    "getCovRiskBudgets",
 
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    ".getCovRiskBudgets.fPORTFOLIO",
 
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    "getData",
 
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    "getEstimator",
 
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    "getMean",
 
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    "getModel.fPFOLIOSPEC",
 
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    "getModel.fPORTFOLIO",
 
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    "getMu",
 
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    "getNames",
 
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    "getNAssets",
 
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    "getNFrontierPoints",
 
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    "getObjective",
 
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    "getOptim",
 
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    "getOptimize",
 
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    "getParams",
 
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    "getPortfolio",
 
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    "getRiskFreeRate",
 
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    "getSeries",
 
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    "getSigma",
 
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    "getSolver",
 
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    "getSpec",
 
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    "getStatistics",
 
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    "getStatus",
 
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    "getTailRisk",
 
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    "getTailRiskBudgets",
 
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    "getTargetReturn",
 
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    "getTargetRisk",
 
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    "getTrace",
 
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    "getType",
 
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    "getWeights",
 
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    "kendallEstimator",
 
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    ".lambdaTailRisk",
 
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    "listFConstraints",
 
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    "lpmEstimator",
 
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    ".madRglpkArguments",
 
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    ".madSolveTwoAssets",
 
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    "maxBConstraints",
 
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    "maxFConstraints",
 
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    "maxratioPortfolio",
 
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    "maxreturnPortfolio",
 
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    "maxsumWConstraints",
 
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    "maxWConstraints",
 
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    "mcdEstimator",
 
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    "minBConstraints",
 
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    "minFConstraints",
 
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    "minriskPortfolio",
 
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    "minsumWConstraints",
 
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    "minvariancePoints",
 
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    "minvariancePortfolio",
 
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    "minWConstraints",
 
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    "monteCarloPoints",
 
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    "mveEstimator",
 
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    ".mvSolveTwoAssets",
 
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    "nnveEstimator",
 
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    ".notStackedWeightsPlot",
 
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    "portfolioConstraints",
 
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    "portfolioData",
 
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    "portfolioFrontier",
 
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    ".portfolioFrontier",
 
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    "portfolioSpec",
 
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    ".rglpk",
 
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    ".rglpkArguments",
 
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    ".rglpkControl",
 
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    "rollingCmlPortfolio",
 
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    "rollingMinvariancePortfolio",
 
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    "rollingPortfolioFrontier",
 
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    "rollingTangencyPortfolio",
 
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    "rollingWindows",
 
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    ".rquadprog",
 
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    ".rquadprogArguments",
 
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    ".rquadprogControl",
 
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    ".rshortExact",
 
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    ".rshortExactArguments",
 
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    ".rshortExactControl",
 
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    "setAlpha<-",
 
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    "setEstimator<-",
 
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    "setNFrontierPoints<-",
 
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    "setObjective<-",
 
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    "setOptimize<-",
 
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    "setParams<-",
 
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    "setRiskFreeRate<-",
 
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    "setSolver<-",
 
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    "setStatus<-",
 
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    "setTailRisk<-",
 
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    "setTargetReturn<-",
 
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    "setTargetRisk<-",
 
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    "setTrace<-",
 
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    "setType<-",
 
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    "setWeights<-",
 
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    "sharpeRatioLines",
 
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    "shrinkEstimator",
 
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    "singleAssetPoints",
 
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    "solveRglpk",
 
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    "solveRquadprog",
 
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    "solveRshortExact",
 
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    "spearmanEstimator",
 
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    ".tailRiskBudgetsLinePlot",
 
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    "tailRiskBudgetsPie",
 
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    "tailRiskBudgetsPlot",
 
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    "tangencyLines",
 
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    "tangencyPoints",
 
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    "tangencyPortfolio",
 
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    "twoAssetsLines",
 
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    "varRisk",
 
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    ".varRisk",
 
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    "weightedReturnsLinePlot",
 
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    "weightedReturnsPie",
 
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    "weightedReturnsPlot",
 
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    "weightsLinePlot",
 
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    "weightsPie",
 
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    "weightsPlot",
 
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    "weightsSlider",
 
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    ".weightsWheel" )