[Returnanalytics-commits] r2523 - pkg/PerformanceAnalytics/sandbox/Shubhankit/Week2

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

Author: shubhanm
Date: 2013-07-08 22:51:21 +0200 (Mon, 08 Jul 2013)
New Revision: 2523

Modified:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week2/table.ComparitiveReturn.GLM.R
Log:
Modified Code

Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/Week2/table.ComparitiveReturn.GLM.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/Week2/table.ComparitiveReturn.GLM.R	2013-07-08 19:19:58 UTC (rev 2522)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/Week2/table.ComparitiveReturn.GLM.R	2013-07-08 20:51:21 UTC (rev 2523)
@@ -42,7 +42,7 @@
       z = c(skew,
             ((sum(arma.coeff$theta^2)^1.5)*(skew/(sum(arma.coeff$theta^3)))),
             kurt,
-             (kurt*(sum(arma.coeff$theta^2)^2)/(sum(arma.coeff$theta^4))))
+             (kurt*(sum(arma.coeff$theta^2)^2-6*(sum(arma.coeff$theta^2)*sum(arma.coeff$theta^2)))/(sum(arma.coeff$theta^4))))
       znames = c(
         "Skewness ( Orignal) ",
         "Skewness (Unsmooth)",