{"diffoscope-json-version": 1, "source1": "/srv/reproducible-results/rbuild-debian/r-b-build.MCXM6B6O/b1/fportfolio_4023.84-1_armhf.changes", "source2": "/srv/reproducible-results/rbuild-debian/r-b-build.MCXM6B6O/b2/fportfolio_4023.84-1_armhf.changes", "unified_diff": null, "details": [{"source1": "Files", "source2": "Files", "unified_diff": "@@ -1,2 +1,2 @@\n \n- fc0db79ced4005f6dda98078b877b15a 1611792 gnu-r optional r-cran-fportfolio_4023.84-1_all.deb\n+ cf957476716f1e672a33c47f7d7f97bd 1611808 gnu-r optional r-cran-fportfolio_4023.84-1_all.deb\n"}, {"source1": "r-cran-fportfolio_4023.84-1_all.deb", "source2": "r-cran-fportfolio_4023.84-1_all.deb", "unified_diff": null, "details": [{"source1": "file list", "source2": "file list", "unified_diff": "@@ -1,3 +1,3 @@\n -rw-r--r-- 0 0 0 4 2023-04-30 16:02:32.000000 debian-binary\n--rw-r--r-- 0 0 0 1712 2023-04-30 16:02:32.000000 control.tar.xz\n--rw-r--r-- 0 0 0 1609888 2023-04-30 16:02:32.000000 data.tar.xz\n+-rw-r--r-- 0 0 0 1708 2023-04-30 16:02:32.000000 control.tar.xz\n+-rw-r--r-- 0 0 0 1609908 2023-04-30 16:02:32.000000 data.tar.xz\n"}, {"source1": "control.tar.xz", "source2": "control.tar.xz", "unified_diff": null, "details": [{"source1": "control.tar", "source2": "control.tar", "unified_diff": null, "details": [{"source1": "./md5sums", "source2": "./md5sums", "unified_diff": null, "details": [{"source1": "./md5sums", "source2": "./md5sums", "comments": ["Files differ"], "unified_diff": null}]}]}]}, {"source1": "data.tar.xz", "source2": "data.tar.xz", "unified_diff": null, "details": [{"source1": "data.tar", "source2": "data.tar", "unified_diff": null, "details": [{"source1": "file list", "source2": "file list", "unified_diff": "@@ -18,27 +18,27 @@\n -rw-r--r-- 0 root (0) root (0) 4211 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/Meta/hsearch.rds\n -rw-r--r-- 0 root (0) root (0) 3323 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/Meta/links.rds\n -rw-r--r-- 0 root (0) root (0) 1107 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/Meta/nsInfo.rds\n -rw-r--r-- 0 root (0) root (0) 1299 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/Meta/package.rds\n -rw-r--r-- 0 root (0) root (0) 5187 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/NAMESPACE\n drwxr-xr-x 0 root (0) root (0) 0 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/R/\n -rw-r--r-- 0 root (0) root (0) 1058 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/R/fPortfolio\n--rw-r--r-- 0 root (0) root (0) 902869 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/R/fPortfolio.rdb\n--rw-r--r-- 0 root (0) root (0) 6708 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/R/fPortfolio.rdx\n+-rw-r--r-- 0 root (0) root (0) 902871 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/R/fPortfolio.rdb\n+-rw-r--r-- 0 root (0) root (0) 6704 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/R/fPortfolio.rdx\n -rw-r--r-- 0 root (0) root (0) 49855 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/ReferenceCard.txt\n drwxr-xr-x 0 root (0) root (0) 0 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/data/\n -rw-r--r-- 0 root (0) root (0) 559763 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/data/Rdata.rdb\n -rw-r--r-- 0 root (0) root (0) 203 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/data/Rdata.rds\n -rw-r--r-- 0 root (0) root (0) 335 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/data/Rdata.rdx\n drwxr-xr-x 0 root (0) root (0) 0 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/\n -rw-r--r-- 0 root (0) root (0) 15081 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/AnIndex\n -rw-r--r-- 0 root (0) root (0) 3396 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/aliases.rds\n--rw-r--r-- 0 root (0) root (0) 200163 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/fPortfolio.rdb\n--rw-r--r-- 0 root (0) root (0) 1492 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/fPortfolio.rdx\n--rw-r--r-- 0 root (0) root (0) 681 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/paths.rds\n+-rw-r--r-- 0 root (0) root (0) 200390 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/fPortfolio.rdb\n+-rw-r--r-- 0 root (0) root (0) 1495 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/fPortfolio.rdx\n+-rw-r--r-- 0 root (0) root (0) 685 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/help/paths.rds\n drwxr-xr-x 0 root (0) root (0) 0 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/html/\n -rw-r--r-- 0 root (0) root (0) 58996 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/html/00Index.html\n -rw-r--r-- 0 root (0) root (0) 1844 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/html/R.css\n drwxr-xr-x 0 root (0) root (0) 0 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/obsolete/\n -rw-r--r-- 0 root (0) root (0) 28174 2023-04-30 16:02:32.000000 ./usr/lib/R/site-library/fPortfolio/obsolete/zzz.Deprecated.R\n drwxr-xr-x 0 root (0) root (0) 0 2023-04-30 16:02:32.000000 ./usr/share/\n drwxr-xr-x 0 root (0) root (0) 0 2023-04-30 16:02:32.000000 ./usr/share/doc/\n"}, {"source1": "./usr/lib/R/site-library/fPortfolio/R/fPortfolio.rdb", "source2": "./usr/lib/R/site-library/fPortfolio/R/fPortfolio.rdb", "unified_diff": null, "details": [{"source1": "Rscript --vanilla - {}", "source2": "Rscript --vanilla - {}", "unified_diff": "@@ -926,15 +926,15 @@\n \"imports\" = \"text = \"text\", title = \"title\"), stats = c(approx = \"approx\", \"\n \"imports\" = \"cov = \"cov\", density = \"density\", dnorm = \"dnorm\", nlminb = \"nlminb\", \"\n \"imports\" = \"optim = \"optim\", optimize = \"optimize\", pnorm = \"pnorm\", qnorm = \"qnorm\", \"\n \"imports\" = \"rcauchy = \"rcauchy\", rnorm = \"rnorm\", runif = \"runif\", sd = \"sd\", \"\n \"imports\" = \"ts.plot = \"ts.plot\", var = \"var\", weights = \"weights\"), utils = c(capture.output = \"capture.output\", \"\n \"imports\" = \"data = \"data\", packageDescription = \"packageDescription\"))\"\n \"lazydata\" = \"\"\n- \"path\" = \"\"/build/1st/fportfolio-4023.84/debian/r-cran-fportfolio/usr/lib/R/site-library/fPortfolio\"\"\n+ \"path\" = \"\"/build/2/fportfolio-4023.84/2nd/debian/r-cran-fportfolio/usr/lib/R/site-library/fPortfolio\"\"\n \"spec\" = \"c(name = \"fPortfolio\", version = \"4023.84\")\"\n }\n \n .__S3MethodsTable__. (environment) = \n {\n }\n \n"}]}, {"source1": "./usr/lib/R/site-library/fPortfolio/R/fPortfolio.rdx", "source2": "./usr/lib/R/site-library/fPortfolio/R/fPortfolio.rdx", "unified_diff": null, "details": [{"source1": "fPortfolio.rdx-content", "source2": "fPortfolio.rdx-content", "unified_diff": null, "details": [{"source1": "Rscript --vanilla -e 'args <- commandArgs(TRUE); readRDS(args[1])' {}", "source2": "Rscript --vanilla -e 'args <- commandArgs(TRUE); readRDS(args[1])' {}", "unified_diff": "@@ -26,1572 +26,1572 @@\n $variables$.__C__fPFOLIOVAL\n [1] 5512 309\n \n $variables$.__C__fPORTFOLIO\n [1] 5821 624\n \n $variables$.__NAMESPACE__.\n-[1] 21464 60\n+[1] 21466 60\n \n $variables$.__S3MethodsTable__.\n-[1] 21663 60\n+[1] 21665 60\n \n $variables$`.__T__show:methods`\n-[1] 270142 60\n+[1] 270144 60\n \n $variables$.addlegend\n-[1] 270202 1481\n+[1] 270204 1481\n \n $variables$.alkylationTestNLP\n-[1] 271683 3397\n+[1] 271685 3397\n \n $variables$.amplExample\n-[1] 275080 1233\n+[1] 275082 1233\n \n $variables$.amplExec\n-[1] 276313 554\n+[1] 276315 554\n \n $variables$.amplModel\n-[1] 276867 383\n+[1] 276869 383\n \n $variables$.amplObjval\n-[1] 277250 217\n+[1] 277252 217\n \n $variables$.amplPresolve\n-[1] 277467 710\n+[1] 277469 710\n \n $variables$.amplRun\n-[1] 278177 358\n+[1] 278179 358\n \n $variables$.amplSolution\n-[1] 278535 215\n+[1] 278537 215\n \n $variables$.amplSolver\n-[1] 278750 362\n+[1] 278752 362\n \n $variables$.amplVersion\n-[1] 279112 361\n+[1] 279114 361\n \n $variables$.arwEstimator2\n-[1] 279473 960\n+[1] 279475 960\n \n $variables$.attributesWheel\n-[1] 280433 4742\n+[1] 280435 4742\n \n $variables$.baggedEstimator\n-[1] 285175 674\n+[1] 285177 674\n \n $variables$.bayesSteinEstimator\n-[1] 285849 677\n+[1] 285851 677\n \n $variables$.boxTestNLP\n-[1] 286526 1500\n+[1] 286528 1500\n \n $variables$.boxmarkowitzTestNLP\n-[1] 288026 2071\n+[1] 288028 2071\n \n $variables$.cfgFit\n-[1] 290097 1217\n+[1] 290099 1217\n \n $variables$.cfgTDE\n-[1] 291314 1120\n+[1] 291316 1120\n \n $variables$.checkSpec\n-[1] 292434 1031\n+[1] 292436 1031\n \n $variables$.checkSpecVsConstraints\n-[1] 293465 612\n+[1] 293467 612\n \n $variables$.checkTargetReturn\n-[1] 294077 421\n+[1] 294079 421\n \n $variables$.checkWeights\n-[1] 294498 556\n+[1] 294500 556\n \n $variables$.claRquadprogArguments\n-[1] 295054 1129\n+[1] 295056 1129\n \n $variables$.counterWeightsSlider\n-[1] 296183 49\n+[1] 296185 49\n \n $variables$.covMcdEstimator2\n-[1] 296232 741\n+[1] 296234 741\n \n $variables$.covOGKEstimator2\n-[1] 296973 921\n+[1] 296975 921\n \n $variables$.covRisk\n-[1] 297894 887\n+[1] 297896 887\n \n $variables$.covarRisk\n-[1] 298781 821\n+[1] 298783 821\n \n $variables$.cvarRglpkArguments\n-[1] 299602 3707\n+[1] 299604 3707\n \n $variables$.cvarRisk\n-[1] 303309 1095\n+[1] 303311 1095\n \n $variables$.cvarSolveTwoAssets\n-[1] 304404 1559\n+[1] 304406 1559\n \n $variables$.derIpower\n-[1] 305963 1600\n+[1] 305965 1600\n \n $variables$.dgsgnormCopula\n-[1] 307563 2006\n+[1] 307565 2006\n \n $variables$.donostahEstimator\n-[1] 309569 675\n+[1] 309571 675\n \n $variables$.drawdownsIndicator\n-[1] 310244 3944\n+[1] 310246 3944\n \n $variables$.emaIndicator\n-[1] 314188 853\n+[1] 314190 853\n \n $variables$.empiricalDependencyFit\n-[1] 315041 2809\n+[1] 315043 2809\n \n $variables$.entropyTestNLP\n-[1] 317850 1522\n+[1] 317852 1522\n \n $variables$.exampleData\n-[1] 319372 4747\n+[1] 319374 4747\n \n $variables$.fportfolio.plot.1\n-[1] 324119 1161\n+[1] 324121 1161\n \n $variables$.fportfolio.plot.2\n-[1] 325280 461\n+[1] 325282 461\n \n $variables$.fportfolio.plot.3\n-[1] 325741 528\n+[1] 325743 528\n \n $variables$.fportfolio.plot.4\n-[1] 326269 623\n+[1] 326271 623\n \n $variables$.fportfolio.plot.5\n-[1] 326892 464\n+[1] 326894 464\n \n $variables$.fportfolio.plot.6\n-[1] 327356 775\n+[1] 327358 775\n \n $variables$.fportfolio.plot.7\n-[1] 328131 464\n+[1] 328133 464\n \n $variables$.fportfolio.plot.8\n-[1] 328595 461\n+[1] 328597 461\n \n $variables$.getCovRiskBudgets.fPORTFOLIO\n-[1] 329056 1464\n+[1] 329058 1464\n \n $variables$.getEstimatorFun\n-[1] 330520 257\n+[1] 330522 257\n \n $variables$.getNames\n-[1] 330777 208\n+[1] 330779 208\n \n $variables$.ghtDependencyFit\n-[1] 330985 2923\n+[1] 330987 2923\n \n $variables$.gldDependencyFit\n-[1] 333908 2840\n+[1] 333910 2840\n \n $variables$.groupmarkowitzTestNLP\n-[1] 336748 3010\n+[1] 336750 3010\n \n $variables$.gsgnormCopulaFit\n-[1] 339758 3603\n+[1] 339760 3603\n \n $variables$.lambdaTailRisk\n-[1] 343361 1447\n+[1] 343363 1447\n \n $variables$.ledoitWolfEstimator\n-[1] 344808 677\n+[1] 344810 677\n \n $variables$.lpAssign\n-[1] 345485 2059\n+[1] 345487 2059\n \n $variables$.macdIndicator\n-[1] 347544 3006\n+[1] 347546 3006\n \n $variables$.madRglpkArguments\n-[1] 350550 3809\n+[1] 350552 3809\n \n $variables$.madSolveTwoAssets\n-[1] 354359 1460\n+[1] 354361 1460\n \n $variables$.mcdEstimator2\n-[1] 355819 698\n+[1] 355821 698\n \n $variables$.mcr\n-[1] 356517 817\n+[1] 356519 817\n \n $variables$.mcrBeta\n-[1] 357334 412\n+[1] 357336 412\n \n $variables$.minriskPortfolio\n-[1] 357746 2466\n+[1] 357748 2466\n \n $variables$.mveEstimator2\n-[1] 360212 696\n+[1] 360214 696\n \n $variables$.myVaR\n-[1] 360908 478\n+[1] 360910 478\n \n $variables$.netPerformanceCalendar\n-[1] 361386 1040\n+[1] 361388 1040\n \n $variables$.netPerformancePlot\n-[1] 362426 3644\n+[1] 362428 3644\n \n $variables$.netPerformanceYTD\n-[1] 366070 2832\n+[1] 366072 2832\n \n $variables$.normDependencyFit\n-[1] 368902 2809\n+[1] 368904 2809\n \n $variables$.notStackedWeightsPlot\n-[1] 371711 3070\n+[1] 371713 3070\n \n $variables$.onAttach\n-[1] 374781 176\n+[1] 374783 176\n \n $variables$.onLoad\n-[1] 374957 790\n+[1] 374959 790\n \n $variables$.packageName\n-[1] 375747 63\n+[1] 375749 63\n \n $variables$.portfolioFrontier\n-[1] 375810 4938\n+[1] 375812 4938\n \n $variables$.powellTestNLP\n-[1] 380748 1894\n+[1] 380750 1894\n \n $variables$.qpAssign\n-[1] 382642 2141\n+[1] 382644 2141\n \n $variables$.quadprog.CLA\n-[1] 384783 1297\n+[1] 384785 1297\n \n $variables$.rachevratioTestNLP\n-[1] 386080 2593\n+[1] 386082 2593\n \n $variables$.rebalancingStats\n-[1] 388673 891\n+[1] 388675 891\n \n $variables$.rglpk.CVAR\n-[1] 389564 1259\n+[1] 389566 1259\n \n $variables$.rglpk.MAD\n-[1] 390823 1258\n+[1] 390825 1258\n \n $variables$.rgsgnormCopula\n-[1] 