rpsg_exporttotext: Exports PSG Problem to text

In PSGExpress: Portfolio Safeguard: Optimization, Statistics and Risk Management

Description

Exports the PSG problem from R to text files with problem in General (Text) format.

Usage

rpsg_exporttotext(path_tofiles, problem_list, rho = parent.frame(),
  allowExt = TRUE, rpsg_suppress.Messages = FALSE)

Arguments

path_tofiles	character with path to *.txt file for storing PSG problem statement. All data needed for solving this problem will be stored in the same folder in separate .txt files. Name of the *.txt file for PSG problem statement should start with problem_.
problem_list	list with data for optimization problem. List members: problem_list$problem_statement character with PSG Problem Statement; problem_list$matrix_<name> matrix with names of columns that correspond to names of optimization variables. Name of this list member (matrix_<name>) must coincide with the name of PSG Matrix in Problem Statement. Matrix may include two optional collumns: scenario_benchmark and scenario_probability; problem_list$pmatrix_<name> sparse matrix with names of columns that correspond to names of optimization variables. Name of this list member (pmatrix_<name>) must coincide with the name of PSG PMatrix in Problem Statement. PMatrix may include two optional collumns: scenario_benchmark and scenario_probability; problem_list$point_<name> vector with members' names that correspond to names of optimization variables. Name of this list member (point_<name>) must coincide with the name of PSG Point in Problem Statement; problem_list$vector_<name> vector with data. Name of this list member (vector_<name>) must coincide with the name of PSG Vector in Problem Statement.
rho	optional parameter for setting frame. Default is rho = parent.frame().
allowExt	optional parameter defining may solver use variables from data frame defined in rho (by the default allowExt = TRUE) or not (allowExt = FALSE).
rpsg_suppress.Messages	optional parameter specifying if messages that may appear when you run this function should be suppressed (rpsg_suppress.Messages = TRUE) or not (by the default: rpsg_suppress.Messages = FALSE).

Value

text files with problem in General (Text) format.

Note

• rpsg_exporttotext supports two cases of input data:
  1. all PSG data objects are saved in input list,
  2. all PSG data objects are saved in Global Environment.
  In both cases input list must include PSG Problem Statement (problem_list$problem_statement) and names of PSG data objects (names of list members or variables) should be used in Problem Statement.

Author(s)

Stan Uryasev [aut, cre, cph], Grigoriy Zrazhevsky [aut], Viktor Kuzmenko [aut], Alex Zrazhevsky [aut]

Maintainer: Stan Uryasev <[e-mail]>

References

American Optimal Decisions
Portfolio Safeguard Help

See Also

rpsg_importfromtext

PSGExpress documentation built on July 26, 2019, 5:02 p.m.