[Returnanalytics-commits] r2287 - in pkg/PerformanceAnalytics: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Sep 18 22:14:19 CEST 2012
Author: braverock
Date: 2012-09-18 22:14:18 +0200 (Tue, 18 Sep 2012)
New Revision: 2287
Modified:
pkg/PerformanceAnalytics/R/Return.annualized.R
pkg/PerformanceAnalytics/R/Return.cumulative.R
pkg/PerformanceAnalytics/R/Return.portfolio.R
pkg/PerformanceAnalytics/R/SharpeRatio.annualized.R
pkg/PerformanceAnalytics/R/chart.CumReturns.R
pkg/PerformanceAnalytics/R/chart.Drawdown.R
pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R
pkg/PerformanceAnalytics/R/charts.PerformanceSummary.R
pkg/PerformanceAnalytics/R/findDrawdowns.R
pkg/PerformanceAnalytics/R/maxDrawdown.R
pkg/PerformanceAnalytics/R/table.AnnualizedReturns.R
pkg/PerformanceAnalytics/R/table.CalendarReturns.R
pkg/PerformanceAnalytics/R/table.Variability.R
pkg/PerformanceAnalytics/man/CDD.Rd
pkg/PerformanceAnalytics/man/Return.annualized.Rd
pkg/PerformanceAnalytics/man/Return.calculate.Rd
pkg/PerformanceAnalytics/man/Return.cumulative.Rd
pkg/PerformanceAnalytics/man/Return.portfolio.Rd
pkg/PerformanceAnalytics/man/SharpeRatio.annualized.Rd
pkg/PerformanceAnalytics/man/chart.CumReturns.Rd
pkg/PerformanceAnalytics/man/chart.Drawdown.Rd
pkg/PerformanceAnalytics/man/chart.RiskReturnScatter.Rd
pkg/PerformanceAnalytics/man/charts.PerformanceSummary.Rd
pkg/PerformanceAnalytics/man/findDrawdowns.Rd
pkg/PerformanceAnalytics/man/maxDrawdown.Rd
pkg/PerformanceAnalytics/man/table.AnnualizedReturns.Rd
pkg/PerformanceAnalytics/man/table.CalendarReturns.Rd
pkg/PerformanceAnalytics/man/table.Variability.Rd
Log:
- change language around geometric chaining argument to attempt to make it more clear
Modified: pkg/PerformanceAnalytics/R/Return.annualized.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.annualized.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/Return.annualized.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -21,7 +21,7 @@
#' asset returns
#' @param scale number of periods in a year (daily scale = 252, monthly scale =
#' 12, quarterly scale = 4)
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @author Peter Carl
#' @seealso \code{\link{Return.cumulative}},
Modified: pkg/PerformanceAnalytics/R/Return.cumulative.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.cumulative.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/Return.cumulative.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -9,7 +9,7 @@
#'
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @author Peter Carl
#' @seealso \code{\link{Return.annualized}}
Modified: pkg/PerformanceAnalytics/R/Return.portfolio.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.portfolio.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/Return.portfolio.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -77,7 +77,7 @@
#' FALSE
#' @param contribution if contribution is TRUE, add the weighted return
#' contributed by the asset in this period
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param \dots any other passthru parameters
#' @return returns a time series of returns weighted by the \code{weights}
Modified: pkg/PerformanceAnalytics/R/SharpeRatio.annualized.R
===================================================================
--- pkg/PerformanceAnalytics/R/SharpeRatio.annualized.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/SharpeRatio.annualized.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -24,7 +24,7 @@
#' @param Rf risk free rate, in same period as your returns
#' @param scale number of periods in a year (daily scale = 252, monthly scale =
#' 12, quarterly scale = 4)
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @author Peter Carl
#' @seealso \code{\link{SharpeRatio}} \cr \code{\link{InformationRatio}} \cr
Modified: pkg/PerformanceAnalytics/R/chart.CumReturns.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.CumReturns.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/chart.CumReturns.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -10,7 +10,7 @@
#' asset returns
#' @param wealth.index if \code{wealth.index} is \code{TRUE}, shows the "value
#' of $1", starting the cumulation of returns at 1 rather than zero
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param legend.loc places a legend into one of nine locations on the chart:
#' bottomright, bottom, bottomleft, left, topleft, top, topright, right, or
Modified: pkg/PerformanceAnalytics/R/chart.Drawdown.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.Drawdown.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/chart.Drawdown.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -9,7 +9,7 @@
#'
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param colorset color palette to use, set by default to rational choices
#' @param legend.loc places a legend into one of nine locations on the chart:
Modified: pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -10,7 +10,7 @@
#' @param Rf risk free rate, in same period as your returns
#' @param scale number of periods in a year (daily scale = 252, monthly scale =
#' 12, quarterly scale = 4)
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param main set the chart title, same as in \code{plot}
#' @param add.names plots the row name with the data point. default TRUE. Can
Modified: pkg/PerformanceAnalytics/R/charts.PerformanceSummary.R
===================================================================