392081 1705\n+[1] 392083 1705\n \n $variables$.ripopArguments\n-[1] 393786 1846\n+[1] 393788 1846\n \n $variables$.riskBudgets\n-[1] 395632 422\n+[1] 395634 422\n \n $variables$.riskContributions\n-[1] 396054 548\n+[1] 396056 548\n \n $variables$.rmtEstimator\n-[1] 396602 670\n+[1] 396604 670\n \n $variables$.rosensuzukiTestNLP\n-[1] 397272 2466\n+[1] 397274 2466\n \n $variables$.rquadprog\n-[1] 399738 1349\n+[1] 399740 1349\n \n $variables$.rquadprogArguments\n-[1] 401087 1950\n+[1] 401089 1950\n \n $variables$.rshortExact\n-[1] 403037 2096\n+[1] 403039 2096\n \n $variables$.rshortExactArguments\n-[1] 405133 1226\n+[1] 405135 1226\n \n $variables$.rsocp\n-[1] 406359 1143\n+[1] 406361 1143\n \n $variables$.rsocpArguments\n-[1] 407502 2143\n+[1] 407504 2143\n \n $variables$.rsocpControl\n-[1] 409645 404\n+[1] 409647 404\n \n $variables$.rsolnpArguments\n-[1] 410049 4538\n+[1] 410051 4538\n \n $variables$.run\n-[1] 414587 882\n+[1] 414589 882\n \n $variables$.scaledColors\n-[1] 415469 682\n+[1] 415471 682\n \n $variables$.sharperatioTestNLP\n-[1] 416151 2136\n+[1] 416153 2136\n \n $variables$.solveLP.GLPK.demo\n-[1] 418287 1742\n+[1] 418289 1742\n \n $variables$.solveLP.MAD.demo\n-[1] 420029 3581\n+[1] 420031 3581\n \n $variables$.solveNLP.demo\n-[1] 423610 1663\n+[1] 423612 1663\n \n $variables$.solveQP.MV.demo\n-[1] 425273 2216\n+[1] 425275 2216\n \n $variables$.solveRtwoAssets\n-[1] 427489 1410\n+[1] 427491 1410\n \n $variables$.studentEstimator\n-[1] 428899 678\n+[1] 428901 678\n \n $variables$.summary.solver\n-[1] 429577 287\n+[1] 429579 287\n \n $variables$.tailDependenceCoeffs\n-[1] 429864 589\n+[1] 429866 589\n \n $variables$.tailRiskBudgetsLinePlot\n-[1] 430453 4047\n+[1] 430455 4047\n \n $variables$.vaniniFig\n-[1] 434500 3070\n+[1] 434502 3070\n \n $variables$.varRisk\n-[1] 437570 822\n+[1] 437572 822\n \n $variables$.weightsWheel\n-[1] 438392 4192\n+[1] 438394 4192\n \n $variables$.wright4TestNLP\n-[1] 442584 1868\n+[1] 442586 1868\n \n $variables$.wright9TestNLP\n-[1] 444452 2377\n+[1] 444454 2377\n \n $variables$Data\n-[1] 446829 49\n+[1] 446831 49\n \n $variables$addRainbow\n-[1] 446878 1440\n+[1] 446880 1440\n \n $variables$amplDataAdd\n-[1] 448318 648\n+[1] 448320 648\n \n $variables$amplDataAddMatrix\n-[1] 448966 1210\n+[1] 448968 1210\n \n $variables$amplDataAddValue\n-[1] 450176 687\n+[1] 450178 687\n \n $variables$amplDataAddVector\n-[1] 450863 918\n+[1] 450865 918\n \n $variables$amplDataOpen\n-[1] 451781 452\n+[1] 451783 452\n \n $variables$amplDataSemicolon\n-[1] 452233 502\n+[1] 452235 502\n \n $variables$amplDataShow\n-[1] 452735 433\n+[1] 452737 433\n \n $variables$amplLP\n-[1] 453168 3352\n+[1] 453170 3352\n \n $variables$amplLPControl\n-[1] 456520 310\n+[1] 456522 310\n \n $variables$amplModelAdd\n-[1] 456830 459\n+[1] 456832 459\n \n $variables$amplModelOpen\n-[1] 457289 453\n+[1] 457291 453\n \n $variables$amplModelShow\n-[1] 457742 433\n+[1] 457744 433\n \n $variables$amplNLP\n-[1] 458175 170\n+[1] 458177 170\n \n $variables$amplNLPControl\n-[1] 458345 319\n+[1] 458347 319\n \n $variables$amplOutShow\n-[1] 458664 433\n+[1] 458666 433\n \n $variables$amplQP\n-[1] 459097 3650\n+[1] 459099 3650\n \n $variables$amplQPControl\n-[1] 462747 347\n+[1] 462749 347\n \n $variables$amplRunAdd\n-[1] 463094 457\n+[1] 463096 457\n \n $variables$amplRunOpen\n-[1] 463551 453\n+[1] 463553 453\n \n $variables$amplRunShow\n-[1] 464004 432\n+[1] 464006 432\n \n $variables$backtestAssetsPlot\n-[1] 464436 3922\n+[1] 464438 3922\n \n $variables$backtestDrawdownPlot\n-[1] 468358 5079\n+[1] 468360 5079\n \n $variables$backtestPlot\n-[1] 473437 1543\n+[1] 473439 1543\n \n $variables$backtestPortfolioPlot\n-[1] 474980 3895\n+[1] 474982 3895\n \n $variables$backtestRebalancePlot\n-[1] 478875 4534\n+[1] 478877 4534\n \n $variables$backtestReportPlot\n-[1] 483409 2593\n+[1] 483411 2593\n \n $variables$backtestStats\n-[1] 486002 374\n+[1] 486004 374\n \n $variables$backtestWeightsPlot\n-[1] 486376 3609\n+[1] 486378 3609\n \n $variables$bcpAnalytics\n-[1] 489985 2640\n+[1] 489987 2640\n \n $variables$budgetsModifiedES\n-[1] 492625 5427\n+[1] 492627 5427\n \n $variables$budgetsModifiedVAR\n-[1] 498052 3952\n+[1] 498054 3952\n \n $variables$budgetsNormalES\n-[1] 502004 1728\n+[1] 502006 1728\n \n $variables$budgetsNormalVAR\n-[1] 503732 1594\n+[1] 503734 1594\n \n $variables$budgetsSampleCOV\n-[1] 505326 1356\n+[1] 505328 1356\n \n $variables$cmlLines\n-[1] 506682 1161\n+[1] 506684 1161\n \n $variables$cmlPoints\n-[1] 507843 817\n+[1] 507845 817\n \n $variables$covEstimator\n-[1] 508660 565\n+[1] 508662 565\n \n $variables$covMcdEstimator\n-[1] 509225 710\n+[1] 509227 710\n \n $variables$covOGKEstimator\n-[1] 509935 893\n+[1] 509937 893\n \n $variables$covRisk\n-[1] 510828 892\n+[1] 510830 892\n \n $variables$covRiskBudgetsLinePlot\n-[1] 511720 3926\n+[1] 511722 3926\n \n $variables$covRiskBudgetsPie\n-[1] 515646 3082\n+[1] 515648 3082\n \n $variables$covRiskBudgetsPlot\n-[1] 518728 4450\n+[1] 518730 4450\n \n $variables$cvarRisk\n-[1] 523178 1136\n+[1] 523180 1136\n \n $variables$drawdownsAnalytics\n-[1] 524314 1471\n+[1] 524316 1471\n \n $variables$efficientPortfolio\n-[1] 525785 1169\n+[1] 525787 1169\n \n $variables$emaSmoother\n-[1] 526954 2554\n+[1] 526956 2554\n \n $variables$eqsumWConstraints\n-[1] 529508 2724\n+[1] 529510 2724\n \n $variables$equalWeightsPoints\n-[1] 532232 1006\n+[1] 532234 1006\n \n $variables$equidistWindows\n-[1] 533238 436\n+[1] 533240 436\n \n $variables$feasibleGrid\n-[1] 533674 2375\n+[1] 533676 2375\n \n $variables$feasiblePortfolio\n-[1] 536049 3739\n+[1] 536051 3739\n \n $variables$frontierPlot\n-[1] 539788 4274\n+[1] 539790 4274\n \n $variables$frontierPlotControl\n-[1] 544062 711\n+[1] 544064 711\n \n $variables$frontierPoints\n-[1] 544773 2625\n+[1] 544775 2625\n \n $variables$garchAnalytics\n-[1] 547398 2401\n+[1] 547400 2401\n \n $variables$getA\n-[1] 549799 204\n+[1] 549801 204\n \n $variables$getA.fPFOLIOSPEC\n-[1] 550003 244\n+[1] 550005 244\n \n $variables$getA.fPORTFOLIO\n-[1] 550247 258\n+[1] 550249 258\n \n $variables$getAlpha\n-[1] 550505 208\n+[1] 550507 208\n \n $variables$getAlpha.fPFOLIOSPEC\n-[1] 550713 250\n+[1] 550715 250\n \n $variables$getAlpha.fPFOLIOVAL\n-[1] 550963 222\n+[1] 550965 222\n \n $variables$getAlpha.fPORTFOLIO\n-[1] 551185 261\n+[1] 551187 261\n \n $variables$getConstraints\n-[1] 551446 213\n+[1] 551448 213\n \n $variables$getConstraints.fPORTFOLIO\n-[1] 551659 207\n+[1] 551661 207\n \n $variables$getConstraintsTypes\n-[1] 551866 1203\n+[1] 551868 1203\n \n $variables$getControl\n-[1] 553069 210\n+[1] 553071 210\n \n $variables$getControl.fPFOLIOSPEC\n-[1] 553279 221\n+[1] 553281 221\n \n $variables$getControl.fPORTFOLIO\n-[1] 553500 233\n+[1] 553502 233\n \n $variables$getCov\n-[1] 553733 205\n+[1] 553735 205\n \n $variables$getCov.fPFOLIODATA\n-[1] 553938 221\n+[1] 553940 221\n \n $variables$getCov.fPORTFOLIO\n-[1] 554159 234\n+[1] 554161 234\n \n $variables$getCovRiskBudgets\n-[1] 554393 215\n+[1] 554395 215\n \n $variables$getCovRiskBudgets.fPFOLIOVAL\n-[1] 554608 225\n+[1] 554610 225\n \n $variables$getCovRiskBudgets.fPORTFOLIO\n-[1] 554833 237\n+[1] 554835 237\n \n $variables$getData\n-[1] 555070 207\n+[1] 555072 207\n \n $variables$getData.fPFOLIODATA\n-[1] 555277 184\n+[1] 555279 184\n \n $variables$getData.fPORTFOLIO\n-[1] 555461 184\n+[1] 555463 184\n \n $variables$getEstimator\n-[1] 555645 212\n+[1] 555647 212\n \n $variables$getEstimator.fPFOLIODATA\n-[1] 555857 226\n+[1] 555859 226\n \n $variables$getEstimator.fPFOLIOSPEC\n-[1] 556083 223\n+[1] 556085 223\n \n $variables$getEstimator.fPORTFOLIO\n-[1] 556306 234\n+[1] 556308 234\n \n $variables$getMean\n-[1] 556540 207\n+[1] 556542 207\n \n $variables$getMean.fPFOLIODATA\n-[1] 556747 222\n+[1] 556749 222\n \n $variables$getMean.fPORTFOLIO\n-[1] 556969 233\n+[1] 556971 233\n \n $variables$getMessages\n-[1] 557202 210\n+[1] 557204 210\n \n $variables$getMessages.fPFOLIOBACKTEST\n-[1] 557412 265\n+[1] 557414 265\n \n $variables$getMessages.fPFOLIOSPEC\n-[1] 557677 187\n+[1] 557679 187\n \n $variables$getModel.fPFOLIOSPEC\n-[1] 557864 185\n+[1] 557866 185\n \n $variables$getModel.fPORTFOLIO\n-[1] 558049 200\n+[1] 558051 200\n \n $variables$getMu\n-[1] 558249 205\n+[1] 558251 205\n \n $variables$getMu.fPFOLIODATA\n-[1] 558454 220\n+[1] 558456 220\n \n $variables$getMu.fPORTFOLIO\n-[1] 558674 233\n+[1] 558676 233\n \n $variables$getNAssets\n-[1] 558907 210\n+[1] 558909 210\n \n $variables$getNAssets.fPFOLIODATA\n-[1] 559117 219\n+[1] 559119 219\n \n $variables$getNAssets.fPORTFOLIO\n-[1] 559336 229\n+[1] 559338 229\n \n $variables$getNFrontierPoints\n-[1] 559565 218\n+[1] 559567 218\n \n $variables$getNFrontierPoints.fPFOLIOSPEC\n-[1] 559783 226\n+[1] 559785 226\n \n $variables$getNFrontierPoints.fPFOLIOVAL\n-[1] 560009 226\n+[1] 560011 226\n \n $variables$getNFrontierPoints.fPORTFOLIO\n-[1] 560235 238\n+[1] 560237 238\n \n $variables$getObjective\n-[1] 560473 209\n+[1] 560475 209\n \n $variables$getObjective.fPFOLIOSPEC\n-[1] 560682 219\n+[1] 560684 219\n \n $variables$getObjective.fPORTFOLIO\n-[1] 560901 232\n+[1] 560903 232\n \n $variables$getOptim\n-[1] 561133 208\n+[1] 561135 208\n \n $variables$getOptim.fPFOLIOSPEC\n-[1] 561341 185\n+[1] 561343 185\n \n $variables$getOptim.fPORTFOLIO\n-[1] 561526 200\n+[1] 561528 200\n \n $variables$getOptimize\n-[1] 561726 211\n+[1] 561728 211\n \n $variables$getOptimize.fPFOLIOSPEC\n-[1] 561937 222\n+[1] 561939 222\n \n $variables$getOptimize.fPORTFOLIO\n-[1] 562159 234\n+[1] 562161 234\n \n $variables$getOptions\n-[1] 562393 208\n+[1] 562395 208\n \n $variables$getOptions.fPFOLIOSPEC\n-[1] 562601 216\n+[1] 562603 216\n \n $variables$getOptions.fPORTFOLIO\n-[1] 562817 229\n+[1] 562819 229\n \n $variables$getParams\n-[1] 563046 208\n+[1] 563048 208\n \n $variables$getParams.fPFOLIOSPEC\n-[1] 563254 219\n+[1] 563256 219\n \n $variables$getParams.fPORTFOLIO\n-[1] 563473 232\n+[1] 563475 232\n \n $variables$getPortfolio\n-[1] 563705 204\n+[1] 563707 204\n \n $variables$getPortfolio.fPFOLIOSPEC\n-[1] 563909 183\n+[1] 563911 183\n \n $variables$getPortfolio.fPFOLIOVAL\n-[1] 564092 183\n+[1] 564094 183\n \n $variables$getPortfolio.fPORTFOLIO\n-[1] 564275 195\n+[1] 564277 195\n \n $variables$getRiskFreeRate\n-[1] 564470 215\n+[1] 564472 215\n \n $variables$getRiskFreeRate.fPFOLIOSPEC\n-[1] 564685 223\n+[1] 564687 223\n \n $variables$getRiskFreeRate.fPFOLIOVAL\n-[1] 564908 222\n+[1] 564910 222\n \n $variables$getRiskFreeRate.fPORTFOLIO\n-[1] 565130 236\n+[1] 565132 236\n \n $variables$getSeries\n-[1] 565366 208\n+[1] 565368 208\n \n $variables$getSeries.fPFOLIODATA\n-[1] 565574 218\n+[1] 565576 218\n \n $variables$getSeries.fPORTFOLIO\n-[1] 565792 229\n+[1] 565794 229\n \n $variables$getSigma\n-[1] 566021 208\n+[1] 566023 208\n \n $variables$getSigma.fPFOLIODATA\n-[1] 566229 223\n+[1] 566231 223\n \n $variables$getSigma.fPORTFOLIO\n-[1] 566452 234\n+[1] 566454 234\n \n $variables$getSmoother\n-[1] 566686 211\n+[1] 566688 211\n \n $variables$getSmoother.fPFOLIOBACKTEST\n-[1] 566897 265\n+[1] 566899 265\n \n $variables$getSmootherDoubleSmoothing\n-[1] 567162 221\n+[1] 567164 221\n \n $variables$getSmootherDoubleSmoothing.fPFOLIOBACKTEST\n-[1] 567383 291\n+[1] 567385 291\n \n $variables$getSmootherFun\n-[1] 567674 214\n+[1] 567676 214\n \n $variables$getSmootherFun.fPFOLIOBACKTEST\n-[1] 567888 277\n+[1] 567890 277\n \n $variables$getSmootherInitialWeights\n-[1] 568165 224\n+[1] 568167 224\n \n $variables$getSmootherInitialWeights.fPFOLIOBACKTEST\n-[1] 568389 293\n+[1] 568391 293\n \n $variables$getSmootherLambda\n-[1] 568682 217\n+[1] 568684 217\n \n $variables$getSmootherLambda.fPFOLIOBACKTEST\n-[1] 568899 285\n+[1] 568901 285\n \n $variables$getSmootherParams\n-[1] 569184 217\n+[1] 569186 217\n \n $variables$getSmootherParams.fPFOLIOBACKTEST\n-[1] 569401 279\n+[1] 569403 279\n \n $variables$getSmootherSkip\n-[1] 569680 215\n+[1] 569682 215\n \n $variables$getSmootherSkip.fPFOLIOBACKTEST\n-[1] 569895 283\n+[1] 569897 283\n \n $variables$getSolver\n-[1] 570178 208\n+[1] 570180 208\n \n $variables$getSolver.fPFOLIOSPEC\n-[1] 570386 220\n+[1] 570388 220\n \n $variables$getSolver.fPORTFOLIO\n-[1] 570606 232\n+[1] 570608 232\n \n $variables$getSpec\n-[1] 570838 207\n+[1] 570840 207\n \n $variables$getSpec.fPORTFOLIO\n-[1] 571045 184\n+[1] 571047 184\n \n $variables$getStatistics\n-[1] 571229 213\n+[1] 571231 213\n \n $variables$getStatistics.fPFOLIODATA\n-[1] 571442 190\n+[1] 571444 190\n \n $variables$getStatistics.fPORTFOLIO\n-[1] 571632 205\n+[1] 571634 205\n \n $variables$getStatus\n-[1] 571837 208\n+[1] 571839 208\n \n $variables$getStatus.fPFOLIOSPEC\n-[1] 572045 