# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - Diethelm Wuertz, GPL # 2007 - Rmetrics Foundation, GPL # Diethelm Wuertz # for code accessed (or partly included) from other sources: # see Rmetric's copyright and license files ################################################################################ # FUNCTION: # test.fPFOLIOCON # test.show.fPFOLIOCON.Short # test.show.fPFOLIOCON.LongOnly ################################################################################ ## DW ## Note, there is no print function in show-methods.R # ------------------------------------------------------------------------------ test.fPFOLIOCON = function() { # Class: getClass("fPFOLIOCON") # Slots: getSlots("fPFOLIOCON") # Return Value: return() } # ------------------------------------------------------------------------------ test.show.fPFOLIOCON.Short = function() { # Constraints: constraints = "Short" # Data: data = as.timeSeries(data(smallcap.ts)) data = data[, c("BKE", "GG", "GYMB", "KRON")] head(data) ## DW ## Although this is not neede in general, we should set the ## box and group constraints properly to +/- Inf ! # As Object: portfolioConstraints(data, spec = portfolioSpec(), constraints) # Return Value: return() } # ------------------------------------------------------------------------------ test.show.fPFOLIOCON.LongOnly = function() { # Constraints: constraints = "LongOnly" # Data: data = as.timeSeries(data(smallcap.ts)) data = data[, c("BKE", "GG", "GYMB", "KRON")] head(data) # As Object: portfolioConstraints(data, spec = portfolioSpec(), constraints) # Return Value: return() } ################################################################################