[Blotter-commits] r1744 - pkg/blotter/R

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

Author: jaymon0703
Date: 2016-04-03 16:22:28 +0200 (Sun, 03 Apr 2016)
New Revision: 1744

Modified:
   pkg/blotter/R/mcsim.R
Log:


Modified: pkg/blotter/R/mcsim.R
===================================================================
--- pkg/blotter/R/mcsim.R	2016-04-02 22:45:38 UTC (rev 1743)
+++ pkg/blotter/R/mcsim.R	2016-04-03 14:22:28 UTC (rev 1744)
@@ -1,7 +1,9 @@
-#' Retrieves the most recent value of the capital account
+#' Monte Carlo simulate strategy results
+#'
+#' Return bands of returns based on Monte Carlo simulations of back-test results
 #' @param Account string identifier of account
 #' @param n number of monte carlo simulations
-#' @param Replace boolean for sampling with or without replacement DEFAULT = TRUE
+#' @param Replace boolean for sampling with or without replacement, default = TRUE
 #' @return a ggplot object of simulation bands
 #' @note 
 #' Requires ggplot2 package
@@ -9,7 +11,7 @@
 #' @author Jasen Mackie, Brian G. Peterson
 #' @seealso \code{\link{ggplot}}
 
-mcsim <- function(Account, n = 100, Replace = TRUE){
+mcsim <- function(Account, n, Replace = TRUE){
   
     a <- getAccount(Account)
     EndEq <- a$summary$End.Eq