217\n+[1] 572047 217\n \n $variables$getStatus.fPFOLIOVAL\n-[1] 572262 217\n+[1] 572264 217\n \n $variables$getStatus.fPORTFOLIO\n-[1] 572479 230\n+[1] 572481 230\n \n $variables$getStrategy\n-[1] 572709 211\n+[1] 572711 211\n \n $variables$getStrategy.fPFOLIOBACKTEST\n-[1] 572920 265\n+[1] 572922 265\n \n $variables$getStrategyFun\n-[1] 573185 214\n+[1] 573187 214\n \n $variables$getStrategyFun.fPFOLIOBACKTEST\n-[1] 573399 277\n+[1] 573401 277\n \n $variables$getStrategyParams\n-[1] 573676 217\n+[1] 573678 217\n \n $variables$getStrategyParams.fPFOLIOBACKTEST\n-[1] 573893 280\n+[1] 573895 280\n \n $variables$getTailRisk\n-[1] 574173 211\n+[1] 574175 211\n \n $variables$getTailRisk.fPFOLIODATA\n-[1] 574384 188\n+[1] 574386 188\n \n $variables$getTailRisk.fPFOLIOSPEC\n-[1] 574572 222\n+[1] 574574 222\n \n $variables$getTailRisk.fPORTFOLIO\n-[1] 574794 234\n+[1] 574796 234\n \n $variables$getTailRiskBudgets\n-[1] 575028 216\n+[1] 575030 216\n \n $variables$getTailRiskBudgets.fPORTFOLIO\n-[1] 575244 1602\n+[1] 575246 1602\n \n $variables$getTargetReturn\n-[1] 576846 213\n+[1] 576848 213\n \n $variables$getTargetReturn.fPFOLIOSPEC\n-[1] 577059 223\n+[1] 577061 223\n \n $variables$getTargetReturn.fPFOLIOVAL\n-[1] 577282 223\n+[1] 577284 223\n \n $variables$getTargetReturn.fPORTFOLIO\n-[1] 577505 235\n+[1] 577507 235\n \n $variables$getTargetRisk\n-[1] 577740 211\n+[1] 577742 211\n \n $variables$getTargetRisk.fPFOLIOSPEC\n-[1] 577951 221\n+[1] 577953 221\n \n $variables$getTargetRisk.fPFOLIOVAL\n-[1] 578172 221\n+[1] 578174 221\n \n $variables$getTargetRisk.fPORTFOLIO\n-[1] 578393 233\n+[1] 578395 233\n \n $variables$getTrace\n-[1] 578626 208\n+[1] 578628 208\n \n $variables$getTrace.fPFOLIOSPEC\n-[1] 578834 218\n+[1] 578836 218\n \n $variables$getTrace.fPORTFOLIO\n-[1] 579052 230\n+[1] 579054 230\n \n $variables$getType\n-[1] 579282 207\n+[1] 579284 207\n \n $variables$getType.fPFOLIOSPEC\n-[1] 579489 264\n+[1] 579491 264\n \n $variables$getType.fPORTFOLIO\n-[1] 579753 230\n+[1] 579755 230\n \n $variables$getUnits.fPFOLIODATA\n-[1] 579983 212\n+[1] 579985 212\n \n $variables$getUnits.fPORTFOLIO\n-[1] 580195 223\n+[1] 580197 223\n \n $variables$getWeights\n-[1] 580418 210\n+[1] 580420 210\n \n $variables$getWeights.fPFOLIOSPEC\n-[1] 580628 218\n+[1] 580630 218\n \n $variables$getWeights.fPFOLIOVAL\n-[1] 580846 218\n+[1] 580848 218\n \n $variables$getWeights.fPORTFOLIO\n-[1] 581064 230\n+[1] 581066 230\n \n $variables$getWindows\n-[1] 581294 210\n+[1] 581296 210\n \n $variables$getWindows.fPFOLIOBACKTEST\n-[1] 581504 263\n+[1] 581506 263\n \n $variables$getWindowsFun\n-[1] 581767 213\n+[1] 581769 213\n \n $variables$getWindowsFun.fPFOLIOBACKTEST\n-[1] 581980 276\n+[1] 581982 276\n \n $variables$getWindowsHorizon\n-[1] 582256 217\n+[1] 582258 217\n \n $variables$getWindowsHorizon.fPFOLIOBACKTEST\n-[1] 582473 285\n+[1] 582475 285\n \n $variables$getWindowsParams\n-[1] 582758 215\n+[1] 582760 215\n \n $variables$getWindowsParams.fPFOLIOBACKTEST\n-[1] 582973 279\n+[1] 582975 279\n \n $variables$glpkLP\n-[1] 583252 1017\n+[1] 583254 1017\n \n $variables$glpkLPControl\n-[1] 584269 260\n+[1] 584271 260\n \n $variables$ipopQP\n-[1] 584529 2335\n+[1] 584531 2335\n \n $variables$ipopQPControl\n-[1] 586864 461\n+[1] 586866 461\n \n $variables$kendallEstimator\n-[1] 587325 606\n+[1] 587327 606\n \n $variables$kestrelQP\n-[1] 587931 4312\n+[1] 587933 4312\n \n $variables$kestrelQPControl\n-[1] 592243 348\n+[1] 592245 348\n \n $variables$lambdaCVaR\n-[1] 592591 451\n+[1] 592593 451\n \n $variables$listFConstraints\n-[1] 593042 737\n+[1] 593044 737\n \n $variables$lpmEstimator\n-[1] 593779 1160\n+[1] 593781 1160\n \n $variables$markowitzHull\n-[1] 594939 2519\n+[1] 594941 2519\n \n $variables$maxBConstraints\n-[1] 597458 1286\n+[1] 597460 1286\n \n $variables$maxBuyinConstraints\n-[1] 598744 835\n+[1] 598746 835\n \n $variables$maxCardConstraints\n-[1] 599579 828\n+[1] 599581 828\n \n $variables$maxFConstraints\n-[1] 600407 566\n+[1] 600409 566\n \n $variables$maxWConstraints\n-[1] 600973 1565\n+[1] 600975 1565\n \n $variables$maxddMap\n-[1] 602538 526\n+[1] 602540 526\n \n $variables$maxratioPortfolio\n-[1] 603064 3078\n+[1] 603066 3078\n \n $variables$maxreturnPortfolio\n-[1] 606142 1179\n+[1] 606144 1179\n \n $variables$maxsumWConstraints\n-[1] 607321 2076\n+[1] 607323 2076\n \n $variables$mcdEstimator\n-[1] 609397 681\n+[1] 609399 681\n \n $variables$minBConstraints\n-[1] 610078 1276\n+[1] 610080 1276\n \n $variables$minBuyinConstraints\n-[1] 611354 830\n+[1] 611356 830\n \n $variables$minCardConstraints\n-[1] 612184 825\n+[1] 612186 825\n \n $variables$minFConstraints\n-[1] 613009 566\n+[1] 613011 566\n \n $variables$minWConstraints\n-[1] 613575 1569\n+[1] 613577 1569\n \n $variables$minriskPortfolio\n-[1] 615144 643\n+[1] 615146 643\n \n $variables$minsumWConstraints\n-[1] 615787 2078\n+[1] 615789 2078\n \n $variables$minvariancePoints\n-[1] 617865 817\n+[1] 617867 817\n \n $variables$minvariancePortfolio\n-[1] 618682 489\n+[1] 618684 489\n \n $variables$modifiedVaR\n-[1] 619171 1249\n+[1] 619173 1249\n \n $variables$monteCarloPoints\n-[1] 620420 2433\n+[1] 620422 2433\n \n $variables$mveEstimator\n-[1] 622853 681\n+[1] 622855 681\n \n $variables$nCardConstraints\n-[1] 623534 687\n+[1] 623536 687\n \n $variables$neosLP\n-[1] 624221 5189\n+[1] 624223 5189\n \n $variables$neosLPControl\n-[1] 629410 333\n+[1] 629412 333\n \n $variables$neosQP\n-[1] 629743 5622\n+[1] 629745 5622\n \n $variables$neosQPControl\n-[1] 635365 376\n+[1] 635367 376\n \n $variables$netPerformance\n-[1] 635741 1907\n+[1] 635743 1907\n \n $variables$nlminb2\n-[1] 637648 4241\n+[1] 637650 4241\n \n $variables$nlminb2Control\n-[1] 641889 561\n+[1] 641891 561\n \n $variables$nlminb2NLP\n-[1] 642450 3768\n+[1] 642452 3768\n \n $variables$nlminb2NLPControl\n-[1] 646218 502\n+[1] 646220 502\n \n $variables$nnveEstimator\n-[1] 646720 833\n+[1] 646722 833\n \n $variables$normalVaR\n-[1] 647553 599\n+[1] 647555 599\n \n $variables$parAnalytics\n-[1] 648152 468\n+[1] 648154 468\n \n $variables$pcoutAnalytics\n-[1] 648620 5435\n+[1] 648622 5435\n \n $variables$pfolioCVaR\n-[1] 654055 1521\n+[1] 654057 1521\n \n $variables$pfolioCVaRoptim\n-[1] 655576 1562\n+[1] 655578 1562\n \n $variables$pfolioCVaRplus\n-[1] 657138 1079\n+[1] 657140 1079\n \n $variables$pfolioHist\n-[1] 658217 3245\n+[1] 658219 3245\n \n $variables$pfolioMaxLoss\n-[1] 661462 640\n+[1] 661464 640\n \n $variables$pfolioReturn\n-[1] 662102 1260\n+[1] 662104 1260\n \n $variables$pfolioTargetReturn\n-[1] 663362 521\n+[1] 663364 521\n \n $variables$pfolioTargetRisk\n-[1] 663883 700\n+[1] 663885 700\n \n $variables$pfolioVaR\n-[1] 664583 985\n+[1] 664585 985\n \n $variables$plot.fPORTFOLIO\n-[1] 665568 1935\n+[1] 665570 1935\n \n $variables$portfolioBacktest\n-[1] 667503 499\n+[1] 667505 499\n \n $variables$portfolioBacktesting\n-[1] 668002 4692\n+[1] 668004 4692\n \n $variables$portfolioConstraints\n-[1] 672694 3167\n+[1] 672696 3167\n \n $variables$portfolioData\n-[1] 675861 2100\n+[1] 675863 2100\n \n $variables$portfolioFrontier\n-[1] 677961 4385\n+[1] 677963 4385\n \n $variables$portfolioObjective\n-[1] 682346 184\n+[1] 682348 184\n \n $variables$portfolioReturn\n-[1] 682530 184\n+[1] 682532 184\n \n $variables$portfolioRisk\n-[1] 682714 184\n+[1] 682716 184\n \n $variables$portfolioSmoothing\n-[1] 682898 5178\n+[1] 682900 5178\n \n $variables$portfolioSpec\n-[1] 688076 2029\n+[1] 688078 2029\n \n $variables$print.solver\n-[1] 690105 867\n+[1] 690107 867\n \n $variables$quadprogQP\n-[1] 690972 3085\n+[1] 690974 3085\n \n $variables$quadprogQPControl\n-[1] 694057 283\n+[1] 694059 283\n \n $variables$ramplLP\n-[1] 694340 2120\n+[1] 694342 2120\n \n $variables$ramplNLP\n-[1] 696460 4952\n+[1] 696462 4952\n \n $variables$ramplQP\n-[1] 701412 2251\n+[1] 701414 2251\n \n $variables$rglpkLP\n-[1] 703663 3069\n+[1] 703665 3069\n \n $variables$ripop\n-[1] 735365 693\n+[1] 735367 693\n \n $variables$ripopQP\n-[1] 736058 3411\n+[1] 736060 3411\n \n $variables$riskBudgetsPlot\n-[1] 739469 5387\n+[1] 739471 5387\n \n $variables$riskMap\n-[1] 744856 526\n+[1] 744858 526\n \n $variables$riskmetricsAnalytics\n-[1] 745382 2219\n+[1] 745384 2219\n \n $variables$rkestrelQP\n-[1] 747601 2253\n+[1] 747603 2253\n \n $variables$rneosLP\n-[1] 749854 2155\n+[1] 749856 2155\n \n $variables$rneosQP\n-[1] 752009 2292\n+[1] 752011 2292\n \n $variables$rnlminb2\n-[1] 754301 251\n+[1] 754303 251\n \n $variables$rnlminb2NLP\n-[1] 754552 3899\n+[1] 754554 3899\n \n $variables$rollingCDaR\n-[1] 758451 1567\n+[1] 758453 1567\n \n $variables$rollingCVaR\n-[1] 760018 1383\n+[1] 760020 1383\n \n $variables$rollingCmlPortfolio\n-[1] 761401 997\n+[1] 761403 997\n \n $variables$rollingDaR\n-[1] 762398 1402\n+[1] 762400 1402\n \n $variables$rollingMinvariancePortfolio\n-[1] 763800 992\n+[1] 763802 992\n \n $variables$rollingPortfolioFrontier\n-[1] 764792 1028\n+[1] 764794 1028\n \n $variables$rollingSigma\n-[1] 765820 869\n+[1] 765822 869\n \n $variables$rollingTangencyPortfolio\n-[1] 766689 990\n+[1] 766691 990\n \n $variables$rollingVaR\n-[1] 767679 1232\n+[1] 767681 1232\n \n $variables$rollingWindows\n-[1] 768911 1818\n+[1] 768913 1818\n \n $variables$rquadprog\n-[1] 770729 2374\n+[1] 770731 2374\n \n $variables$rquadprogQP\n-[1] 773103 2698\n+[1] 773105 2698\n \n $variables$rsolnpNLP\n-[1] 775801 4257\n+[1] 775803 4257\n \n $variables$rsolveLP\n-[1] 780058 1139\n+[1] 780060 1139\n \n $variables$rsolveQP\n-[1] 781197 1145\n+[1] 781199 1145\n \n $variables$rsymphonyLP\n-[1] 782342 3082\n+[1] 782344 3082\n \n $variables$sampleCOV\n-[1] 785424 233\n+[1] 785426 233\n \n $variables$sampleVaR\n-[1] 785657 272\n+[1] 785659 272\n \n $variables$`setAlpha<-`\n-[1] 785929 480\n+[1] 785931 480\n \n $variables$`setEstimator<-`\n-[1] 786409 430\n+[1] 786411 430\n \n $variables$`setNFrontierPoints<-`\n-[1] 786839 673\n+[1] 786841 673\n \n $variables$`setObjective<-`\n-[1] 787512 431\n+[1] 787514 431\n \n $variables$`setOptimize<-`\n-[1] 787943 430\n+[1] 787945 430\n \n $variables$`setParams<-`\n-[1] 788373 493\n+[1] 788375 493\n \n $variables$`setRiskFreeRate<-`\n-[1] 788866 618\n+[1] 788868 618\n \n $variables$`setSmootherDoubleSmoothing<-`\n-[1] 789484 494\n+[1] 789486 494\n \n $variables$`setSmootherFun<-`\n-[1] 789978 426\n+[1] 789980 426\n \n $variables$`setSmootherInitialWeights<-`\n-[1] 790404 495\n+[1] 790406 495\n \n $variables$`setSmootherLambda<-`\n-[1] 790899 488\n+[1] 790901 488\n \n $variables$`setSmootherParams<-`\n-[1] 791387 434\n+[1] 791389 434\n \n $variables$`setSmootherSkip<-`\n-[1] 791821 487\n+[1] 791823 487\n \n $variables$`setSolver<-`\n-[1] 792308 427\n+[1] 792310 427\n \n $variables$`setStatus<-`\n-[1] 792735 611\n+[1] 792737 611\n \n $variables$`setStrategyFun<-`\n-[1] 793346 427\n+[1] 793348 427\n \n $variables$`setStrategyParams<-`\n-[1] 793773 435\n+[1] 793775 435\n \n $variables$`setTailRisk<-`\n-[1] 794208 430\n+[1] 794210 430\n \n $variables$`setTargetReturn<-`\n-[1] 794638 712\n+[1] 794640 712\n \n $variables$`setTargetRisk<-`\n-[1] 795350 713\n+[1] 795352 713\n \n $variables$`setTrace<-`\n-[1] 796063 426\n+[1] 796065 426\n \n $variables$`setType<-`\n-[1] 796489 799\n+[1] 796491 799\n \n $variables$`setWeights<-`\n-[1] 797288 578\n+[1] 797290 578\n \n $variables$`setWindowsFun<-`\n-[1] 797866 426\n+[1] 797868 426\n \n $variables$`setWindowsHorizon<-`\n-[1] 798292 490\n+[1] 798294 490\n \n $variables$`setWindowsParams<-`\n-[1] 798782 433\n+[1] 798784 433\n \n $variables$sharpeRatioLines\n-[1] 799215 2457\n+[1] 799217 2457\n \n $variables$shrinkEstimator\n-[1] 801672 840\n+[1] 801674 840\n \n $variables$singleAssetPoints\n-[1] 802512 2512\n+[1] 802514 2512\n \n $variables$slpmEstimator\n-[1] 805024 1162\n+[1] 805026 1162\n \n $variables$solnpNLP\n-[1] 806186 3248\n+[1] 806188 3248\n \n $variables$solnpNLPControl\n-[1] 809434 401\n+[1] 809436 401\n \n $variables$solveRampl.CVAR\n-[1] 809835 4792\n+[1] 809837 4792\n \n $variables$solveRampl.MV\n-[1] 814627 4499\n+[1] 814629 4499\n \n $variables$solveRglpk.CVAR\n-[1] 819126 1210\n+[1] 819128 1210\n \n $variables$solveRglpk.MAD\n-[1] 820336 1208\n+[1] 820338 1208\n \n $variables$solveRipop\n-[1] 821544 2018\n+[1] 821546 2018\n \n $variables$solveRquadprog\n-[1] 823562 973\n+[1] 823564 973\n \n $variables$solveRquadprog.CLA\n-[1] 824535 1041\n+[1] 824537 1041\n \n $variables$solveRshortExact\n-[1] 825576 1187\n+[1] 825578 1187\n \n $variables$solveRsocp\n-[1] 826763 1052\n+[1] 826765 1052\n \n $variables$solveRsolnp\n-[1] 827815 1911\n+[1] 827817 1911\n \n $variables$spearmanEstimator\n-[1] 829726 605\n+[1] 829728 605\n \n $variables$stabilityAnalytics\n-[1] 830331 528\n+[1] 830333 528\n \n $variables$summary.fPORTFOLIO\n-[1] 830859 755\n+[1] 830861 755\n \n $variables$symphonyLP\n-[1] 831614 263\n+[1] 831616 263\n \n $variables$symphonyLPControl\n-[1] 831877 264\n+[1] 831879 264\n \n $variables$tailRiskBudgetsPie\n-[1] 832141 3417\n+[1] 832143 3417\n \n $variables$tailRiskBudgetsPlot\n-[1] 835558 4615\n+[1] 835560 4615\n \n $variables$tailoredFrontierPlot\n-[1] 840173 4168\n+[1] 840175 4168\n \n $variables$tangencyLines\n-[1] 844341 1227\n+[1] 844343 1227\n \n $variables$tangencyPoints\n-[1] 845568 815\n+[1] 845570 815\n \n $variables$tangencyPortfolio\n-[1] 846383 484\n+[1] 846385 484\n \n $variables$tangencyStrategy\n-[1] 846867 582\n+[1] 846869 582\n \n $variables$ternaryCoord\n-[1] 847449 544\n+[1] 847451 544\n \n $variables$ternaryFrontier\n-[1] 847993 3378\n+[1] 847995 3378\n \n $variables$ternaryMap\n-[1] 851371 8088\n+[1] 851373 8088\n \n $variables$ternaryPoints\n-[1] 859459 477\n+[1] 859461 477\n \n $variables$ternaryWeights\n-[1] 859936 897\n+[1] 859938 897\n \n $variables$turnsAnalytics\n-[1] 860833 3819\n+[1] 860835 3819\n \n $variables$twoAssetsLines\n-[1] 864652 1947\n+[1] 864654 1947\n \n $variables$varRisk\n-[1] 866599 875\n+[1] 866601 875\n \n $variables$waveletSpectrum\n-[1] 867474 6919\n+[1] 867476 6919\n \n $variables$weightedReturnsLinePlot\n-[1] 874393 4369\n+[1] 874395 4369\n \n $variables$weightedReturnsPie\n-[1] 878762 3213\n+[1] 878764 3213\n \n $variables$weightedReturnsPlot\n-[1] 881975 4756\n+[1] 881977 4756\n \n $variables$weightsLinePlot\n-[1] 886731 3934\n+[1] 886733 3934\n \n $variables$weightsPie\n-[1] 890665 3083\n+[1] 890667 3083\n \n $variables$weightsPlot\n-[1] 893748 4380\n+[1] 893750 4380\n \n $variables$weightsSlider\n-[1] 898128 4741\n+[1] 898130 4741\n \n \n $references\n $references$`env::1`\n-[1] 6755 14709\n+[1] 6755 14711\n \n $references$`env::10`\n-[1] 128545 2323\n+[1] 128547 2323\n \n $references$`env::11`\n-[1] 114049 151\n+[1] 114051 151\n \n $references$`env::12`\n-[1] 108844 5205\n+[1] 108846 5205\n \n $references$`env::13`\n-[1] 108103 741\n+[1] 108105 741\n \n $references$`env::14`\n-[1] 32211 151\n+[1] 32213 151\n \n $references$`env::15`\n-[1] 23438 8773\n+[1] 23440 8773\n \n $references$`env::16`\n-[1] 103278 4825\n+[1] 103280 4825\n \n $references$`env::17`\n-[1] 47264 38520\n+[1] 47266 38520\n \n $references$`env::18`\n-[1] 39396 347\n+[1] 39398 347\n \n $references$`env::19`\n-[1] 33392 6004\n+[1] 33394 6004\n \n $references$`env::2`\n [1] 6445 139\n \n $references$`env::20`\n-[1] 32362 1030\n+[1] 32364 1030\n \n $references$`env::21`\n-[1] 39743 2266\n+[1] 39745 2266\n \n $references$`env::22`\n-[1] 42009 4934\n+[1] 42011 4934\n \n $references$`env::23`\n-[1] 46943 321\n+[1] 46945 321\n \n $references$`env::24`\n-[1] 85784 17494\n+[1] 85786 17494\n \n $references$`env::25`\n-[1] 119948 2495\n+[1] 119950 2495\n \n $references$`env::26`\n-[1] 119783 165\n+[1] 119785 165\n \n $references$`env::27`\n-[1] 114200 5583\n+[1] 114202 5583\n \n $references$`env::28`\n-[1] 128394 151\n+[1] 128396 151\n \n $references$`env::29`\n-[1] 123187 5207\n+[1] 123189 5207\n \n $references$`env::3`\n [1] 6584 171\n \n $references$`env::30`\n-[1] 122443 744\n+[1] 122445 744\n \n $references$`env::31`\n-[1] 194438 63570\n+[1] 194440 63570\n \n $references$`env::32`\n-[1] 735060 305\n+[1] 735062 305\n \n $references$`env::33`\n-[1] 706732 14164\n+[1] 706734 14164\n \n $references$`env::34`\n-[1] 720896 14164\n+[1] 720898 14164\n \n $references$`env::4`\n-[1] 21524 139\n+[1] 21526 139\n \n $references$`env::5`\n-[1] 258483 11659\n+[1] 258485 11659\n \n $references$`env::6`\n-[1] 258008 475\n+[1] 258010 475\n \n $references$`env::7`\n-[1] 130868 63570\n+[1] 130870 63570\n \n $references$`env::8`\n-[1] 21723 182\n+[1] 21725 182\n \n $references$`env::9`\n-[1] 21905 1533\n+[1] 21907 1533\n \n \n $compressed\n [1] TRUE\n \n"}]}]}, {"source1": "./usr/lib/R/site-library/fPortfolio/help/fPortfolio.rdb", "source2": "./usr/lib/R/site-library/fPortfolio/help/fPortfolio.rdb", "unified_diff": null, "details": [{"source1": "Rscript --vanilla - {}", "source2": "Rscript --vanilla - {}", "unified_diff": "@@ -30,15 +30,15 @@\n structure(list(structure(\"https://www.rmetrics.org\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\url\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\tabular\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/00fPortfolio-package.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/00fPortfolio-package.Rd\", class = \"Rd\", meta = list(\n docType = \"package\"), prepared = 3L)\n \n a-class-fPFOLIOBACKTEST (list) = structure(list(structure(list(structure(\"Portfolio backtesting specifications\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"fPFOLIOBACKTEST\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"fPFOLIOBACKTEST\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"class-fPFOLIOBACKTEST\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"fPFOLIOBACKTEST-class\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -109,15 +109,15 @@\n structure(\" returns an S4 object of class \\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"\\\"fPFOLIOBACKTEST\\\"\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIOBACKTEST.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIOBACKTEST.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n a-class-fPFOLIOCON (list) = structure(list(structure(list(structure(\"Portfolio Constraints Handling\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"fPFOLIOCON\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"fPFOLIOCON\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"class-fPFOLIOCON\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"fPFOLIOCON-class\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -139,15 +139,15 @@\n structure(\"portfolioData\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIOCON.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIOCON.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n a-class-fPFOLIODATA (list) = structure(list(structure(list(structure(\"Portfolio Data Handling\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"fPFOLIODATA\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"fPFOLIODATA\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"class-fPFOLIODATA\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"fPFOLIODATA-class\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -248,15 +248,15 @@\n structure(\" as returned by the function\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"portfolioStatistics\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIODATA.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIODATA.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n a-class-fPFOLIOSPEC (list) = structure(list(structure(list(structure(\"Specification of Portfolios\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"fPFOLIOSPEC\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"fPFOLIOSPEC\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"class-fPFOLIOSPEC\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"fPFOLIOSPEC-class\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -410,15 +410,15 @@\n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" returns an S4 object of class \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"\\\"fPFOLIOSPEC\\\"\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIOSPEC.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIOSPEC.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n a-class-fPFOLIOVAL (list) = structure(list(structure(list(structure(\"Values of Portfolio Frontiers\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"fPFOLIOVAL\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"fPFOLIOVAL\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"class-fPFOLIOVAL\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"fPFOLIOVAL-class\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -438,15 +438,15 @@\n structure(list(structure(\"fPFOLIOVAL\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIOVAL.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIOVAL.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n a-class-fPORTFOLIO (list) = structure(list(structure(list(structure(\"Portfolio Class\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"fPORTFOLIO\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"fPORTFOLIO\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"class-fPORTFOLIO\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"fPORTFOLIO-class\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -830,15 +830,15 @@\n structure(\" \\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\describe\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(\"% end describe \", Rd_tag = \"COMMENT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\section\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/a-class-fPORTFOLIO.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPORTFOLIO.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-constructors (list) = structure(list(structure(list(structure(\"Specification of backtesting portfolios\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtest-constructors\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"setBacktest\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"setWindowsFun<-\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"setWindowsParams<-\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -950,15 +950,15 @@\n structure(\" for the specification structure from scratch. \\n\", Rd_tag = \"TEXT\"), \n structure(\" \\n\", Rd_tag = \"TEXT\"), structure(\" To modify individual settings one can use the set functions.\\n\", Rd_tag = \"TEXT\"), \n structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-constructors.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-constructors.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-extractors (list) = structure(list(structure(list(structure(\"Portfolio backtest specification extractors\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtest-extractors\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"getWindows.fPFOLIOBACKTEST\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getWindowsFun.fPFOLIOBACKTEST\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getWindowsParams.fPFOLIOBACKTEST\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -1113,15 +1113,15 @@\n structure(list(structure(\"portfolioBacktest\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-extractors.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-extractors.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-functions (list) = structure(list(structure(list(structure(\"User defined functions to perform portfolio backtesting\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtest-functions\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"equidistWindows\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"tangencyStrategy\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"emaSmoother\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -1234,15 +1234,15 @@\n structure(list(), Rd_tag = \"\\\\cr\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\" function returns a numeric vector of smoothed weights.\\n\", Rd_tag = \"TEXT\"), \n structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-functions.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-functions.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-getMethods (list) = structure(list(structure(list(structure(\"Portfolio Backtest Extractors\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtest-getMethods\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"getWindows\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getWindowsFun\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getWindowsParams\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -1292,15 +1292,15 @@\n structure(\" \\n\", Rd_tag = \"RCODE\"), structure(\"## Extract Smoother Information - \\n\", Rd_tag = \"RCODE\"), \n structure(\" getSmoother(backtestSpec) \\n\", Rd_tag = \"RCODE\"), \n structure(\" getSmootherFun(backtestSpec) \\n\", Rd_tag = \"RCODE\"), \n structure(\" getSmootherParams(backtestSpec) \\t\\t\\t\\t\\t\\t\\n\", Rd_tag = \"RCODE\"), \n structure(\" getSmootherLambda(backtestSpec) \\n\", Rd_tag = \"RCODE\"), \n structure(\" getSmootherDoubleSmoothing(backtestSpec) \\n\", Rd_tag = \"RCODE\"), \n structure(\" getSmootherInitialWeights(backtestSpec) \\n\", Rd_tag = \"RCODE\"), \n- structure(\" getSmootherSkip(backtestSpec) \\n\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\examples\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-getMethods.Rd\", class = \"Rd\", meta = list(\n+ structure(\" getSmootherSkip(backtestSpec) \\n\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\examples\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-getMethods.