[Returnanalytics-commits] r3061 - in pkg/Meucci: . data man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Sep 11 21:07:28 CEST 2013


Author: xavierv
Date: 2013-09-11 21:07:28 +0200 (Wed, 11 Sep 2013)
New Revision: 3061

Added:
   pkg/Meucci/data/factorDistributions.rda
   pkg/Meucci/man/FDButterflies.Rd
   pkg/Meucci/man/returnsDistribution.Rd
Modified:
   pkg/Meucci/DESCRIPTION
Log:
 - missing files from last commit

Modified: pkg/Meucci/DESCRIPTION
===================================================================
--- pkg/Meucci/DESCRIPTION	2013-09-11 19:04:12 UTC (rev 3060)
+++ pkg/Meucci/DESCRIPTION	2013-09-11 19:07:28 UTC (rev 3061)
@@ -66,7 +66,6 @@
     'MeanDiversificationFrontier.R'
     'MultivariateOUnCointegration.R'
     'Prior2Posterior.R'
-    'RankingInformation.R'
     'RobustBayesianAllocation.R'
     'LognormalMoments2Parameters.R'
     'LognormalParameters2Statistics.R'
@@ -105,3 +104,5 @@
     'Fit2Moms.R'
     'LeastInfoKernel.R'
     'data.R'
+    'ButterflyTradingFunctions.R'
+    'RankingInformationFunctions.R'

Added: pkg/Meucci/data/factorDistributions.rda
===================================================================
(Binary files differ)


Property changes on: pkg/Meucci/data/factorDistributions.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/Meucci/man/FDButterflies.Rd
===================================================================
--- pkg/Meucci/man/FDButterflies.Rd	                        (rev 0)
+++ pkg/Meucci/man/FDButterflies.Rd	2013-09-11 19:07:28 UTC (rev 3061)
@@ -0,0 +1,18 @@
+\docType{data}
+\name{FDButterflies}
+\alias{FDButterflies}
+\title{Factor Distribution Butterflies}
+\description{
+  Factor Distribution Butterflies
+}
+\author{
+  Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+  A. Meucci, "Fully Flexible Views: Theory and Practice",
+  The Risk Magazine, October 2008, p 100-106.
+  \url{http://symmys.com/node/158}
+}
+\keyword{data}
+\keyword{datasets}
+

Added: pkg/Meucci/man/returnsDistribution.Rd
===================================================================
--- pkg/Meucci/man/returnsDistribution.Rd	                        (rev 0)
+++ pkg/Meucci/man/returnsDistribution.Rd	2013-09-11 19:07:28 UTC (rev 3061)
@@ -0,0 +1,19 @@
+\docType{data}
+\name{returnsDistribution}
+\alias{returnsDistribution}
+\title{Panel X of joint returns realizations and vector p of respective probabilities}
+\description{
+  Panel X of joint returns realizations and vector p of
+  respective probabilities
+}
+\author{
+  Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+  A. Meucci, "Fully Flexible Views: Theory and Practice",
+  The Risk Magazine, October 2008, p 100-106.
+  \url{http://symmys.com/node/158}
+}
+\keyword{data}
+\keyword{datasets}
+



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