[Uwgarp-commits] r43 - in pkg/GARPFRM: . R man

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

Author: rossbennett34
Date: 2014-01-14 18:17:49 +0100 (Tue, 14 Jan 2014)
New Revision: 43

Modified:
   pkg/GARPFRM/NAMESPACE
   pkg/GARPFRM/R/capm.R
   pkg/GARPFRM/man/CAPM.Rd
Log:
Minor modifications to CAPM to use mlm class

Modified: pkg/GARPFRM/NAMESPACE
===================================================================
--- pkg/GARPFRM/NAMESPACE	2014-01-14 00:54:32 UTC (rev 42)
+++ pkg/GARPFRM/NAMESPACE	2014-01-14 17:17:49 UTC (rev 43)
@@ -3,6 +3,9 @@
 export(getBetas)
 export(getStatistics)
 export(plot.capm_uv)
+S3method(getAlphas,capm_mv)
 S3method(getAlphas,capm_uv)
+S3method(getBetas,capm_mv)
 S3method(getBetas,capm_uv)
+S3method(getStatistics,capm_mv)
 S3method(getStatistics,capm_uv)

Modified: pkg/GARPFRM/R/capm.R
===================================================================
--- pkg/GARPFRM/R/capm.R	2014-01-14 00:54:32 UTC (rev 42)
+++ pkg/GARPFRM/R/capm.R	2014-01-14 17:17:49 UTC (rev 43)
@@ -46,7 +46,7 @@
   
   if(ncol(R) > 1){
     #  Multi-Beta CAPM
-    class(capm_fit) <- c("capm_mv", "lm")
+    class(capm_fit) <- c("capm_mv", "mlm", "lm")
   } else if(ncol(R) == 1){
     #  Univariate CAPM
     class(capm_fit) <- c("capm_uv", "lm")

Modified: pkg/GARPFRM/man/CAPM.Rd
===================================================================
--- pkg/GARPFRM/man/CAPM.Rd	2014-01-14 00:54:32 UTC (rev 42)
+++ pkg/GARPFRM/man/CAPM.Rd	2014-01-14 17:17:49 UTC (rev 43)
@@ -10,7 +10,8 @@
   \item{Rmkt}{market returns}
 }
 \description{
-  Description of CAPM bla bla bla
+  Description of CAPM Retrieves alphas, betas, as well as
+  pvalue and tstats
 }
 \examples{
 data(crsp.short)