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-performance (list) = structure(list(structure(list(structure(\"Portfolio backtesting net performance\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtest-performance\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"netPerformance\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n@@ -1327,15 +1327,15 @@\n structure(\" upcoming \", Rd_tag = \"TEXT\"), structure(list(\n structure(\"fPortfolioPerformance\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\" package.\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\note\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-performance.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-performance.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-plots (list) = structure(list(structure(list(structure(\"Portfolio backtesting plots\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtest-plots\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"backtestPlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"backtestAssetsPlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"backtestWeightsPlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -1450,15 +1450,15 @@\n structure(\" summarises the results \\n\", Rd_tag = \"TEXT\"), \n structure(\" from a portfolio backtest.\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-plots.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-plots.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-portfolios (list) = structure(list(structure(list(structure(\"Portfolio backtesting\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtest-portfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"portfolioBacktesting\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"portfolioSmoothing\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n@@ -1519,15 +1519,15 @@\n list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" a logical flag, by default TRUE. Should the backtersting be traced?\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-portfolios.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-portfolios.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-specification (list) = structure(list(structure(list(structure(\"Specification of portfolio backtesting\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtest-specification\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"portfolioBacktest\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\"), \n@@ -1570,15 +1570,15 @@\n structure(\" returns an S4 object of class \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"\\\"fPFOLIOBACKTEST\\\"\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-specification.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-specification.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n backtest-statisitics (list) = structure(list(structure(list(structure(\"Rolling portfolio backtesting statistics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"backtestStats\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"backtestStats\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"rollingSigma\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"rollingVaR\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -1641,15 +1641,15 @@\n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"), \n structure(\"%Budget of the portfolio.\", Rd_tag = \"COMMENT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"W\\\\\\\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/backtest-statisitics.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/backtest-statisitics.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n data-sets (list) = structure(list(structure(list(structure(\"Assets Data Sets\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"data-sets\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"dataSets\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"GCCINDEX.DF\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"SPISECTOR.DF\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -1684,15 +1684,15 @@\n structure(\" an object of class \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"\\\"timeSeries\\\"\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/data-sets.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/data-sets.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n frontier-Plot (list) = structure(list(structure(list(structure(\"Efficient Frontier Plot\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"frontier-plot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"frontierPlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"minvariancePoints\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"cmlPoints\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -1919,15 +1919,15 @@\n structure(\" \", Rd_tag = \"TEXT\"), structure(list(), Rd_tag = \"\\\\tab\"), \n structure(\" an example for a tailored plot. \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\tabular\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/frontier-Plot.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/frontier-Plot.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n frontier-PlotControl (list) = structure(list(structure(list(structure(\"Frontier Plot Control List\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"frontier-plotControl\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"frontierPlotControl\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n@@ -2027,15 +2027,15 @@\n structure(list(list(structure(\"pieOffset\", Rd_tag = \"TEXT\")), \n list(structure(\"Pie offset coordinates setting.\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/frontier-PlotControl.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/frontier-PlotControl.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n frontier-Points (list) = structure(list(structure(list(structure(\"Get Frontier Points\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"frontier-points\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"frontierPoints\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\"), \n@@ -2102,15 +2102,15 @@\n structure(\" if (Type == \\\"CVaR\\\") risk = \\\"CVaR\\\" \\n\", Rd_tag = \"VERB\"), \n structure(\" }\\n\", Rd_tag = \"VERB\"), structure(\" \", Rd_tag = \"VERB\")), Rd_tag = \"\\\\preformatted\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/frontier-Points.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/frontier-Points.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n hideOutput (NULL) = NULL\n \n mathprog-LP (list) = structure(list(structure(list(structure(\"Mathematical Linear Programming\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"mathprog-LP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"rsolveLP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -2215,15 +2215,15 @@\n structure(\",\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"version\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/mathprog-LP.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/mathprog-LP.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n mathprog-NLP (list) = structure(list(structure(list(structure(\"Mathematical Non-Linear Programming\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"mathprog-NLP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"rsolnpNLP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"solnpNLP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"solnpNLPControl\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -2475,15 +2475,15 @@\n structure(\",\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"version\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/mathprog-NLP.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/mathprog-NLP.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n mathprog-QP (list) = structure(list(structure(list(structure(\"Mathematical Linear Programming\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"mathprog-QP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"rsolveQP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"rquadprogQP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"quadprogQP\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -2639,15 +2639,15 @@\n structure(\",\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"version\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/mathprog-QP.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/mathprog-QP.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n methods-plot (list) = structure(list(structure(list(structure(\"plot-methods\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"methods-plot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"plot-methods\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\".fportfolio.plot.1\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\".fportfolio.plot.2\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -2693,15 +2693,15 @@\n structure(\"x\", Rd_tag = \"TEXT\")), list(structure(\"an object of class \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"fPORTFOLIO\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/methods-plot.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/methods-plot.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n methods-show (list) = structure(list(structure(list(structure(\"Portfolio Print Methods\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"methods-show\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"show-methods\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"show,fPORTFOLIO-method\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n@@ -2717,29 +2717,29 @@\n structure(list(structure(\"fPORTFOLIO\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/methods-show.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/methods-show.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n methods-summary (list) = structure(list(structure(list(structure(\"summary-methods\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"methods-summary\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"summary-methods\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\" summary-methods.\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\description\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/methods-summary.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/methods-summary.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n monitor-stability (list) = structure(list(structure(list(structure(\"Monitoring Stability\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"monitor-stability\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"stabilityAnalytics\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"turnsAnalytics\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"drawdownsAnalytics\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -2817,15 +2817,15 @@\n structure(list(list(structure(\"palette,a,b,K\", Rd_tag = \"TEXT\")), \n list(structure(\"addRainbow\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/monitor-stability.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/monitor-stability.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n nlminb2 (list) = structure(list(structure(list(structure(\"Constrained nonlinear minimization\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"nlminb2\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"nlminb2\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"optimize\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n@@ -2947,15 +2947,15 @@\n structure(\"Paul A. Jensen & Jonathan F. Bard, \\n\", Rd_tag = \"TEXT\"), \n structure(\"Operations Research Models and Methods, 2001\\n\", Rd_tag = \"TEXT\"), \n structure(\"Appendix A, Algorithms for Constrained Optimization,\\n\", Rd_tag = \"TEXT\"), \n structure(list(structure(\"https://www.me.utexas.edu/~jensen/ORMM/supplements/index.html\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\url\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"PORT Library,\\n\", Rd_tag = \"TEXT\"), structure(list(\n structure(\"https://netlib.org/port/\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\url\"), \n- structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/nlminb2.Rd\", class = \"Rd\", meta = list(\n+ structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/nlminb2.