fPortfolio (version 3042.83.1)

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)

Value

returns AMPL files.

Arguments

project

a character string, the AMPL project name.

model

...

data

...

run

...

type

...

name

...

value

...

vector

...

matrix

...

Author

Diethelm Wuertz.

References

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