--- pkg/PerformanceAnalytics/R/charts.PerformanceSummary.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/charts.PerformanceSummary.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -9,7 +9,7 @@
#' @param Rf risk free rate, in same period as your returns
#' @param p confidence level for calculation, default p=.95
#' @param main set the chart title, as in \code{plot}
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param methods Used to select the risk parameter of trailing \code{width}
#' returns to use in the \code{\link{chart.BarVaR}} panel: May be any of:
Modified: pkg/PerformanceAnalytics/R/findDrawdowns.R
===================================================================
--- pkg/PerformanceAnalytics/R/findDrawdowns.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/findDrawdowns.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -18,7 +18,7 @@
#' @aliases findDrawdowns Drawdowns
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param \dots any other passthru parameters
#' @author Peter Carl
Modified: pkg/PerformanceAnalytics/R/maxDrawdown.R
===================================================================
--- pkg/PerformanceAnalytics/R/maxDrawdown.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/maxDrawdown.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -21,7 +21,7 @@
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
#' @param weights portfolio weighting vector, default NULL, see Details
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param invert TRUE/FALSE whether to invert the drawdown measure. see
#' Details.
@@ -93,7 +93,7 @@
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
#' @param weights portfolio weighting vector, default NULL, see Details
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param invert TRUE/FALSE whether to invert the drawdown measure. see
#' Details.
Modified: pkg/PerformanceAnalytics/R/table.AnnualizedReturns.R
===================================================================
--- pkg/PerformanceAnalytics/R/table.AnnualizedReturns.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/table.AnnualizedReturns.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -5,7 +5,7 @@
#'
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param scale number of periods in a year (daily scale = 252, monthly scale =
#' 12, quarterly scale = 4)
Modified: pkg/PerformanceAnalytics/R/table.CalendarReturns.R
===================================================================
--- pkg/PerformanceAnalytics/R/table.CalendarReturns.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/table.CalendarReturns.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -10,7 +10,7 @@
#' asset returns
#' @param digits number of digits to round results to for presentation
#' @param as.perc TRUE/FALSE if TRUE, multiply simple returns by 100 to get \%
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @note This function assumes monthly returns and does not currently have
#' handling for other scales.
Modified: pkg/PerformanceAnalytics/R/table.Variability.R
===================================================================
--- pkg/PerformanceAnalytics/R/table.Variability.R 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/R/table.Variability.R 2012-09-18 20:14:18 UTC (rev 2287)
@@ -6,7 +6,7 @@
#'
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
-#' @param geometric generate geometric (TRUE) or simple (FALSE) returns,
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns,
#' default TRUE
#' @param scale number of periods in a year (daily scale = 252, monthly scale =
#' 12, quarterly scale = 4)
Modified: pkg/PerformanceAnalytics/man/CDD.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CDD.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/CDD.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -14,8 +14,9 @@
\item{weights}{portfolio weighting vector, default NULL,
see Details}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{invert}{TRUE/FALSE whether to invert the drawdown
measure. see Details.}
Modified: pkg/PerformanceAnalytics/man/Return.annualized.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.annualized.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/Return.annualized.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -12,8 +12,9 @@
\item{scale}{number of periods in a year (daily scale =
252, monthly scale = 12, quarterly scale = 4)}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
}
\description{
An average annualized return is convenient for comparing
Modified: pkg/PerformanceAnalytics/man/Return.calculate.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.calculate.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/Return.calculate.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -5,8 +5,7 @@
\usage{
Return.calculate(prices, method = c("discrete", "log"))
- CalculateReturns(prices,
- method = c("compound", "simple"))
+ CalculateReturns(prices, method = c("discrete", "log"))
}
\arguments{
\item{prices}{data object containing ordered price
@@ -64,8 +63,7 @@
\dontshow{
data(prices)
}
-R.IBM = Return.calculate(prices, method="simple")
-R.IBM = as.xts(R.IBM)
+R.IBM = Return.calculate(prices, method="discrete")
colnames(R.IBM)="IBM"
chart.CumReturns(R.IBM,legend.loc="topleft", main="Cumulative Daily Returns for IBM")
round(R.IBM,2)
Modified: pkg/PerformanceAnalytics/man/Return.cumulative.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.cumulative.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/Return.cumulative.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -8,8 +8,9 @@