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n nlminb2Control (list) = structure(list(structure(list(structure(\"Control variables for Rnlminb2\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"nlminb2Control\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"nlminb2Control\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"optimize\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"Collection of Control Variables\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\description\"), \n@@ -3013,15 +3013,15 @@\n structure(\" an integer value. The maximum number of iteration steps in \\n\", Rd_tag = \"TEXT\"), \n structure(\" which the penalty and barrier terms are lowered. Defaults to 10.\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(list(\n structure(\"steps.tol\", Rd_tag = \"TEXT\")), list(structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\" a numeric value. The penalty and barrier tolerance. Defaults\\n\", Rd_tag = \"TEXT\"), \n structure(\" to 1e-6.\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n- structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/nlminb2Control.Rd\", class = \"Rd\", meta = list(\n+ structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/nlminb2Control.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-Constraints (list) = structure(list(structure(list(structure(\"Portfolio Constraints\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-constraints\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"portfolioConstraints\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"minWConstraints\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"maxWConstraints\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -3198,29 +3198,29 @@\n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\"), \n structure(\" an object of class S4.\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-Constraints.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-Constraints.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-Data (list) = structure(list(structure(list(structure(\"portfolioData2\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-dataSets\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"portfolioData2\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\" portfolioData2.\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\description\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-Data.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-Data.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-Frontier (list) = structure(list(structure(list(structure(\"Efficient Portfolio Frontier\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-portfolioFrontier\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"portfolioFrontier\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\"), \n@@ -3303,15 +3303,15 @@\n structure(\" function returns an S4 object of class \\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"\\\"fPORTFOLIO\\\"\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-Frontier.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-Frontier.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-Rolling (list) = structure(list(structure(list(structure(\"Rolling Portfolio\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-rollingPortfolios\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"portfolioRolling\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"rollingPortfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"rollingWindows\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -3488,15 +3488,15 @@\n structure(\" returns ...\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"), \n structure(list(), Rd_tag = \"\\\\cr\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-Rolling.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-Rolling.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-covEstimator (list) = structure(list(structure(list(structure(\"Covariance Estimators\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-covEstimator\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"covEstimator\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"mveEstimator\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"mcdEstimator\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -3623,15 +3623,15 @@\n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"Schaefer J., Strimmer K. (2005); \\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"A Shrinkage Approach to\\n\", Rd_tag = \"TEXT\"), \n structure(\" Large-Scale Covariance Estimation and Implications for Functional Genomics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\",\\n\", Rd_tag = \"TEXT\"), structure(\" Statist. Appl. Genet. Mol. Biol. 4, 32.\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-covEstimator.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-covEstimator.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-efficientPfolio (list) = structure(list(structure(list(structure(\"Efficient Portfolios\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-efficientPortfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"efficientPortfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"maxratioPortfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"tangencyPortfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -3725,15 +3725,15 @@\n structure(\" returns an S4 object of class \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"\\\"fPORTFOLIO\\\"\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-efficientPfolio.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-efficientPfolio.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-feasiblePfolio (list) = structure(list(structure(list(structure(\"Feasible Portfolios\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-feasiblePortfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"feasiblePortfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\"), \n@@ -3802,15 +3802,15 @@\n structure(\" function returns an S4 object of class \\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"\\\"fPORTFOLIO\\\"\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-feasiblePfolio.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-feasiblePfolio.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-getData (list) = structure(list(structure(list(structure(\"Portfolio Data Extractor Functions\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-getData\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"getData.fPFOLIODATA\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getSeries.fPFOLIODATA\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getNAssets.fPFOLIODATA\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -3928,15 +3928,15 @@\n structure(\" \", Rd_tag = \"TEXT\"), structure(list(), Rd_tag = \"\\\\tab\"), \n structure(\" Extracts tail risk slot. \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\tabular\"), \n structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-getData.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getData.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-getDefault (list) = structure(list(structure(list(structure(\"Extractor Functions\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-getDefault\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"getDefault\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getConstraints\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getControl\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -4010,15 +4010,15 @@\n structure(list(structure(\"fPORTFOLIO\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-getDefault.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getDefault.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-getPortfolio (list) = structure(list(structure(list(structure(\"Portfolio Class Extractors\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-getPortfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"getData.fPORTFOLIO\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getSeries.fPORTFOLIO\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getNAssets.fPORTFOLIO\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -4290,15 +4290,15 @@\n structure(\" specification, constraints, portfolio, title, description.\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-getPortfolio.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getPortfolio.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-getSpec (list) = structure(list(structure(list(structure(\"Portfolio Specification Extractor Functions\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-getSpec\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"getModel.fPFOLIOSPEC\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getType.fPFOLIOSPEC\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getOptimize.fPFOLIOSPEC\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -4475,15 +4475,15 @@\n structure(\" \", Rd_tag = \"TEXT\"), structure(list(), Rd_tag = \"\\\\tab\"), \n structure(\" Extracts solver's trace flag. \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\tabular\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-getSpec.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getSpec.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-getVal (list) = structure(list(structure(list(structure(\"PortfolioVal Extractor Functions\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-getVal\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"getAlpha.fPFOLIOVAL\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getCovRiskBudgets.fPFOLIOVAL\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"getNFrontierPoints.fPFOLIOVAL\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -4531,15 +4531,15 @@\n structure(list(structure(\"fPFOLIODATA\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-getVal.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getVal.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-pfolioRisk (list) = structure(list(structure(list(structure(\"portfolioRisk\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-pfolioRisk\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"pfolioRisk\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"covRisk\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"varRisk\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -4569,15 +4569,15 @@\n structure(\",\\n\", Rd_tag = \"TEXT\"), structure(\" i.e. 5%.\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-pfolioRisk.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-pfolioRisk.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-portfolioSpec (list) = structure(list(structure(list(structure(\"Specification of Portfolios\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-portfolioSpec\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"portfolioSpec\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\"), \n@@ -5120,15 +5120,15 @@\n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" returns an S4 object of class \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"\\\"fPFOLIOSPEC\\\"\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-portfolioSpec.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-portfolioSpec.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-riskPfolio (list) = structure(list(structure(list(structure(\"Risk and Related Measures for Portfolios\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-riskPfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"riskPfolio\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"pfolioVaR\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"pfolioCVaR\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -5376,15 +5376,15 @@\n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Uryasev S. (2000);\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"Conditional Value-at-Risk (CVaR): Algorithms and Applications\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\",\\n\", Rd_tag = \"TEXT\"), structure(\" Risk Management and Financial Engineering Lab, University of Florida\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-riskPfolio.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-riskPfolio.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n portfolio-setSpec (list) = structure(list(structure(list(structure(\"Settings for Specifications of Portfolios\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"portfolio-setSpec\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"setSpec\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"setType<-\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"setOptimize<-\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -5572,15 +5572,15 @@\n structure(\" just modifies the solver setting, i.e. the type \\n\", Rd_tag = \"TEXT\"), \n structure(\" of solver to be used for portfolio optimization.