rpsg_importfromtext: Imports PSG Problem from text

Description Usage Arguments Value Author(s) References See Also

View source: R/rpsg_importfromtext.R

Description

Imports problem statement and its data stored in txt files in General (Text) format.

Usage

1
rpsg_importfromtext(path_tofiles, rpsg_suppress.Messages = FALSE)

Arguments

path_tofiles

character with path to *.txt file with PSG problem statement in General (Text) format. All data needed for solving this problem should be stored in the same folder in separate .txt files. Name of the *.txt file for PSG problem statement should start with problem_.

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

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 correspond to 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 correspond to 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 names of members that correspond to names of optimization variables. Name of this list member (point_<name>) must correspond to the name of PSG Point in Problem Statement;

problem_list$vector_<name>

vector with data. Name of this list member (vector_<name>) must correspond to the name of PSG Vector in Problem Statement.

Author(s)

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

Maintainer: Stan Uryasev <stan.uryasev@aorda.com>

References

American Optimal Decisions
Portfolio Safeguard Help

See Also

rpsg_exporttotext


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