[R] Change SetClass in R (library fPortoflio)?

[00alex00]

Hi,

I am using the library fPortfolio e and I would like to change an SetClass.
In particular this function portolioSpec() that as default is:

Model List: 
Type: MV
Optimize: minRisk
Estimator: covEstimator
Params: alpha = 0.05 a = 1
Portfolio List: 
Target Weights: NULL
Target Return: NULL
Target Risk: NULL
Risk-Free Rate: 0
Number of Frontier Points: 50
Status: NA
Optim List: 
Solver: solveRquadprog
Objective: portfolioObjective portfolioReturn portfolioRisk
Options: meq = 2
Trace: FALSE


I want to change the Optimize in "maxReturn". In the .pdf I read:

To optimize a portfolio of assets we first have to specify it. All settings
which specify a portfolio of assets are respresented by a S4 class named
fPFOLIOSPEC.
setClass("fPFOLIOSPEC", representation( 
model = "list", portfolio = "list", optim = "list") ) 


The default settings are as follows:
model = list( type = "MV", 
optimize = "minRisk", estimator = "covEstimator", tailRisk = list(), params
= list(alpha = 0.05, a = 2)), 
portfolio = list( weights = NULL, 
targetReturn = NULL, targetRisk = NULL, riskFreeRate = 0, nFrontierPoints =
50, status = NA), 
optim = list( solver = "solveRquadprog", objective = NULL, parames = list(),
control = list(meq = 2), trace = FALSE) 





What to optimize?
The list entry optimize from the @model slot describes what should be
optimized. Two choices are possible. Either
\code{"minRisk"} 


which minimizes the risk if the target returns is given, or
\code{"maxReturn"} 

How I can change in maxReturn, I tried different things but nothing.


Thank you



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