\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/portfolio-setSpec.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/portfolio-setSpec.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n risk-budgeting (list) = structure(list(structure(list(structure(\"Risk Budgeting\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"risk-budgeting\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"sampleCOV\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"normalVaR\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"modifiedVaR\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -5622,15 +5622,15 @@\n structure(list(list(structure(\"M3, M4\", Rd_tag = \"TEXT\")), \n list(structure(\"M3 and M4\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/risk-budgeting.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/risk-budgeting.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n risk-surfaceRisk (list) = structure(list(structure(list(structure(\"Surface Risk Analytics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"risk-surfaceRisk\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"markowitzHull\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"feasibleGrid\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n@@ -5652,15 +5652,15 @@\n structure(list(list(structure(\"trace\", Rd_tag = \"TEXT\")), \n list(structure(\"trace\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/risk-surfaceRisk.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/risk-surfaceRisk.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n risk-ternaryMap (list) = structure(list(structure(list(structure(\"Creates and Plots a Ternary Map\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"risk-ternaryMap\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"ternaryMap\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"ternaryFrontier\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"riskMap\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -5698,15 +5698,15 @@\n structure(list(list(structure(list(), Rd_tag = \"\\\\dots\")), \n list(structure(\"optional arguments\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/risk-ternaryMap.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/risk-ternaryMap.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n safeDeparse (closure) = function (obj) \n {\n tryCatch({\n deparse(obj)\n }, error = function(e) {\n@@ -5735,15 +5735,15 @@\n structure(\" a vector of portfolio weights \\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/solve-environment.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/solve-environment.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n solver-ampl (list) = structure(list(structure(list(structure(\"AMPL Interface\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"solver-ampl\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"amplModelOpen\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"amplModelAdd\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"amplModelShow\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -5812,15 +5812,15 @@\n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\" Diethelm Wuertz.\\n\", Rd_tag = \"TEXT\"), \n structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\author\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/solver-ampl.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/solver-ampl.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n solver-rfamily (list) = structure(list(structure(list(structure(\"LP, QP, and NLP Programming Solvers\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"solver-family\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"solveRglpk.CVAR\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"solveRglpk.MAD\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"solveRampl.CVAR\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -5891,15 +5891,15 @@\n structure(\",\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"), \n structure(list(structure(\"message\", Rd_tag = \"RCODE\")), Rd_tag = \"\\\\code\"), \n structure(\".\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\value\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/solver-rfamily.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/solver-rfamily.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n utils-methods (list) = structure(list(structure(list(structure(\"Print Method for Solvers\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"utils-methods\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"print.solver\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n@@ -5916,15 +5916,15 @@\n structure(list(list(structure(list(), Rd_tag = \"\\\\dots\")), \n list(structure(\"optional arguments\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\arguments\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/utils-methods.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/utils-methods.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n weights-Slider (list) = structure(list(structure(list(structure(\"Portfolio Weights Slider\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"weights-Slider\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"weightsSlider\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"models\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\keyword\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \\n\", Rd_tag = \"TEXT\"), \n@@ -6175,15 +6175,15 @@\n structure(\" \", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\item\"), \n structure(\" \\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\describe\"), \n structure(\" \\n\", Rd_tag = \"TEXT\"))), Rd_tag = \"\\\\section\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/weights-Slider.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/weights-Slider.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n weights-barPlots (list) = structure(list(structure(list(structure(\"Portfolio Weights Bar Plots\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"weightsPlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"weightsPlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"weightedReturnsPlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"covRiskBudgetsPlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -6299,15 +6299,15 @@\n structure(\" this is only possible if in the portfolio specificsation a copulae \\n\", Rd_tag = \"TEXT\"), \n structure(\" tail risk is defined.\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/weights-barPlots.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/weights-barPlots.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n weights-linePlots (list) = structure(list(structure(list(structure(\"Portfolio Weights Line Plots\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"weights-linePlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"weightsLinePlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"weightedReturnsLinePlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"covRiskBudgetsLinePlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -6415,15 +6415,15 @@\n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\" \", Rd_tag = \"TEXT\"), \n structure(\"%tail risk is defined.\", Rd_tag = \"COMMENT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/weights-linePlots.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/weights-linePlots.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n weights-piePlots (list) = structure(list(structure(list(structure(\"Portfolio Pie Plots\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\title\"), \n structure(list(structure(\"weights-piePlot\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\name\"), \n structure(list(structure(\"weightsPie\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"weightedReturnsPie\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n structure(list(structure(\"covRiskBudgetsPie\", Rd_tag = \"VERB\")), Rd_tag = \"\\\\alias\"), \n@@ -6535,10 +6535,10 @@\n structure(\" risk budgets of a portfolio. Note, this is only possible if in the\\n\", Rd_tag = \"TEXT\"), \n structure(\" portfolio specificsation a copulae tail risk is defined.\\n\", Rd_tag = \"TEXT\"), \n structure(\"\\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\details\"), \n structure(list(structure(\"\\n\", Rd_tag = \"TEXT\"), structure(\"\\n\", Rd_tag = \"TEXT\"), \n structure(\"Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);\\n\", Rd_tag = \"TEXT\"), \n structure(\" \", Rd_tag = \"TEXT\"), structure(list(structure(\"Portfolio Optimization with R/Rmetrics\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\emph\"), \n structure(\", \\n\", Rd_tag = \"TEXT\"), structure(\" Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.\\n\", Rd_tag = \"TEXT\"), \n- structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/1st/fportfolio-4023.84/man/weights-piePlots.Rd\", class = \"Rd\", meta = list(\n+ structure(\" \\n\", Rd_tag = \"TEXT\")), Rd_tag = \"\\\\references\")), Rdfile = \"/build/2/fportfolio-4023.84/2nd/man/weights-piePlots.Rd\", class = \"Rd\", meta = list(\n docType = character(0)), prepared = 3L)\n \n"}]}, {"source1": "./usr/lib/R/site-library/fPortfolio/help/fPortfolio.rdx", "source2": "./usr/lib/R/site-library/fPortfolio/help/fPortfolio.rdx", "unified_diff": null, "details": [{"source1": "fPortfolio.rdx-content", "source2": "fPortfolio.rdx-content", "unified_diff": null, "details": [{"source1": "Rscript --vanilla -e 'args <- commandArgs(TRUE); readRDS(args[1])' {}", "source2": "Rscript --vanilla -e 'args <- commandArgs(TRUE); readRDS(args[1])' {}", "unified_diff": "@@ -1,343 +1,343 @@\n $variables\n $variables$`00fPortfolio-package`\n-[1] 283 1447\n+[1] 285 1450\n \n $variables$`a-class-fPFOLIOBACKTEST`\n-[1] 2021 2548\n+[1] 2028 2550\n \n $variables$`a-class-fPFOLIOCON`\n-[1] 4855 1266\n+[1] 4866 1267\n \n $variables$`a-class-fPFOLIODATA`\n-[1] 6408 3711\n+[1] 6422 3713\n \n $variables$`a-class-fPFOLIOSPEC`\n-[1] 10406 4375\n+[1] 10423 4377\n \n $variables$`a-class-fPFOLIOVAL`\n-[1] 15067 1182\n+[1] 15088 1184\n \n $variables$`a-class-fPORTFOLIO`\n-[1] 16535 9256\n+[1] 16560 9259\n \n $variables$`backtest-constructors`\n-[1] 26079 3302\n+[1] 26109 3304\n \n $variables$`backtest-extractors`\n-[1] 29668 3948\n+[1] 29702 3950\n \n $variables$`backtest-functions`\n-[1] 33902 3898\n+[1] 33940 3900\n \n $variables$`backtest-getMethods`\n-[1] 38088 1896\n+[1] 38130 1898\n \n $variables$`backtest-performance`\n-[1] 40271 1506\n+[1] 40318 1508\n \n $variables$`backtest-plots`\n-[1] 42059 3609\n+[1] 42111 3611\n \n $variables$`backtest-portfolios`\n-[1] 45951 2352\n+[1] 46006 2354\n \n $variables$`backtest-specification`\n-[1] 48592 1783\n+[1] 48650 1785\n \n $variables$`backtest-statisitics`\n-[1] 50662 2183\n+[1] 50724 2183\n \n $variables$`data-sets`\n-[1] 53122 1549\n+[1] 53186 1551\n \n $variables$`frontier-Plot`\n-[1] 54951 6043\n+[1] 55019 6045\n \n $variables$`frontier-PlotControl`\n-[1] 61280 2671\n+[1] 61351 2673\n \n $variables$`frontier-Points`\n-[1] 64233 2479\n+[1] 64308 2481\n \n $variables$`mathprog-LP`\n-[1] 66993 3063\n+[1] 67072 3065\n \n $variables$`mathprog-NLP`\n-[1] 70339 6080\n+[1] 70421 6081\n \n $variables$`mathprog-QP`\n-[1] 76700 3982\n+[1] 76785 3985\n \n $variables$`methods-plot`\n-[1] 80962 1699\n+[1] 81052 1700\n \n $variables$`methods-show`\n-[1] 82942 1106\n+[1] 83035 1109\n \n $variables$`methods-summary`\n-[1] 84331 746\n+[1] 84429 749\n \n $variables$`monitor-stability`\n-[1] 85361 2580\n+[1] 85464 2583\n \n $variables$nlminb2\n-[1] 88217 3939\n+[1] 88325 3941\n \n $variables$nlminb2Control\n-[1] 92437 2090\n+[1] 92550 2091\n \n $variables$`portfolio-Constraints`\n-[1] 94809 5575\n+[1] 94925 5577\n \n $variables$`portfolio-Data`\n-[1] 100661 746\n+[1] 100781 748\n \n $variables$`portfolio-Frontier`\n-[1] 101687 3021\n+[1] 101810 3023\n \n $variables$`portfolio-Rolling`\n-[1] 104986 4995\n+[1] 105113 4998\n \n $variables$`portfolio-covEstimator`\n-[1] 110265 4145\n+[1] 110396 4147\n \n $variables$`portfolio-efficientPfolio`\n-[1] 114692 3149\n+[1] 114827 3151\n \n $variables$`portfolio-feasiblePfolio`\n-[1] 118123 2635\n+[1] 118262 2637\n \n $variables$`portfolio-getData`\n-[1] 121037 3119\n+[1] 121180 3122\n \n $variables$`portfolio-getDefault`\n-[1] 124438 2423\n+[1] 124586 2425\n \n $variables$`portfolio-getPortfolio`\n-[1] 127140 5421\n+[1] 127292 5424\n \n $variables$`portfolio-getSpec`\n-[1] 132839 4103\n+[1] 132997 4106\n \n $variables$`portfolio-getVal`\n-[1] 137220 1757\n+[1] 137384 1760\n \n $variables$`portfolio-pfolioRisk`\n-[1] 