[Uwgarp-commits] r150 - in pkg/GARPFRM: R demo vignettes

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

Author: rossbennett34
Date: 2014-03-30 00:35:49 +0100 (Sun, 30 Mar 2014)
New Revision: 150

Modified:
   pkg/GARPFRM/R/EWMA.R
   pkg/GARPFRM/demo/demo_CAPM.R
   pkg/GARPFRM/vignettes/DataAccess.Rnw
   pkg/GARPFRM/vignettes/DataAccess.pdf
   pkg/GARPFRM/vignettes/MonteCarloMethods.Rnw
Log:
minor revisions

Modified: pkg/GARPFRM/R/EWMA.R
===================================================================
--- pkg/GARPFRM/R/EWMA.R	2014-03-29 02:53:18 UTC (rev 149)
+++ pkg/GARPFRM/R/EWMA.R	2014-03-29 23:35:49 UTC (rev 150)
@@ -804,7 +804,7 @@
     # plot the values
     plot.xts(x=estValues, ...=..., type="l", ylab=type, main=main)
     if(!is.null(legendLoc)){
-      legend(legendLoc, legend=c("EWMA Estimate"), 
+      legend(legendLoc, legend=colnames(estValues), 
              lty=1, col="black", bty="n", cex=legendCex)
     }
   }

Modified: pkg/GARPFRM/demo/demo_CAPM.R
===================================================================
--- pkg/GARPFRM/demo/demo_CAPM.R	2014-03-29 02:53:18 UTC (rev 149)
+++ pkg/GARPFRM/demo/demo_CAPM.R	2014-03-29 23:35:49 UTC (rev 150)
@@ -1,4 +1,4 @@
-library(PerformanceAnalytics)
+library(GARPFRM)
 data(crsp.short)
 R <- largecap.ts[, 1:4]
 

