[Uwgarp-commits] r166 - pkg/GARPFRM/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Fri Apr 11 08:13:47 CEST 2014


Author: tfillebeen
Date: 2014-04-11 08:13:47 +0200 (Fri, 11 Apr 2014)
New Revision: 166

Modified:
   pkg/GARPFRM/man/GARP_FRM-package.Rd
Log:
hidden TODO complete

Modified: pkg/GARPFRM/man/GARP_FRM-package.Rd
===================================================================
--- pkg/GARPFRM/man/GARP_FRM-package.Rd	2014-04-10 05:04:52 UTC (rev 165)
+++ pkg/GARPFRM/man/GARP_FRM-package.Rd	2014-04-11 06:13:47 UTC (rev 166)
@@ -32,7 +32,7 @@
   
   \item Capital Asset Pricing Model
   
-  TODO
+  The CAPM section discusses estimating alpha and beta as well as their statistical significance. Visually interest functions are chartSML and plot. Of primary applicability are the functions getStatistics and hypTest used to retrieve alpha, beta and their relevant statistic as well as estimating their significance. \code{\link{getStatistics}}, \code{\link{getAlphas}}, \code{\link{getBetas}}, \code{\link{plot}}, \code{\link{hypTest}}, and \code{\link{chartSML}}. See \code{vignette("CAPM_TF")} for an implementation and explanation of these functions.
   
   \item Performance Measures
   



More information about the Uwgarp-commits mailing list