[Returnanalytics-commits] r2190 - pkg/PerformanceAnalytics/sandbox/Meucci/man

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

Author: mkshah
Date: 2012-07-23 01:50:32 +0200 (Mon, 23 Jul 2012)
New Revision: 2190

Removed:
   pkg/PerformanceAnalytics/sandbox/Meucci/man/ProjectInvariant.Rd
Log:
Deleting an unused function documentation file

Deleted: pkg/PerformanceAnalytics/sandbox/Meucci/man/ProjectInvariant.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/man/ProjectInvariant.Rd	2012-07-22 23:47:59 UTC (rev 2189)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/man/ProjectInvariant.Rd	2012-07-22 23:50:32 UTC (rev 2190)
@@ -1,37 +0,0 @@
-\name{ProjectInvariant}
-\alias{ProjectInvariant}
-\title{Annualization and Projection algorithm for invariant}
-\usage{
-  ProjectInvariant(N = 6, K = 251, X)
-}
-\arguments{
-  \item{N}{a numeric with the number of the first N
-  stadardized summary statistics to project}
-
-  \item{K}{a numeric with an arbitrary projection horizon}
-
-  \item{X}{a numeric vector consisting of a generic
-  (additive) invariant the follows the general linear and
-  square-root rules for projecting means and volatility}
-}
-\value{
-  Ga a numeric vector with the first 'N' order statistics
-  projected to the horizon 'K'
-}
-\description{
-  Project summary statistics to arbitrary horizons under
-  i.i.d. assumption SYMMYS - Last version of article and
-  code available at http://symmys.com/node/136 Project
-  summary statistics to arbitrary horizons under i.i.d.
-  assumption see Meucci, A. (2010) "Annualization and
-  General Projection of Skewness, Kurtosis and All Summary
-  Statistics" GARP Risk Professional, August, pp. 52-54
-}
-\examples{
-X = GenerateLogNormalDistribution( J = 100000 , a = 01 , m = .2 , s = .4 ) # X = a + exp( m + s * Z ) # generate log-normal distribution
-          moments = ProjectInvariant( N = 6 , K = 251 , X )
-}
-\author{
-  Ram Ahluwalia \email{rahluwalia at gmail.com}
-}
-