Modified: pkg/GARPFRM/vignettes/DataAccess.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/DataAccess.Rnw	2014-03-29 02:53:18 UTC (rev 149)
+++ pkg/GARPFRM/vignettes/DataAccess.Rnw	2014-03-29 23:35:49 UTC (rev 150)
@@ -1,97 +1,96 @@
-%% LyX 2.0.6 created this file.  For more info, see http://www.lyx.org/.
-%% Do not edit unless you really know what you are doing.
-\documentclass[english]{article}
-\usepackage{mathpazo}
-\renewcommand{\sfdefault}{lmss}
-\renewcommand{\ttdefault}{lmtt}
-\usepackage[T1]{fontenc}
-\usepackage{geometry}
-\geometry{verbose,tmargin=2.5cm,bmargin=2.5cm,lmargin=2.5cm,rmargin=2.5cm}
-\usepackage{babel}
-\usepackage[unicode=true]
- {hyperref}
-\usepackage{breakurl}
-
-\makeatletter
-%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.
-% \VignetteIndexEntry{An Introduction to knitr}
-% \VignetteEngine{knitr::knitr}
-
-\makeatother
-
-\begin{document}
-
-\title{Accessing Financial Data with R}
-
-
-\author{Guy Yollin%
-\thanks{Department of Applied Mathematics, University of Washington. Email:
-\protect\href{mailto:gyollin at uw.edu}{gyollin at uw.edu} %
-}}
-
-\maketitle
-<<setup, echo=FALSE>>=
-library('knitr')
-opts_chunk$set(message=FALSE, fig.path='figures/', fig.align='center', fig.width=4, fig.height=3, fig.keep='last', dev.args=list(pointsize=8))
-options(width=80)
-@
-\begin{abstract}
-Financial data analysis with R requires access to financial data.
-This document will demonstrate a variety of ways to to access free
-financial data from the internet. We will also discuss accessing financial
-data downloaded from some commercial financial databases.
-\end{abstract}
-
-\section{The \texttt{getSymbols} function from the \texttt{quantmod} package}
-
-Probably the most useful function for retrieving financial data from
-the internet is the \texttt{getSymbols} function from the \texttt{quantmod}
-package. The function \texttt{getSymbols} can download data from Yahoo
-Finance, Google Finance, the Federal Reserve's FRED database, and
-Oanada. The function can also read data from MySQL databases, \texttt{.csv}
-files, and \texttt{.RData} files. 
-
-The following code chuck shows the arguments of the function.
-
-<<>>=
-library(quantmod)
-args(getSymbols)
-@
-
-The key arguments are summarized as follows:
-\begin{description}
-\item [{Symbols}] character vector of ticker systems to download (this
-is the only required argument)
-\item [{src}] data source: yahoo (default), google, MySQL, FRED, csv, RData,
-and oanda
-\end{description}
-
-\subsection{Downloading data from Yahoo Finance}
-
-The following code chunk demonstrates how to download the S\&P 500
-index data from Yahoo Finance, the default data source.
-
-<<results='hide',fig.width=4, fig.height=3>>=
-getSymbols('^GSPC')
-chart_Series(GSPC)
-@
-
-
-\subsection{Downloading data from the Federal Reserve's FRED database}
-
-The Federal Reserve's FRED database (\href{http://research.stlouisfed.org/}{http://research.stlouisfed.org/})
-contains more than 150,000 US and international financial and economic
-time series.
-
-The following code chunk demonstrates how to download the 3-month
-Treasury Bill rate from FRED.
-
-<<fig.width=4, fig.height=3>>=
-getSymbols('DGS3MO',src='FRED')
-plot(DGS3MO,main="3-Month Treasury Constant Maturity Rate",cex.main=0.75)
-@
-
-\bibliographystyle{jss}
-\bibliography{DataAccess}
-
-\end{document}
+%% LyX 2.0.6 created this file.  For more info, see http://www.lyx.org/.
+%% Do not edit unless you really know what you are doing.
+\documentclass[english]{article}
+\usepackage{mathpazo}
+\renewcommand{\sfdefault}{lmss}
+\renewcommand{\ttdefault}{lmtt}
+\usepackage[T1]{fontenc}
+\usepackage{geometry}
+\geometry{verbose,tmargin=2.5cm,bmargin=2.5cm,lmargin=2.5cm,rmargin=2.5cm}
+\usepackage{babel}
+\usepackage[unicode=true]
+ {hyperref}
+\usepackage{breakurl}
+
+\makeatletter
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% User specified LaTeX commands.
+% \VignetteEngine{knitr::knitr}
+
+\makeatother
+
+\begin{document}
+
+\title{Accessing Financial Data with R}
+
+
+\author{Guy Yollin%
+\thanks{Department of Applied Mathematics, University of Washington. Email:
+\protect\href{mailto:gyollin at uw.edu}{gyollin at uw.edu} %
+}}
+
+\maketitle
+<<setup, echo=FALSE>>=
+library('knitr')
+opts_chunk$set(message=FALSE, fig.path='figures/', fig.align='center', fig.width=4, fig.height=3, fig.keep='last', dev.args=list(pointsize=8))
+options(width=80)
+@
+\begin{abstract}
+Financial data analysis with R requires access to financial data.
+This document will demonstrate a variety of ways to to access free
+financial data from the internet. We will also discuss accessing financial
+data downloaded from some commercial financial databases.
+\end{abstract}
+
+\section{The \texttt{getSymbols} function from the \texttt{quantmod} package}
+
+Probably the most useful function for retrieving financial data from
+the internet is the \texttt{getSymbols} function from the \texttt{quantmod}
+package. The function \texttt{getSymbols} can download data from Yahoo
+Finance, Google Finance, the Federal Reserve's FRED database, and
+Oanada. The function can also read data from MySQL databases, \texttt{.csv}
+files, and \texttt{.RData} files. 
+
+The following code chuck shows the arguments of the function.
+
+<<>>=
+library(quantmod)
+args(getSymbols)
+@
+
+The key arguments are summarized as follows:
+\begin{description}
+\item [{Symbols}] character vector of ticker systems to download (this
+is the only required argument)
+\item [{src}] data source: yahoo (default), google, MySQL, FRED, csv, RData,
+and oanda
+\end{description}
+
+\subsection{Downloading data from Yahoo Finance}
+
+The following code chunk demonstrates how to download the S\&P 500
+index data from Yahoo Finance, the default data source.
+
+<<fig.width=4, fig.height=3>>=
+getSymbols('^GSPC')
+chart_Series(GSPC)
+@
+
+
+\subsection{Downloading data from the Federal Reserve's FRED database}
+
+The Federal Reserve's FRED database (\href{http://research.stlouisfed.org/}{http://research.stlouisfed.org/})
+contains more than 150,000 US and international financial and economic
+time series.
+
+The following code chunk demonstrates how to download the 3-month
+Treasury Bill rate from FRED.
+
+<<fig.width=4, fig.height=3>>=
+getSymbols('DGS3MO',src='FRED')
+plot(DGS3MO,main="3-Month Treasury Constant Maturity Rate",cex.main=0.75)
+@
+
+%\bibliographystyle{jss}
+%\bibliography{DataAccess}
+
+\end{document}

Modified: pkg/GARPFRM/vignettes/DataAccess.pdf
===================================================================
--- pkg/GARPFRM/vignettes/DataAccess.pdf	2014-03-29 02:53:18 UTC (rev 149)
+++ pkg/GARPFRM/vignettes/DataAccess.pdf	2014-03-29 23:35:49 UTC (rev 150)
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[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/uwgarp -r 150