[Uwgarp-commits] r206 - in pkg/GARPFRM: R demo man

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

Author: tfillebeen
Date: 2014-07-18 02:23:18 +0200 (Fri, 18 Jul 2014)
New Revision: 206

Modified:
   pkg/GARPFRM/R/riskMetricsAndHedges.R
   pkg/GARPFRM/demo/RiskMetricsAndHedges.R
   pkg/GARPFRM/man/PCA.Rd
   pkg/GARPFRM/man/optionValue.Rd
Log:
testing if installed apckage can be loaded: DONE

Modified: pkg/GARPFRM/R/riskMetricsAndHedges.R
===================================================================
--- pkg/GARPFRM/R/riskMetricsAndHedges.R	2014-07-06 16:13:45 UTC (rev 205)
+++ pkg/GARPFRM/R/riskMetricsAndHedges.R	2014-07-18 00:23:18 UTC (rev 206)
@@ -155,7 +155,7 @@
   return(deltas)
 }
 
-#' Estimate PCA loadings and creat PCA object
+#' Estimate PCA loadings and create a PCA object
 #' 
 #' This function estimates the delta for hedging a particular bond 
 #' given bond data
@@ -164,10 +164,11 @@
 #' @param nfactors number of components to extract
 #' @param rotate "none", "varimax", "quatimax", "promax", "oblimin", "simplimax", and "cluster" are possible rotations/transformations of the solution.
 #'@examples
+#' library(psych)
+#' library(GPArotation)
 #' data(crsp.short)
 #' data = largecap.ts[,2:6]
 #' pca = PCA(data, nfactors = 3, rotate="none")
-#' summary(pca)
 #' # Retrieve Loadings and if loading is insignificant then omit
 #' getLoadings(pca)
 #' # Retrieve Weights

Modified: pkg/GARPFRM/demo/RiskMetricsAndHedges.R
===================================================================
--- pkg/GARPFRM/demo/RiskMetricsAndHedges.R	2014-07-06 16:13:45 UTC (rev 205)
+++ pkg/GARPFRM/demo/RiskMetricsAndHedges.R	2014-07-18 00:23:18 UTC (rev 206)
@@ -54,7 +54,6 @@
 # assets. Principal Compnents (PCs) provide such an emperical description 
 # Retain components that combined account for x% of the cumulative variance
 pca = PCA(data, nfactors = 3, rotate="none")
-summary(pca)
 
 # Retrieve Loadings and if loading is insignificant then omit
 getLoadings(pca)

Modified: pkg/GARPFRM/man/PCA.Rd
===================================================================
--- pkg/GARPFRM/man/PCA.Rd	2014-07-06 16:13:45 UTC (rev 205)
+++ pkg/GARPFRM/man/PCA.Rd	2014-07-18 00:23:18 UTC (rev 206)
@@ -1,7 +1,7 @@
 % Generated by roxygen2 (4.0.1): do not edit by hand
 \name{PCA}
 \alias{PCA}
-\title{Estimate PCA loadings and creat PCA object}
+\title{Estimate PCA loadings and create a PCA object}
 \usage{
 PCA(data, nfactors, rotate = "none")
 }
@@ -20,10 +20,11 @@
 given bond data
 }
 \examples{
+library(psych)
+library(GPArotation)
 data(crsp.short)
 data = largecap.ts[,2:6]
 pca = PCA(data, nfactors = 3, rotate="none")
-summary(pca)
 # Retrieve Loadings and if loading is insignificant then omit
 getLoadings(pca)
 # Retrieve Weights

Modified: pkg/GARPFRM/man/optionValue.Rd
===================================================================
--- pkg/GARPFRM/man/optionValue.Rd	2014-07-06 16:13:45 UTC (rev 205)
+++ pkg/GARPFRM/man/optionValue.Rd	2014-07-18 00:23:18 UTC (rev 206)
@@ -3,7 +3,8 @@
 \alias{optionValue}
 \title{Option Value}
 \usage{
-optionValue(option, method = c("Binomial", "Black-Scholes"), N = 20, ...)
+optionValue(option, method = c("Binomial", "Black-Scholes"), N = 20,
+  verbose = FALSE, ...)
 }
 \arguments{
 \item{option}{an \code{option} object created with \code{\link{optionSpec}}}