|Version 1.04 beta1 released
A beta of the next version of Portfolio Probe is now available.
You get the beta just like you get the regular version except it is called PortfolioProbeBeta rather than PortfolioProbe. So the easy R command is:
There is no problem having both the regular version and the beta version on the same machine. It is not recommended to try to use both in the same R session. About the best that can happen there is to confuse yourself, and it is probably possible to crash R (I haven't tried).
The beta version is built for R version 2.10 onwards. Let us know if you would like it for an earlier R version.
There are two key new things in the beta:
See the trade.optimizer help file for explanation, especially the arguments rf.style and lin.style. There will also be some blog posts on the additions.
risk.fraction is generalized
linear constraints can be placed on risk fractions
Testing will continue and will be enhanced relative to the testing for previous versions.
There are some (minor) features that will be added beyond what is in the beta. The valuation functions already have some of their additional features partially implemented.
The User's Manual still needs to be updated.