[Returnanalytics-commits] r2271 - pkg/PerformanceAnalytics/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Sep 2 03:56:27 CEST 2012
Author: braverock
Date: 2012-09-02 03:56:23 +0200 (Sun, 02 Sep 2012)
New Revision: 2271
Modified:
pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R
pkg/PerformanceAnalytics/R/AppraisalRatio.R
pkg/PerformanceAnalytics/R/BernadoLedoitratio.R
pkg/PerformanceAnalytics/R/BurkeRatio.R
pkg/PerformanceAnalytics/R/CAPM.epsilon.R
pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R
pkg/PerformanceAnalytics/R/DRatio.R
pkg/PerformanceAnalytics/R/DownsideDeviation.R
pkg/PerformanceAnalytics/R/DownsideFrequency.R
pkg/PerformanceAnalytics/R/DrawdownPeak.R
pkg/PerformanceAnalytics/R/FamaBeta.R
pkg/PerformanceAnalytics/R/Frequency.R
pkg/PerformanceAnalytics/R/Kappa.R
pkg/PerformanceAnalytics/R/M2Sortino.R
pkg/PerformanceAnalytics/R/MSquared.R
pkg/PerformanceAnalytics/R/MSquaredExcess.R
pkg/PerformanceAnalytics/R/MartinRatio.R
pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R
pkg/PerformanceAnalytics/R/NetSelectivity.R
pkg/PerformanceAnalytics/R/OmegaExcessReturn.R
pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R
pkg/PerformanceAnalytics/R/PainIndex.R
pkg/PerformanceAnalytics/R/PainRatio.R
pkg/PerformanceAnalytics/R/ProspectRatio.R
pkg/PerformanceAnalytics/R/Selectivity.R
pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R
pkg/PerformanceAnalytics/R/SpecificRisk.R
pkg/PerformanceAnalytics/R/SystematicRisk.R
pkg/PerformanceAnalytics/R/TotalRisk.R
pkg/PerformanceAnalytics/R/TreynorRatio.R
pkg/PerformanceAnalytics/R/UpsideFrequency.R
pkg/PerformanceAnalytics/R/UpsideRisk.R
pkg/PerformanceAnalytics/R/VolatilitySkewness.R
pkg/PerformanceAnalytics/R/decomposeMVaR.R
pkg/PerformanceAnalytics/R/table.Distributions.R
pkg/PerformanceAnalytics/R/table.DownsideRiskRatio.R
pkg/PerformanceAnalytics/R/table.DrawdownsRatio.R
pkg/PerformanceAnalytics/R/table.InformationRatio.R
pkg/PerformanceAnalytics/R/table.SpecificRisk.R
pkg/PerformanceAnalytics/R/table.Variability.R
Log:
- add Copyright and GPL license block to files created during GSoC 2012
Modified: pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -62,4 +62,16 @@
rownames(result) = paste("Adjusted Sharpe ratio (Risk free = ",Rf,")", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/AppraisalRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/AppraisalRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/AppraisalRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -89,3 +89,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/AppraisalRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/BernadoLedoitratio.R
===================================================================
--- pkg/PerformanceAnalytics/R/BernadoLedoitratio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/BernadoLedoitratio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -44,4 +44,16 @@
rownames(result) = paste("Bernardo and Ledoit ratio", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/BernadoLedoitratio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/BurkeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/BurkeRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/BurkeRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -124,4 +124,16 @@
}
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/BurkeRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/CAPM.epsilon.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.epsilon.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/CAPM.epsilon.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -66,3 +66,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/CAPM.epsilon.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -65,3 +65,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/DRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/DRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/DRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -55,4 +55,16 @@
rownames(result) = paste("d ratio", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/DRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/DownsideDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideDeviation.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/DownsideDeviation.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -181,3 +181,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/DownsideDeviation.R
___________________________________________________________________
Modified: svn:keywords
- Id Rev
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/DownsideFrequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideFrequency.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/DownsideFrequency.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -59,4 +59,16 @@
rownames(result) = paste("Downside Frequency (MAR = ",MAR,"%)", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/DownsideFrequency.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/DrawdownPeak.R
===================================================================
--- pkg/PerformanceAnalytics/R/DrawdownPeak.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/DrawdownPeak.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -58,4 +58,16 @@
rownames(result) = paste("DrawdownPeak", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/DrawdownPeak.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/FamaBeta.R
===================================================================
--- pkg/PerformanceAnalytics/R/FamaBeta.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/FamaBeta.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -63,3 +63,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/FamaBeta.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/Frequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/Frequency.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/Frequency.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -55,4 +55,16 @@
rownames(result) = paste("Frequency", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/Frequency.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/Kappa.R
===================================================================
--- pkg/PerformanceAnalytics/R/Kappa.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/Kappa.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -68,4 +68,16 @@
rownames(result) = paste("kappa (MAR = ",MAR,"%)", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/Kappa.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/M2Sortino.R
===================================================================
--- pkg/PerformanceAnalytics/R/M2Sortino.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/M2Sortino.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -67,3 +67,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/M2Sortino.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/MSquared.R
===================================================================
--- pkg/PerformanceAnalytics/R/MSquared.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/MSquared.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -64,3 +64,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/MSquared.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/MSquaredExcess.R
===================================================================
