[Uwgarp-commits] r76 - in pkg/GARPFRM: . R man

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

Author: tfillebeen
Date: 2014-02-08 19:30:43 +0100 (Sat, 08 Feb 2014)
New Revision: 76

Modified:
   pkg/GARPFRM/NAMESPACE
   pkg/GARPFRM/R/EWMA.R
   pkg/GARPFRM/man/endingPrices.Rd
   pkg/GARPFRM/man/fcstGarch11.Rd
Log:
EWMA done

Modified: pkg/GARPFRM/NAMESPACE
===================================================================
--- pkg/GARPFRM/NAMESPACE	2014-02-08 18:22:29 UTC (rev 75)
+++ pkg/GARPFRM/NAMESPACE	2014-02-08 18:30:43 UTC (rev 76)
@@ -10,6 +10,11 @@
 S3method(getStatistics,capm_uv)
 S3method(hypTest,capm_mlm)
 S3method(hypTest,capm_uv)
+S3method(plot,EWMACor)
+S3method(plot,EWMACovar)
+S3method(plot,EWMAVar)
+S3method(plot,capm_mlm)
+S3method(plot,capm_uv)
 export(CAPM)
 export(EWMA)
 export(chartSML)
@@ -21,8 +26,3 @@
 export(getCov)
 export(getStatistics)
 export(hypTest)
-export(plot.EWMACor)
-export(plot.EWMACovar)
-export(plot.EWMAVar)
-export(plot.capm_mlm)
-export(plot.capm_uv)

Modified: pkg/GARPFRM/R/EWMA.R
===================================================================
--- pkg/GARPFRM/R/EWMA.R	2014-02-08 18:22:29 UTC (rev 75)
+++ pkg/GARPFRM/R/EWMA.R	2014-02-08 18:30:43 UTC (rev 76)
@@ -71,6 +71,7 @@
   
   # Check correlation option
   if(cor & ncol(R) > 1) {
+    # Why not just make it equal to out why create new list item.
     out$EWMA <- lapply(out$EWMA, cov2cor)
     class(out) <- c("EWMACor")
   } else if(cor & ncol(R)==1) {

Modified: pkg/GARPFRM/man/endingPrices.Rd
===================================================================
--- pkg/GARPFRM/man/endingPrices.Rd	2014-02-08 18:22:29 UTC (rev 75)
+++ pkg/GARPFRM/man/endingPrices.Rd	2014-02-08 18:30:43 UTC (rev 76)
@@ -2,9 +2,9 @@
 \alias{endingPrices}
 \title{Ending Prices of Monte Carlo Simulation}
 \usage{
-  endingPrices(mc)
+endingPrices(mc)
 }
 \description{
-  Ending Prices of Monte Carlo Simulation
+Ending Prices of Monte Carlo Simulation
 }
 

Modified: pkg/GARPFRM/man/fcstGarch11.Rd
===================================================================
--- pkg/GARPFRM/man/fcstGarch11.Rd	2014-02-08 18:22:29 UTC (rev 75)
+++ pkg/GARPFRM/man/fcstGarch11.Rd	2014-02-08 18:30:43 UTC (rev 76)
@@ -2,7 +2,7 @@
 \alias{fcstGarch11}
 \title{Forecast GARCH(1,1)}
 \usage{
-  fcstGarch11(object, window)
+fcstGarch11(object, window)
 }
 \arguments{
   \item{garch11}{object created by
@@ -12,6 +12,6 @@
   window = 100)}
 }
 \description{
-  Description of forecast GARCH(1,1)
+Description of forecast GARCH(1,1)
 }