[Returnanalytics-commits] r3404 - in pkg/PortfolioAnalytics: . R man

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

Author: rossbennett34
Date: 2014-06-03 21:04:47 +0200 (Tue, 03 Jun 2014)
New Revision: 3404

Added:
   pkg/PortfolioAnalytics/man/extractCokurtosis.Rd
   pkg/PortfolioAnalytics/man/extractCoskewness.Rd
   pkg/PortfolioAnalytics/man/extractCovariance.Rd
Removed:
   pkg/PortfolioAnalytics/man/extract.cokurtosis.Rd
   pkg/PortfolioAnalytics/man/extract.coskewness.Rd
   pkg/PortfolioAnalytics/man/extract.covariance.Rd
Modified:
   pkg/PortfolioAnalytics/NAMESPACE
   pkg/PortfolioAnalytics/R/stat.factor.model.R
Log:
Update to man files and correct how the C functions for residual cokurtosis are called

Modified: pkg/PortfolioAnalytics/NAMESPACE
===================================================================
--- pkg/PortfolioAnalytics/NAMESPACE	2014-06-03 19:00:06 UTC (rev 3403)
+++ pkg/PortfolioAnalytics/NAMESPACE	2014-06-03 19:04:47 UTC (rev 3404)
@@ -22,9 +22,9 @@
 export(diversification_constraint)
 export(diversification)
 export(equal.weight)
-export(extract.cokurtosis)
-export(extract.coskewness)
-export(extract.covariance)
+export(extractCokurtosis)
+export(extractCoskewness)
+export(extractCovariance)
 export(extractEfficientFrontier)
 export(extractGroups)
 export(extractObjectiveMeasures)
@@ -151,3 +151,4 @@
 S3method(summary,optimize.portfolio)
 S3method(summary,portfolio)
 S3method(update,constraint)
+useDynLib("PortfolioAnalytics")

Modified: pkg/PortfolioAnalytics/R/stat.factor.model.R
===================================================================
--- pkg/PortfolioAnalytics/R/stat.factor.model.R	2014-06-03 19:00:06 UTC (rev 3403)
+++ pkg/PortfolioAnalytics/R/stat.factor.model.R	2014-06-03 19:04:47 UTC (rev 3404)
@@ -241,6 +241,7 @@
 # factor model with k = 1.
 # Note that this function was orignally written in C++ (using Rcpp) by
 # Joshua Ulrich and re-written using the C API by Ross Bennett
+#' @useDynLib "PortfolioAnalytics"
 .residualcokurtosisSF <- function(NN, sstockM2, sstockM4, mfactorM2, bbeta){
   # NN        : integer
   # sstockM2  : vector of length NN
@@ -420,6 +421,7 @@
 # factor model with k > 1.
 # Note that this function was orignally written in C++ (using Rcpp) by
 # Joshua Ulrich and re-written using the C API by Ross Bennett
+#' @useDynLib "PortfolioAnalytics"
 .residualcokurtosisMF <- function(NN, sstockM2, sstockM4, bbetacov){
   # NN        : integer, number of assets
   # sstockM2  : numeric vector of length NN

Deleted: pkg/PortfolioAnalytics/man/extract.cokurtosis.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/extract.cokurtosis.Rd	2014-06-03 19:00:06 UTC (rev 3403)
+++ pkg/PortfolioAnalytics/man/extract.cokurtosis.Rd	2014-06-03 19:04:47 UTC (rev 3404)
@@ -1,26 +0,0 @@
-\name{extract.cokurtosis}
-\alias{extract.cokurtosis}
-\title{Cokurtosis Estimate}
-\usage{
-  extract.cokurtosis(model, ...)
-}
-\arguments{
-  \item{model}{statistical factor model estimated via
-  \code{\link{statistical.factor.model}}}
-
-  \item{\dots}{not currently used}
-}
-\value{
-  cokurtosis matrix estimate
-}
-\description{
-  Extract the cokurtosis matrix estimate from a statistical
-  factor model
-}
-\author{
-  Ross Bennett
-}
-\seealso{
-  \code{\link{statistical.factor.model}}
-}
-