139257 1435\n+[1] 139426 1437\n \n $variables$`portfolio-portfolioSpec`\n-[1] 140970 14418\n+[1] 141144 14420\n \n $variables$`portfolio-riskPfolio`\n-[1] 155668 7247\n+[1] 155845 7250\n \n $variables$`portfolio-setSpec`\n-[1] 163193 5032\n+[1] 163375 5034\n \n $variables$`risk-budgeting`\n-[1] 168506 1690\n+[1] 168692 1691\n \n $variables$`risk-surfaceRisk`\n-[1] 170478 1196\n+[1] 170668 1197\n \n $variables$`risk-ternaryMap`\n-[1] 171958 1619\n+[1] 172151 1620\n \n $variables$`solve-environment`\n-[1] 173860 1219\n+[1] 174056 1221\n \n $variables$`solver-ampl`\n-[1] 175358 2131\n+[1] 175557 2133\n \n $variables$`solver-rfamily`\n-[1] 177771 2550\n+[1] 177975 2552\n \n $variables$`utils-methods`\n-[1] 180602 1107\n+[1] 180810 1109\n \n $variables$`weights-Slider`\n-[1] 181990 6252\n+[1] 182203 6253\n \n $variables$`weights-barPlots`\n-[1] 188525 3722\n+[1] 188742 3724\n \n $variables$`weights-linePlots`\n-[1] 192531 3576\n+[1] 192752 3578\n \n $variables$`weights-piePlots`\n-[1] 196390 3773\n+[1] 196615 3775\n \n \n $references\n $references$`env::1`\n-[1] 0 283\n+[1] 0 285\n \n $references$`env::10`\n-[1] 33616 286\n+[1] 33652 288\n \n $references$`env::11`\n-[1] 37800 288\n+[1] 37840 290\n \n $references$`env::12`\n-[1] 39984 287\n+[1] 40028 290\n \n $references$`env::13`\n-[1] 41777 282\n+[1] 41826 285\n \n $references$`env::14`\n-[1] 45668 283\n+[1] 45722 284\n \n $references$`env::15`\n-[1] 48303 289\n+[1] 48360 290\n \n $references$`env::16`\n-[1] 50375 287\n+[1] 50435 289\n \n $references$`env::17`\n-[1] 52845 277\n+[1] 52907 279\n \n $references$`env::18`\n-[1] 54671 280\n+[1] 54737 282\n \n $references$`env::19`\n-[1] 60994 286\n+[1] 61064 287\n \n $references$`env::2`\n-[1] 1730 291\n+[1] 1735 293\n \n $references$`env::20`\n-[1] 63951 282\n+[1] 64024 284\n \n $references$`env::21`\n-[1] 66712 281\n+[1] 66789 283\n \n $references$`env::22`\n-[1] 70056 283\n+[1] 70137 284\n \n $references$`env::23`\n-[1] 76419 281\n+[1] 76502 283\n \n $references$`env::24`\n-[1] 80682 280\n+[1] 80770 282\n \n $references$`env::25`\n-[1] 82661 281\n+[1] 82752 283\n \n $references$`env::26`\n-[1] 84048 283\n+[1] 84144 285\n \n $references$`env::27`\n-[1] 85077 284\n+[1] 85178 286\n \n $references$`env::28`\n-[1] 87941 276\n+[1] 88047 278\n \n $references$`env::29`\n-[1] 92156 281\n+[1] 92266 284\n \n $references$`env::3`\n-[1] 4569 286\n+[1] 4578 288\n \n $references$`env::30`\n-[1] 94527 282\n+[1] 94641 284\n \n $references$`env::31`\n-[1] 100384 277\n+[1] 100502 279\n \n $references$`env::32`\n-[1] 101407 280\n+[1] 101529 281\n \n $references$`env::33`\n-[1] 104708 278\n+[1] 104833 280\n \n $references$`env::34`\n-[1] 109981 284\n+[1] 110111 285\n \n $references$`env::35`\n-[1] 114410 282\n+[1] 114543 284\n \n $references$`env::36`\n-[1] 117841 282\n+[1] 117978 284\n \n $references$`env::37`\n-[1] 120758 279\n+[1] 120899 281\n \n $references$`env::38`\n-[1] 124156 282\n+[1] 124302 284\n \n $references$`env::39`\n-[1] 126861 279\n+[1] 127011 281\n \n $references$`env::4`\n-[1] 6121 287\n+[1] 6133 289\n \n $references$`env::40`\n-[1] 132561 278\n+[1] 132716 281\n \n $references$`env::41`\n-[1] 136942 278\n+[1] 137103 281\n \n $references$`env::42`\n-[1] 138977 280\n+[1] 139144 282\n \n $references$`env::43`\n-[1] 140692 278\n+[1] 140863 281\n \n $references$`env::44`\n-[1] 155388 280\n+[1] 155564 281\n \n $references$`env::45`\n-[1] 162915 278\n+[1] 163095 280\n \n $references$`env::46`\n-[1] 168225 281\n+[1] 168409 283\n \n $references$`env::47`\n-[1] 170196 282\n+[1] 170383 285\n \n $references$`env::48`\n-[1] 171674 284\n+[1] 171865 286\n \n $references$`env::49`\n-[1] 173577 283\n+[1] 173771 285\n \n $references$`env::5`\n-[1] 10119 287\n+[1] 10135 288\n \n $references$`env::50`\n-[1] 175079 279\n+[1] 175277 280\n \n $references$`env::51`\n-[1] 177489 282\n+[1] 177690 285\n \n $references$`env::52`\n-[1] 180321 281\n+[1] 180527 283\n \n $references$`env::53`\n-[1] 181709 281\n+[1] 181919 284\n \n $references$`env::54`\n-[1] 188242 283\n+[1] 188456 286\n \n $references$`env::55`\n-[1] 192247 284\n+[1] 192466 286\n \n $references$`env::56`\n-[1] 196107 283\n+[1] 196330 285\n \n $references$`env::6`\n-[1] 14781 286\n+[1] 14800 288\n \n $references$`env::7`\n-[1] 16249 286\n+[1] 16272 288\n \n $references$`env::8`\n-[1] 25791 288\n+[1] 25819 290\n \n $references$`env::9`\n-[1] 29381 287\n+[1] 29413 289\n \n \n $compressed\n [1] TRUE\n \n"}]}]}, {"source1": "./usr/lib/R/site-library/fPortfolio/help/paths.rds", "source2": "./usr/lib/R/site-library/fPortfolio/help/paths.rds", "unified_diff": null, "details": [{"source1": "paths.rds-content", "source2": "paths.rds-content", "unified_diff": null, "details": [{"source1": "Rscript --vanilla -e 'args <- commandArgs(TRUE); readRDS(args[1])' {}", "source2": "Rscript --vanilla -e 'args <- commandArgs(TRUE); readRDS(args[1])' {}", "unified_diff": "@@ -1,58 +1,58 @@\n- [1] \"/build/1st/fportfolio-4023.84/man/00fPortfolio-package.Rd\" \n- [2] \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIOBACKTEST.Rd\" \n- [3] \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIOCON.Rd\" \n- [4] \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIODATA.Rd\" \n- [5] \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIOSPEC.Rd\" \n- [6] \"/build/1st/fportfolio-4023.84/man/a-class-fPFOLIOVAL.Rd\" \n- [7] \"/build/1st/fportfolio-4023.84/man/a-class-fPORTFOLIO.Rd\" \n- [8] \"/build/1st/fportfolio-4023.84/man/backtest-constructors.Rd\" \n- [9] \"/build/1st/fportfolio-4023.84/man/backtest-extractors.Rd\" \n-[10] \"/build/1st/fportfolio-4023.84/man/backtest-functions.Rd\" \n-[11] \"/build/1st/fportfolio-4023.84/man/backtest-getMethods.Rd\" \n-[12] \"/build/1st/fportfolio-4023.84/man/backtest-performance.Rd\" \n-[13] \"/build/1st/fportfolio-4023.84/man/backtest-plots.Rd\" \n-[14] \"/build/1st/fportfolio-4023.84/man/backtest-portfolios.Rd\" \n-[15] \"/build/1st/fportfolio-4023.84/man/backtest-specification.Rd\" \n-[16] \"/build/1st/fportfolio-4023.84/man/backtest-statisitics.Rd\" \n-[17] \"/build/1st/fportfolio-4023.84/man/data-sets.Rd\" \n-[18] \"/build/1st/fportfolio-4023.84/man/frontier-Plot.Rd\" \n-[19] \"/build/1st/fportfolio-4023.84/man/frontier-PlotControl.Rd\" \n-[20] \"/build/1st/fportfolio-4023.84/man/frontier-Points.Rd\" \n-[21] \"/build/1st/fportfolio-4023.84/man/mathprog-LP.Rd\" \n-[22] \"/build/1st/fportfolio-4023.84/man/mathprog-NLP.Rd\" \n-[23] \"/build/1st/fportfolio-4023.84/man/mathprog-QP.Rd\" \n-[24] \"/build/1st/fportfolio-4023.84/man/methods-plot.Rd\" \n-[25] \"/build/1st/fportfolio-4023.84/man/methods-show.Rd\" \n-[26] \"/build/1st/fportfolio-4023.84/man/methods-summary.Rd\" \n-[27] \"/build/1st/fportfolio-4023.84/man/monitor-stability.Rd\" \n-[28] \"/build/1st/fportfolio-4023.84/man/nlminb2.Rd\" \n-[29] \"/build/1st/fportfolio-4023.84/man/nlminb2Control.Rd\" \n-[30] \"/build/1st/fportfolio-4023.84/man/portfolio-Constraints.Rd\" \n-[31] \"/build/1st/fportfolio-4023.84/man/portfolio-Data.Rd\" \n-[32] \"/build/1st/fportfolio-4023.84/man/portfolio-Frontier.Rd\" \n-[33] \"/build/1st/fportfolio-4023.84/man/portfolio-Rolling.Rd\" \n-[34] \"/build/1st/fportfolio-4023.84/man/portfolio-covEstimator.Rd\" \n-[35] \"/build/1st/fportfolio-4023.84/man/portfolio-efficientPfolio.Rd\"\n-[36] \"/build/1st/fportfolio-4023.84/man/portfolio-feasiblePfolio.Rd\" \n-[37] \"/build/1st/fportfolio-4023.84/man/portfolio-getData.Rd\" \n-[38] \"/build/1st/fportfolio-4023.84/man/portfolio-getDefault.Rd\" \n-[39] \"/build/1st/fportfolio-4023.84/man/portfolio-getPortfolio.Rd\" \n-[40] \"/build/1st/fportfolio-4023.84/man/portfolio-getSpec.Rd\" \n-[41] \"/build/1st/fportfolio-4023.84/man/portfolio-getVal.Rd\" \n-[42] \"/build/1st/fportfolio-4023.84/man/portfolio-pfolioRisk.Rd\" \n-[43] \"/build/1st/fportfolio-4023.84/man/portfolio-portfolioSpec.Rd\" \n-[44] \"/build/1st/fportfolio-4023.84/man/portfolio-riskPfolio.Rd\" \n-[45] \"/build/1st/fportfolio-4023.84/man/portfolio-setSpec.Rd\" \n-[46] \"/build/1st/fportfolio-4023.84/man/risk-budgeting.Rd\" \n-[47] \"/build/1st/fportfolio-4023.84/man/risk-surfaceRisk.Rd\" \n-[48] \"/build/1st/fportfolio-4023.84/man/risk-ternaryMap.Rd\" \n-[49] \"/build/1st/fportfolio-4023.84/man/solve-environment.Rd\" \n-[50] \"/build/1st/fportfolio-4023.84/man/solver-ampl.Rd\" \n-[51] \"/build/1st/fportfolio-4023.84/man/solver-rfamily.Rd\" \n-[52] \"/build/1st/fportfolio-4023.84/man/utils-methods.Rd\" \n-[53] \"/build/1st/fportfolio-4023.84/man/weights-Slider.Rd\" \n-[54] \"/build/1st/fportfolio-4023.84/man/weights-barPlots.Rd\" \n-[55] \"/build/1st/fportfolio-4023.84/man/weights-linePlots.Rd\" \n-[56] \"/build/1st/fportfolio-4023.84/man/weights-piePlots.Rd\" \n+ [1] \"/build/2/fportfolio-4023.84/2nd/man/00fPortfolio-package.Rd\" \n+ [2] \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIOBACKTEST.Rd\" \n+ [3] \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIOCON.Rd\" \n+ [4] \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIODATA.Rd\" \n+ [5] \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIOSPEC.Rd\" \n+ [6] \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPFOLIOVAL.Rd\" \n+ [7] \"/build/2/fportfolio-4023.84/2nd/man/a-class-fPORTFOLIO.Rd\" \n+ [8] \"/build/2/fportfolio-4023.84/2nd/man/backtest-constructors.Rd\" \n+ [9] \"/build/2/fportfolio-4023.84/2nd/man/backtest-extractors.Rd\" \n+[10] \"/build/2/fportfolio-4023.84/2nd/man/backtest-functions.Rd\" \n+[11] \"/build/2/fportfolio-4023.84/2nd/man/backtest-getMethods.Rd\" \n+[12] \"/build/2/fportfolio-4023.84/2nd/man/backtest-performance.Rd\" \n+[13] \"/build/2/fportfolio-4023.84/2nd/man/backtest-plots.Rd\" \n+[14] \"/build/2/fportfolio-4023.84/2nd/man/backtest-portfolios.Rd\" \n+[15] \"/build/2/fportfolio-4023.84/2nd/man/backtest-specification.Rd\" \n+[16] \"/build/2/fportfolio-4023.84/2nd/man/backtest-statisitics.Rd\" \n+[17] \"/build/2/fportfolio-4023.84/2nd/man/data-sets.Rd\" \n+[18] \"/build/2/fportfolio-4023.84/2nd/man/frontier-Plot.Rd\" \n+[19] \"/build/2/fportfolio-4023.84/2nd/man/frontier-PlotControl.Rd\" \n+[20] \"/build/2/fportfolio-4023.84/2nd/man/frontier-Points.Rd\" \n+[21] \"/build/2/fportfolio-4023.84/2nd/man/mathprog-LP.Rd\" \n+[22] \"/build/2/fportfolio-4023.84/2nd/man/mathprog-NLP.Rd\" \n+[23] \"/build/2/fportfolio-4023.84/2nd/man/mathprog-QP.Rd\" \n+[24] \"/build/2/fportfolio-4023.84/2nd/man/methods-plot.Rd\" \n+[25] \"/build/2/fportfolio-4023.84/2nd/man/methods-show.Rd\" \n+[26] \"/build/2/fportfolio-4023.84/2nd/man/methods-summary.Rd\" \n+[27] \"/build/2/fportfolio-4023.84/2nd/man/monitor-stability.Rd\" \n+[28] \"/build/2/fportfolio-4023.84/2nd/man/nlminb2.Rd\" \n+[29] \"/build/2/fportfolio-4023.84/2nd/man/nlminb2Control.Rd\" \n+[30] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-Constraints.Rd\" \n+[31] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-Data.Rd\" \n+[32] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-Frontier.Rd\" \n+[33] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-Rolling.Rd\" \n+[34] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-covEstimator.Rd\" \n+[35] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-efficientPfolio.Rd\"\n+[36] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-feasiblePfolio.Rd\" \n+[37] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getData.Rd\" \n+[38] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getDefault.Rd\" \n+[39] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getPortfolio.Rd\" \n+[40] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getSpec.Rd\" \n+[41] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-getVal.Rd\" \n+[42] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-pfolioRisk.Rd\" \n+[43] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-portfolioSpec.Rd\" \n+[44] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-riskPfolio.Rd\" \n+[45] \"/build/2/fportfolio-4023.84/2nd/man/portfolio-setSpec.Rd\" \n+[46] \"/build/2/fportfolio-4023.84/2nd/man/risk-budgeting.Rd\" \n+[47] \"/build/2/fportfolio-4023.84/2nd/man/risk-surfaceRisk.Rd\" \n+[48] \"/build/2/fportfolio-4023.84/2nd/man/risk-ternaryMap.Rd\" \n+[49] \"/build/2/fportfolio-4023.84/2nd/man/solve-environment.Rd\" \n+[50] \"/build/2/fportfolio-4023.84/2nd/man/solver-ampl.Rd\" \n+[51] \"/build/2/fportfolio-4023.84/2nd/man/solver-rfamily.Rd\" \n+[52] \"/build/2/fportfolio-4023.84/2nd/man/utils-methods.Rd\" \n+[53] \"/build/2/fportfolio-4023.84/2nd/man/weights-Slider.Rd\" \n+[54] \"/build/2/fportfolio-4023.84/2nd/man/weights-barPlots.Rd\" \n+[55] \"/build/2/fportfolio-4023.84/2nd/man/weights-linePlots.Rd\" \n+[56] \"/build/2/fportfolio-4023.84/2nd/man/weights-piePlots.Rd\" \n attr(,\"first\")\n-[1] 35\n+[1] 37\n"}]}]}]}]}]}]}