[Gsoc-dowd] check

[Peter Carl]

It's also probably worth adding functional equivalents into the 
documentation in certain places.  Your example for:

 > Ra <- rnorm(100)
 > NormalQQPlot(Ra)

... is equivalent to:

 > qqnorm(Ra)
 > qqline(Ra)

... in base R.  I prefer that the code in the Dowd package look exactly 
like you've done it - as a replication of his code - but you might also 
add pointers to comparable functions in the documentation.  You could do 
that in "See also" with links and/or in "Examples".

I'm sure there are likely a few other places that might be true. I'll 
try to let you know if I see others...

pcc

On 06/21/2015 08:39 PM, Peter Carl wrote:
> Dinesh,
>
> It looks to me like you're continuing to make steady progress and have 
> checked in code for about 1/3rd of the functions on your plan.  That's 
> great - you've got good momentum at this point.
>
> I have a couple of thoughts for you.  The first I mentioned before - 
> make sure that you are incrementally running check against the package 
> to make sure that it will build.  When I do that on the code you have 
> so far, I'm sometimes seeing typos and minor errors that, if they are 
> repeated errors will build up to be a pain to fix at some point.  
> Handling that stuff incrementally is generally easier than waiting to 
> do it at the end.  Maybe set aside a few hours to get the package to 
> build even in it's incomplete state.
>
> You maybe addressed some of that in the last check-in, since currently 
> it fails at:
>
> Running examples in ‘Dowd-Ex.R’ failed
> The error most likely occurred in:
>
> > ### Name: ADTestStat
> > ### Title: Plots cumulative density for AD test and computes confidence
> > ###   interval for AD test stat.
> > ### Aliases: ADTestStat
> >
> > ### ** Examples
> >
> > # Probability that the VaR model is correct for 3 failures, 100 number
> >    # observations and  95% confidence level
> >    ADTestStat(1000, 100, 0.95)
> Error in ADTestStat(1000, 100, 0.95) :
>   Confidence Interval should be positive.
> Execution halted
>
>
> The second is more of a question - how are you coming with tests? I   
> You might use the managers data set from PerformanceAnalytics with 
> Dowd's matlab code to generate results to test against where he 
> doesn't provide examples.  Like the other issue, this would likely be 
> easier to do incrementally rather than having to backfill at the end 
> (which might get really tedious).
>
> Let us know if you have any questions or concerns -
>
> pcc
>
> On 06/12/2015 04:26 PM, Dinesh Acharya wrote:
>> Dear Peter,
>>
>> I have completed the functions as planned, to a certain extent. I 
>> could have completed more functions from Miscellaneous folder in 
>> MMRII Toolbox but I got unexpectedly busy during the first week of 
>> June. I hope to do more from them soon.
>>
>> There are some mistakes and inconsistencies in both source and 
>> documentation and in some of those places, I need to do more 
>> reading/research. More reading is needed particularly in cases where 
>> Dowd's original code appear to have some errors (at least to me). I 
>> will let you know if I am unable to sort things out myself.
>>
>> I will also see if there are mistakes in documentation.
>>
>> I have also not completed that many tests, which I will start doing, 
>> where possible.
>>
>> In general, there are many places for me to make improvement.
>>
>> Sincerely,
>> Dinesh
>>
>> On Fri, Jun 12, 2015 at 3:36 PM, Peter Carl <peter at braverock.com 
>> <mailto:peter at braverock.com>> wrote:
>>
>>     Hi Dinesh,
>>
>>     It looks like you're making good progress on the functions list -
>>     keep going!
>>
>>     Make sure that you're regularly running check against your
>>     package. That will help you identify issues early, potentially
>>     before they get copied elsewhere into your code (e.g., errors
>>     around standard documentation blocks). Let me/us know if you have
>>     any questions about the build and check process.
>>
>>     How do you feel your progress is going?  Are you about where you
>>     wanted to be, ahead or behind?
>>
>>     pcc
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>>
>
>
>
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