[Returnanalytics-commits] r2137 - pkg/PortfolioAnalytics/sandbox/attribution

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2012-07-09 18:54:15 +0200 (Mon, 09 Jul 2012)
New Revision: 2137

Added:
   pkg/PortfolioAnalytics/sandbox/attribution/DESCRIPTION
Log:
- add stub DESCRIPTION file to make roxygen easier to use


Added: pkg/PortfolioAnalytics/sandbox/attribution/DESCRIPTION
===================================================================
--- pkg/PortfolioAnalytics/sandbox/attribution/DESCRIPTION	                        (rev 0)
+++ pkg/PortfolioAnalytics/sandbox/attribution/DESCRIPTION	2012-07-09 16:54:15 UTC (rev 2137)
@@ -0,0 +1,45 @@
+Package: attribution
+Type: Package
+Title: Econometric tools for performance and risk analysis.
+Version: 0.1
+Date: $Date: 2012-06-06 15:18:48 -0500 (Wed, 06 Jun 2012) $
+Author: Andrii Babii
+Maintainer: Brian G. Peterson <brian at braverock.com>
+Description: GSoC stub for attribution
+Depends:
+    R (>= 2.14.0),
+    zoo,
+    xts (>= 0.8)
+Suggests:
+    Hmisc,
+    MASS,
+    tseries,
+    quadprog,
+    sn,
+    robustbase,
+    quantreg,
+    gplots,
+    ff
+License: GPL
+URL: http://r-forge.r-project.org/projects/returnanalytics/
+Copyright: (c) 2004-2012
+Collate:
+    'AttributionFixedIncome.R'
+    'Attribution.geometric.R'
+    'attribution.levels.R'
+    'attribution.R'
+    'Carino.R'
+    'Conv.option.R'
+    'DaviesLaker.R'
+    'Frongello.R'
+    'Grap.R'
+    'HierarchyQuintiles.R'
+    'logLinking.R'
+    'logLinkingZoo.R'
+    'Menchero.R'
+    'Modigliani.R'
+    'periodApplyEZ.R'
+    'relativeAttribution.R'
+    'relativeAttributionWithoutFactors.R'
+    'Return.annualized.excess.R'
+    'Return.level.R'