fPortfolio (version 3011.81)

solver-ampl: AMPL Interface

Description

R/AMPL Interface functions.

Usage

amplModelOpen(project)  
amplModelAdd(model, project)      
amplModelShow(project)       
amplDataOpen(project)     
amplDataAdd(name, data, type, project) 
amplDataAddValue(data, value, project)  
amplDataAddVector(data, vector, project)  
amplDataAddMatrix(data, matrix, project) 
amplDataSemicolon(project)  
amplDataShow(project)        
amplRunOpen(project)         
amplRunAdd(run, project)          
amplRunShow(project)        
amplOutShow(project)

Arguments

project

a character string, the AMPL project name.

model

...

data

...

run

...

type

...

name

...

value

...

vector

...

matrix

...

Value

returns AMPL files.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.