--- pkg/PerformanceAnalytics/R/MSquaredExcess.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/MSquaredExcess.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -69,3 +69,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/MSquaredExcess.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/MartinRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/MartinRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/MartinRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -61,4 +61,16 @@
rownames(result) = paste("Martin Ratio (Rf = ",Rf,")", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/MartinRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -42,4 +42,16 @@
rownames(result) = paste("Mean absolute deviation", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/NetSelectivity.R
===================================================================
--- pkg/PerformanceAnalytics/R/NetSelectivity.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/NetSelectivity.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -66,3 +66,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/NetSelectivity.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/OmegaExcessReturn.R
===================================================================
--- pkg/PerformanceAnalytics/R/OmegaExcessReturn.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/OmegaExcessReturn.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -68,3 +68,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/OmegaExcessReturn.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -73,4 +73,16 @@
rownames(result) = paste("OmegaSharpeRatio (MAR = ",MAR,"%)", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/PainIndex.R
===================================================================
--- pkg/PerformanceAnalytics/R/PainIndex.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/PainIndex.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -59,4 +59,16 @@
colnames(result) = colnames(R)
rownames(result) = "Pain Index"
return (result)
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/PainIndex.R
___________________________________________________________________
Modified: svn:keywords
- Id Rev
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/PainRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/PainRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/PainRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -61,4 +61,16 @@
rownames(result) = paste("Pain Ratio (Rf = ",Rf,")", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/PainRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/ProspectRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/ProspectRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/ProspectRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -61,4 +61,16 @@
rownames(result) = paste("Prospect ratio (MAR = ",MAR,"%)", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/ProspectRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/Selectivity.R
===================================================================
--- pkg/PerformanceAnalytics/R/Selectivity.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/Selectivity.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -35,3 +35,16 @@
Period = Frequency(Ra)
CAPM.jensenAlpha(Ra,Rb,Rf,Period)
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/Selectivity.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -56,4 +56,16 @@
rownames(result) = paste("SkewnessKurtosisRatio", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/SpecificRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/SpecificRisk.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/SpecificRisk.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -58,3 +58,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/SpecificRisk.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/SystematicRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/SystematicRisk.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/SystematicRisk.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -64,3 +64,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/SystematicRisk.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/TotalRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/TotalRisk.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/TotalRisk.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -62,3 +62,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/TotalRisk.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/TreynorRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/TreynorRatio.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/TreynorRatio.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -152,3 +152,16 @@
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/TreynorRatio.R
___________________________________________________________________
Modified: svn:keywords
- Id Rev
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/UpsideFrequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/UpsideFrequency.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/UpsideFrequency.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -59,4 +59,16 @@
rownames(result) = paste("Upside Frequency (MAR = ",MAR,"%)", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/UpsideFrequency.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/UpsideRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/UpsideRisk.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/UpsideRisk.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -94,3 +94,16 @@
return(result)
}
}
+
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/UpsideRisk.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/VolatilitySkewness.R
===================================================================
--- pkg/PerformanceAnalytics/R/VolatilitySkewness.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/VolatilitySkewness.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -81,4 +81,16 @@
rownames(result) = paste("VolatilitySkewness (MAR = ",MAR,"%, stat= ",stat,")", sep="")
return(result)
}
-}
\ No newline at end of file
+}
+
+###############################################################################
+# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
+#
+# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+#
+# This R package is distributed under the terms of the GNU Public License (GPL)
+# for full details see the file COPYING
+#
+# $Id$
+#
+###############################################################################
Property changes on: pkg/PerformanceAnalytics/R/VolatilitySkewness.R
___________________________________________________________________
Added: svn:keywords
+ Date Author Id
Modified: pkg/PerformanceAnalytics/R/decomposeMVaR.R
===================================================================
--- pkg/PerformanceAnalytics/R/decomposeMVaR.R 2012-09-01 22:43:02 UTC (rev 2270)
+++ pkg/PerformanceAnalytics/R/decomposeMVaR.R 2012-09-02 01:56:23 UTC (rev 2271)
@@ -91,3 +91,16 @@
#out = Table.VaR.CornishFisher.portfolio ( p = 0.95 , w = rep(1/N,N) , mu = mu , sigma = sigma , M3 = m3 , M4 = m4 , names = colnames(edhec) )
+
+
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/returnanalytics -r 2271
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