[Returnanalytics-commits] r3418 - pkg/FactorAnalytics

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Fri Jun 13 01:33:04 CEST 2014


Author: gyollin
Date: 2014-06-13 01:33:04 +0200 (Fri, 13 Jun 2014)
New Revision: 3418

Modified:
   pkg/FactorAnalytics/DESCRIPTION
Log:
Added Suggests: testthat

Modified: pkg/FactorAnalytics/DESCRIPTION
===================================================================
--- pkg/FactorAnalytics/DESCRIPTION	2014-06-12 23:31:38 UTC (rev 3417)
+++ pkg/FactorAnalytics/DESCRIPTION	2014-06-12 23:33:04 UTC (rev 3418)
@@ -2,10 +2,29 @@
 Type: Package
 Title: factor analysis
 Version: 1.0
-Date: 2014-05-10
+Date: 2014-06-12
 Author: Eric Zivot and Yi-An Chen
 Maintainer: Yi-An Chen <chenyian at uw.edu>
-Description: An R package for estimation and risk analysis of linear factor models for asset returns and portfolios. It contains three major fitting method for the factor models: fitting macroeconomic factor model, fitting fundamental factor model and fitting statistical factor model and some risk analysis tools like VaR, ES to use the result of the fitting method. It also provides the different type of distribution to fit the fat-tail behavior of the financial returns, including edgeworth expansion type distribution.  
+Description: An R package for estimation and risk analysis of linear factor
+    models for asset returns and portfolios. It contains three major fitting
+    method for the factor models: fitting macroeconomic factor model, fitting
+    fundamental factor model and fitting statistical factor model and some risk
+    analysis tools like VaR, ES to use the result of the fitting method. It
+    also provides the different type of distribution to fit the fat-tail
+    behavior of the financial returns, including edgeworth expansion type
+    distribution.
 License: GPL-2
-Depends: robust, robustbase, leaps, lars, MASS, PerformanceAnalytics, sn, tseries, strucchange,xts,ellipse, zoo
+Depends:
+    robust,
+    robustbase,
+    leaps,
+    lars,
+    MASS,
+    PerformanceAnalytics,
+    sn,
+    tseries,
+    strucchange,xts,ellipse,
+    zoo
+Suggests:
+    testthat
 LazyLoad: yes



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