[Uwgarp-commits] r152 - pkg/GARPFRM/vignettes

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sun Mar 30 19:51:51 CEST 2014


Author: rossbennett34
Date: 2014-03-30 19:51:50 +0200 (Sun, 30 Mar 2014)
New Revision: 152

Added:
   pkg/GARPFRM/vignettes/PerformanceMeasures.pdf
Modified:
   pkg/GARPFRM/vignettes/PerformanceMeasures.Rnw
Log:
edit to Performance Measures vignette

Modified: pkg/GARPFRM/vignettes/PerformanceMeasures.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/PerformanceMeasures.Rnw	2014-03-30 17:40:58 UTC (rev 151)
+++ pkg/GARPFRM/vignettes/PerformanceMeasures.Rnw	2014-03-30 17:51:50 UTC (rev 152)
@@ -46,7 +46,7 @@
 \subsection{Loading the Package and Preparing Data}
 Here we load the \verb"GARPFRM" package \citep{GARPFRM} and set up the data. For our portfolio, we will construct an equal weight portfolio of the first 10 assets in \code{largecap.ts}. We will consider the market returns in the dataset as our benchmark portfolio for all examples unless otherwise noted.
 <<ex2>>=
-# Load the GARPFRM package and the CAPM dataset.
+# Load the GARPFRM package and the CRSP dataset.
 suppressPackageStartupMessages(library(GARPFRM))
 data(crsp.short)
 

Added: pkg/GARPFRM/vignettes/PerformanceMeasures.pdf
===================================================================
(Binary files differ)


Property changes on: pkg/GARPFRM/vignettes/PerformanceMeasures.pdf
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream



More information about the Uwgarp-commits mailing list