[Returnanalytics-commits] r2954 - in pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm: . man

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

Author: braverock
Date: 2013-08-31 20:39:23 +0200 (Sat, 31 Aug 2013)
New Revision: 2954

Removed:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/inst/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd
Log:
- remove obsolete files


Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd	2013-08-31 18:19:25 UTC (rev 2953)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd	2013-08-31 18:39:23 UTC (rev 2954)
@@ -1,22 +0,0 @@
-\name{QP.Norm}
-\alias{QP.Norm}
-\title{QP function for calculation of Sharpe Ratio}
-\usage{
-  QP.Norm(R, tau, scale = NA)
-}
-\arguments{
-  \item{R}{an xts, vector, matrix, data frame, timeSeries
-  or zoo object of asset returns}
-
-  \item{tau}{Time Scale Translations Factor}
-
-  \item{scale}{number of periods in a year (daily scale =
-  252, monthly scale =}
-}
-\description{
-  QP function for calculation of Sharpe Ratio
-}
-\seealso{
-  \code{\link{CalmarRatio.Norm}}, \cr
-}
-

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd	2013-08-31 18:19:25 UTC (rev 2953)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd	2013-08-31 18:39:23 UTC (rev 2954)
@@ -1,57 +0,0 @@
-\name{table.EMaxDDGBM}
-\alias{table.EMaxDDGBM}
-\title{Expected Drawdown using Brownian Motion Assumptions}
-\usage{
-  table.EMaxDDGBM(R, digits = 4)
-}
-\arguments{
-  \item{R}{an xts, vector, matrix, data frame, timeSeries
-  or zoo object of asset returns}
-
-  \item{digits}{significant number}
-}
-\description{
-  Works on the model specified by Maddon-Ismail which
-  investigates the behavior of this statistic for a
-  Brownian motion with drift.
-}
-\details{
-  If X(t) is a random process on [0, T ], the maximum
-  drawdown at time T , D(T), is defined by where \deqn{D(T)
-  = sup [X(s) - X(t)]} where s belongs to [0,t] and s
-  belongs to [0,T] Informally, this is the largest drop
-  from a peak to a bottom. In this paper, we investigate
-  the behavior of this statistic for a Brownian motion with
-  drift. In particular, we give an infinite series
-  representation of its distribution, and consider its
-  expected value. When the drift is zero, we give an
-  analytic expression for the expected value, and for
-  non-zero drift, we give an infinite series
-  representation. For all cases, we compute the limiting
-  \bold{(\eqn{T tends to \infty})} behavior, which can be
-  logarithmic (\eqn{\mu} > 0), square root (\eqn{\mu} = 0),
-  or linear (\eqn{\mu} < 0).
-}
-\examples{
-library(PerformanceAnalytics)
-data(edhec)
-table.EMaxDDGBM(edhec)
-}
-\author{
-  Shubhankit Mohan
-}
-\references{
-  Magdon-Ismail, M., Atiya, A., Pratap, A., and Yaser S.
-  Abu-Mostafa: On the Maximum Drawdown of a Browninan
-  Motion, Journal of Applied Probability 41, pp. 147-161,
-  2004
-  \url{http://alumnus.caltech.edu/~amir/drawdown-jrnl.pdf}
-}
-\keyword{Assumptions}
-\keyword{Brownian}
-\keyword{Drawdown}
-\keyword{Expected}
-\keyword{models}
-\keyword{Motion}
-\keyword{Using}
-