Deleted: pkg/PortfolioAnalytics/man/extract.coskewness.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/extract.coskewness.Rd	2014-06-03 19:00:06 UTC (rev 3403)
+++ pkg/PortfolioAnalytics/man/extract.coskewness.Rd	2014-06-03 19:04:47 UTC (rev 3404)
@@ -1,26 +0,0 @@
-\name{extract.coskewness}
-\alias{extract.coskewness}
-\title{Coskewness Estimate}
-\usage{
-  extract.coskewness(model, ...)
-}
-\arguments{
-  \item{model}{statistical factor model estimated via
-  \code{\link{statistical.factor.model}}}
-
-  \item{\dots}{not currently used}
-}
-\value{
-  coskewness matrix estimate
-}
-\description{
-  Extract the coskewness matrix estimate from a statistical
-  factor model
-}
-\author{
-  Ross Bennett
-}
-\seealso{
-  \code{\link{statistical.factor.model}}
-}
-

Deleted: pkg/PortfolioAnalytics/man/extract.covariance.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/extract.covariance.Rd	2014-06-03 19:00:06 UTC (rev 3403)
+++ pkg/PortfolioAnalytics/man/extract.covariance.Rd	2014-06-03 19:04:47 UTC (rev 3404)
@@ -1,26 +0,0 @@
-\name{extract.covariance}
-\alias{extract.covariance}
-\title{Covariance Estimate}
-\usage{
-  extract.covariance(model, ...)
-}
-\arguments{
-  \item{model}{statistical factor model estimated via
-  \code{\link{statistical.factor.model}}}
-
-  \item{\dots}{not currently used}
-}
-\value{
-  covariance matrix estimate
-}
-\description{
-  Extract the covariance matrix estimate from a statistical
-  factor model
-}
-\author{
-  Ross Bennett
-}
-\seealso{
-  \code{\link{statistical.factor.model}}
-}
-

Added: pkg/PortfolioAnalytics/man/extractCokurtosis.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/extractCokurtosis.Rd	                        (rev 0)
+++ pkg/PortfolioAnalytics/man/extractCokurtosis.Rd	2014-06-03 19:04:47 UTC (rev 3404)
@@ -0,0 +1,26 @@
+\name{extractCokurtosis}
+\alias{extractCokurtosis}
+\title{Cokurtosis Estimate}
+\usage{
+  extractCokurtosis(model, ...)
+}
+\arguments{
+  \item{model}{statistical factor model estimated via
+  \code{\link{statistical.factor.model}}}
+
+  \item{\dots}{not currently used}
+}
+\value{
+  cokurtosis matrix estimate
+}
+\description{
+  Extract the cokurtosis matrix estimate from a statistical
+  factor model
+}
+\author{
+  Ross Bennett
+}
+\seealso{
+  \code{\link{statistical.factor.model}}
+}
+

Added: pkg/PortfolioAnalytics/man/extractCoskewness.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/extractCoskewness.Rd	                        (rev 0)
+++ pkg/PortfolioAnalytics/man/extractCoskewness.Rd	2014-06-03 19:04:47 UTC (rev 3404)
@@ -0,0 +1,26 @@
+\name{extractCoskewness}
+\alias{extractCoskewness}
+\title{Coskewness Estimate}
+\usage{
+  extractCoskewness(model, ...)
+}
+\arguments{
+  \item{model}{statistical factor model estimated via
+  \code{\link{statistical.factor.model}}}
+
+  \item{\dots}{not currently used}
+}
+\value{
+  coskewness matrix estimate
+}
+\description{
+  Extract the coskewness matrix estimate from a statistical
+  factor model
+}
+\author{
+  Ross Bennett
+}
+\seealso{
+  \code{\link{statistical.factor.model}}
+}
+

Added: pkg/PortfolioAnalytics/man/extractCovariance.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/extractCovariance.Rd	                        (rev 0)
+++ pkg/PortfolioAnalytics/man/extractCovariance.Rd	2014-06-03 19:04:47 UTC (rev 3404)
@@ -0,0 +1,26 @@
+\name{extractCovariance}
+\alias{extractCovariance}
+\title{Covariance Estimate}
+\usage{
+  extractCovariance(model, ...)
+}
+\arguments{
+  \item{model}{statistical factor model estimated via
+  \code{\link{statistical.factor.model}}}
+
+  \item{\dots}{not currently used}
+}
+\value{
+  covariance matrix estimate
+}
+\description{
+  Extract the covariance matrix estimate from a statistical
+  factor model
+}
+\author{
+  Ross Bennett
+}
+\seealso{
+  \code{\link{statistical.factor.model}}
+}
+