\item{R}{an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
}
\description{
This is a useful function for calculating cumulative
Modified: pkg/PerformanceAnalytics/man/Return.portfolio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.portfolio.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/Return.portfolio.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -21,8 +21,9 @@
\item{contribution}{if contribution is TRUE, add the
weighted return contributed by the asset in this period}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{\dots}{any other passthru parameters}
}
Modified: pkg/PerformanceAnalytics/man/SharpeRatio.annualized.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/SharpeRatio.annualized.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/SharpeRatio.annualized.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -14,8 +14,9 @@
\item{scale}{number of periods in a year (daily scale =
252, monthly scale = 12, quarterly scale = 4)}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
}
\description{
The Sharpe Ratio is a risk-adjusted measure of return
Modified: pkg/PerformanceAnalytics/man/chart.CumReturns.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/chart.CumReturns.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/chart.CumReturns.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -14,8 +14,9 @@
\code{TRUE}, shows the "value of $1", starting the
cumulation of returns at 1 rather than zero}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{legend.loc}{places a legend into one of nine
locations on the chart: bottomright, bottom, bottomleft,
Modified: pkg/PerformanceAnalytics/man/chart.Drawdown.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/chart.Drawdown.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/chart.Drawdown.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -9,8 +9,9 @@
\item{R}{an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{colorset}{color palette to use, set by default to
rational choices}
Modified: pkg/PerformanceAnalytics/man/chart.RiskReturnScatter.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/chart.RiskReturnScatter.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/chart.RiskReturnScatter.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -21,8 +21,9 @@
\item{scale}{number of periods in a year (daily scale =
252, monthly scale = 12, quarterly scale = 4)}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{main}{set the chart title, same as in \code{plot}}
Modified: pkg/PerformanceAnalytics/man/charts.PerformanceSummary.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/charts.PerformanceSummary.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/charts.PerformanceSummary.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -19,8 +19,9 @@
\item{main}{set the chart title, as in \code{plot}}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{methods}{Used to select the risk parameter of
trailing \code{width} returns to use in the
Modified: pkg/PerformanceAnalytics/man/findDrawdowns.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/findDrawdowns.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/findDrawdowns.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -9,8 +9,9 @@
\item{R}{an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{\dots}{any other passthru parameters}
}
Modified: pkg/PerformanceAnalytics/man/maxDrawdown.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/maxDrawdown.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/maxDrawdown.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -12,8 +12,9 @@
\item{weights}{portfolio weighting vector, default NULL,
see Details}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{invert}{TRUE/FALSE whether to invert the drawdown
measure. see Details.}
Modified: pkg/PerformanceAnalytics/man/table.AnnualizedReturns.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/table.AnnualizedReturns.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/table.AnnualizedReturns.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -9,8 +9,9 @@
\item{R}{an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{scale}{number of periods in a year (daily scale =
252, monthly scale = 12, quarterly scale = 4)}
Modified: pkg/PerformanceAnalytics/man/table.CalendarReturns.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/table.CalendarReturns.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/table.CalendarReturns.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -16,8 +16,9 @@
\item{as.perc}{TRUE/FALSE if TRUE, multiply simple
returns by 100 to get \%}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
}
\description{
Returns a table of returns formatted with years in rows,
Modified: pkg/PerformanceAnalytics/man/table.Variability.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/table.Variability.Rd 2012-09-16 15:59:28 UTC (rev 2286)
+++ pkg/PerformanceAnalytics/man/table.Variability.Rd 2012-09-18 20:14:18 UTC (rev 2287)
@@ -9,8 +9,9 @@
\item{R}{an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns}
- \item{geometric}{generate geometric (TRUE) or simple
- (FALSE) returns, default TRUE}
+ \item{geometric}{utilize geometric chaining (TRUE) or
+ simple/arithmetic chaining (FALSE) to aggregate returns,
+ default TRUE}
\item{scale}{number of periods in a year (daily scale =
252, monthly scale = 12, quarterly scale = 4)}
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