[Returnanalytics-commits] r3388 - pkg/FactorAnalytics

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

Author: chenyian
Date: 2014-05-19 22:48:26 +0200 (Mon, 19 May 2014)
New Revision: 3388

Modified:
   pkg/FactorAnalytics/DESCRIPTION
Log:
delete ff package dependency.

Modified: pkg/FactorAnalytics/DESCRIPTION
===================================================================
--- pkg/FactorAnalytics/DESCRIPTION	2014-05-19 16:27:08 UTC (rev 3387)
+++ pkg/FactorAnalytics/DESCRIPTION	2014-05-19 20:48:26 UTC (rev 3388)
@@ -7,5 +7,5 @@
 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.  
 License: GPL-2
-Depends: robust, robustbase, leaps, lars, MASS, PerformanceAnalytics, sn, tseries, strucchange,xts,ellipse, zoo,ff
+Depends: robust, robustbase, leaps, lars, MASS, PerformanceAnalytics, sn, tseries, strucchange,xts,ellipse, zoo
 LazyLoad: yes