[Returnanalytics-commits] r2692 - pkg/PerformanceAnalytics/sandbox/pulkit/week6

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

Author: pulkit
Date: 2013-08-02 01:05:20 +0200 (Fri, 02 Aug 2013)
New Revision: 2692

Modified:
   pkg/PerformanceAnalytics/sandbox/pulkit/week6/CdaR.R
Log:
CDaR Multipath

Modified: pkg/PerformanceAnalytics/sandbox/pulkit/week6/CdaR.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/week6/CdaR.R	2013-08-01 09:13:53 UTC (rev 2691)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/week6/CdaR.R	2013-08-01 23:05:20 UTC (rev 2692)
@@ -1,6 +1,7 @@
 CDD<-function (R, weights = NULL, geometric = TRUE, invert = TRUE, 
           p = 0.95, ...) 
 {
+  alpha = p
   #p = .setalphaprob(p)
   if (is.vector(R) || ncol(R) == 1) {
     R = na.omit(R)