[Uwgarp-commits] r177 - in pkg/GARPFRM: . R man

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

Author: tfillebeen
Date: 2014-06-10 03:29:55 +0200 (Tue, 10 Jun 2014)
New Revision: 177

Modified:
   pkg/GARPFRM/NAMESPACE
   pkg/GARPFRM/R/riskMetricsAndHedges.R
   pkg/GARPFRM/man/plot.capm_uv.Rd
Log:
forgot to roxygenize

Modified: pkg/GARPFRM/NAMESPACE
===================================================================
--- pkg/GARPFRM/NAMESPACE	2014-06-10 01:21:28 UTC (rev 176)
+++ pkg/GARPFRM/NAMESPACE	2014-06-10 01:29:55 UTC (rev 177)
@@ -26,6 +26,7 @@
 S3method(print,mvEWMAvol)
 export(CAPM)
 export(EWMA)
+export(PCA)
 export(backtestVaR)
 export(backtestVaR.GARCH)
 export(bondConvexity)
@@ -63,6 +64,7 @@
 export(getStatistics)
 export(getVaREstimates)
 export(getVaRViolations)
+export(getthreeLoadings)
 export(hypTest)
 export(is.bond)
 export(linearHedge)

Modified: pkg/GARPFRM/R/riskMetricsAndHedges.R
===================================================================
--- pkg/GARPFRM/R/riskMetricsAndHedges.R	2014-06-10 01:21:28 UTC (rev 176)
+++ pkg/GARPFRM/R/riskMetricsAndHedges.R	2014-06-10 01:29:55 UTC (rev 177)
@@ -142,24 +142,18 @@
 
 #' PCA loadings
 #' 
-#' Extract the computed loadings.
-#' 
-#' @param object a capm object created by loadings PCA
+#' @param object is a pca object
 #' @author TF
-#' @export
+#' @export 
 getthreeLoadings <- function(object){
-  UseMethod("getthreeLoadings")
-}
-
-#' @method getthreeLoadings
-#' @S3method getthreeLoadings
-getthreeLoadings <- function(object){
   ### Write body####
   
-  
   return(threeLoadings)
 }
 
+
+
+
 #' Plotting method for PCA
 #' 
 #' Plot a fitted PCA object

Modified: pkg/GARPFRM/man/plot.capm_uv.Rd
===================================================================
--- pkg/GARPFRM/man/plot.capm_uv.Rd	2014-06-10 01:21:28 UTC (rev 176)
+++ pkg/GARPFRM/man/plot.capm_uv.Rd	2014-06-10 01:29:55 UTC (rev 177)
@@ -2,7 +2,9 @@
 \alias{plot.capm_uv}
 \title{Plotting method for CAPM}
 \usage{
-\method{plot}{capm_uv}(x, y, ..., main = "CAPM")
+\method{plot}{capm_uv}(x, y, number, ..., main = "CAPM")
+
+\method{plot}{pca loadings}(x, y, number, ..., main = "CAPM")
 }
 \arguments{
   \item{x}{a capm object created by \code{\link{CAPM}}.}
@@ -13,11 +15,26 @@
   \code{\link{plot}}.}
 
   \item{main}{a main title for the plot}
+
+  \item{x}{a PCA object created.}
+
+  \item{y}{not used}
+
+  \item{number}{specify the nunber of loadings}
+
+  \item{\dots}{passthrough parameters to
+  \code{\link{plot}}.}
+
+  \item{main}{a main title for the plot}
 }
 \description{
 Plot a fitted CAPM object
+
+Plot a fitted PCA object
 }
 \author{
 Thomas Fillebeen
+
+Thomas Fillebeen
 }