[Introcompfinr-commits] r13 - in pkg/IntroCompFinR: . R data man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Feb 23 01:43:01 CET 2015
Author: bethanyyollin
Date: 2015-02-23 01:43:00 +0100 (Mon, 23 Feb 2015)
New Revision: 13
Added:
pkg/IntroCompFinR/R/data.R
pkg/IntroCompFinR/data/
pkg/IntroCompFinR/data/msftDailyPrices.rda
pkg/IntroCompFinR/data/msftMonthlyPrices.rda
pkg/IntroCompFinR/data/sbuxDailyPrices.rda
pkg/IntroCompFinR/data/sbuxMonthlyPrices.rda
pkg/IntroCompFinR/data/sp500DailyPrices.rda
pkg/IntroCompFinR/data/sp500MonthlyPrices.rda
pkg/IntroCompFinR/man/msftDailyPrices.Rd
pkg/IntroCompFinR/man/msftMonthlyPrices.Rd
pkg/IntroCompFinR/man/sbuxDailyPrices.Rd
pkg/IntroCompFinR/man/sbuxMonthlyPrices.Rd
pkg/IntroCompFinR/man/sp500DailyPrices.Rd
pkg/IntroCompFinR/man/sp500MonthlyPrices.Rd
Modified:
pkg/IntroCompFinR/DESCRIPTION
pkg/IntroCompFinR/R/efficient.portfolio.R
pkg/IntroCompFinR/R/globalMin.portfolio.R
pkg/IntroCompFinR/R/plot.Markowitz.R
pkg/IntroCompFinR/R/plot.portfolio.R
pkg/IntroCompFinR/R/print.Markowitz.R
pkg/IntroCompFinR/R/print.portfolio.R
pkg/IntroCompFinR/R/summary.Markowitz.R
pkg/IntroCompFinR/R/tangency.portfolio.R
pkg/IntroCompFinR/man/plot.Markowitz.Rd
pkg/IntroCompFinR/man/plot.portfolio.Rd
pkg/IntroCompFinR/man/print.Markowitz.Rd
pkg/IntroCompFinR/man/print.portfolio.Rd
pkg/IntroCompFinR/man/summary.Markowitz.Rd
Log:
Resolved S3 generic function inconsistencies. Added data and data documentation. Changed DESCRIPTION (lazy loading of data and imports).
Modified: pkg/IntroCompFinR/DESCRIPTION
===================================================================
--- pkg/IntroCompFinR/DESCRIPTION 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/DESCRIPTION 2015-02-23 00:43:00 UTC (rev 13)
@@ -10,5 +10,7 @@
purpose. Students are expected to download the package and learn from the codes and examples.
Moreover, the book coming soon is also based on this package.
License: GPL-2
-Depends: R (>= 2.12.2),quadprog,tseries,zoo
-LazyLoad: yes
\ No newline at end of file
+Depends: R (>= 2.12.2)
+Imports: quadprog
+LazyLoad: yes
+LazyData: true
\ No newline at end of file
Added: pkg/IntroCompFinR/R/data.R
===================================================================
--- pkg/IntroCompFinR/R/data.R (rev 0)
+++ pkg/IntroCompFinR/R/data.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -0,0 +1,71 @@
+#' Daily adjusted closing price for Microsoft
+#'
+#' A \samp{xts} object of daily adjusted closing price for Microsoft from 1993-01-04 to 2014-12-31.
+#'
+#' @format A \samp{xts} object on 1993-01-04 to 2014-12-31 containing:
+#' \describe{
+#' \item{MFST}{adjusted closing price in USD}
+#' }
+#' Indexed by objects of class: [Date] TZ: UTC.
+#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=MSFT+Historical+Prices}
+"msftDailyPrices"
+
+#' Monthly adjusted closing price for Microsoft
+#'
+#' A \samp{xts} object of monthly adjusted closing price for Microsoft from Jan-1993 to Dec-2014.
+#'
+#' @format A \samp{xts} object on Jan-1993 to Dec-2014 containing:
+#' \describe{
+#' \item{MFST}{adjusted closing price in USD}
+#' }
+#' Indexed by objects of class: [Date] TZ: UTC.
+#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=MSFT+Historical+Prices}
+"msftMonthlyPrices"
+
+#' Daily adjusted closing price for Starbucks
+#'
+#' A \samp{xts} object of daily adjusted closing price for Starbucks from 1993-01-04 to 2014-12-31.
+#'
+#' @format A \samp{xts} object on 1993-01-04 to 2014-12-31 containing:
+#' \describe{
+#' \item{SBUX}{adjusted closing price in USD}
+#' }
+#' Indexed by objects of class: [Date] TZ: UTC.
+#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=SBUX+Historical+Prices}
+"sbuxDailyPrices"
+
+#' Monthly adjusted closing price for Starbucks
+#'
+#' A \samp{xts} object of monthly adjusted closing price for Starbucks from Jan-1993 to Dec-2014.
+#'
+#' @format A \samp{xts} object on Jan-1993 to Dec-2014 containing:
+#' \describe{
+#' \item{SBUX}{adjusted closing price in USD}
+#' }
+#' Indexed by objects of class: [Date] TZ: UTC.
+#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=SBUX+Historical+Prices}
+"sbuxMonthlyPrices"
+
+#' Daily adjusted closing price for S&P 500
+#'
+#' A \samp{xts} object of daily adjusted closing price for S&P 500 from 1993-01-04 to 2014-12-31.
+#'
+#' @format A \samp{xts} object on 1993-01-04 to 2014-12-31 containing:
+#' \describe{
+#' \item{SP500}{adjusted closing price in USD}
+#' }
+#' Indexed by objects of class: [Date] TZ: UTC.
+#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=\%5EGSPC+Historical+Prices}
+"sp500DailyPrices"
+
+#' Monthly adjusted closing price for S&P 500
+#'
+#' A \samp{xts} object of daily adjusted closing price for S&P 500 from Jan-1993 to Dec-2014.
+#'
+#' @format A \samp{xts} object on Jan-1993 to Dec-2014 containing:
+#' \describe{
+#' \item{SP500}{adjusted closing price in USD}
+#' }
+#' Indexed by objects of class: [Date] TZ: UTC.
+#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=\%5EGSPC+Historical+Prices}
+"sp500MonthlyPrices"
\ No newline at end of file
Modified: pkg/IntroCompFinR/R/efficient.portfolio.R
===================================================================
--- pkg/IntroCompFinR/R/efficient.portfolio.R 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/R/efficient.portfolio.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -88,7 +88,7 @@
dvec <- rep.int(0, N)
Amat <- cbind(rep(1,N), er, diag(1,N))
bvec <- c(1, target.return, rep(0,N))
- result <- solve.QP(Dmat=Dmat,dvec=dvec,Amat=Amat,bvec=bvec,meq=2)
+ result <- quadprog::solve.QP(Dmat=Dmat,dvec=dvec,Amat=Amat,bvec=bvec,meq=2)
w <- round(result$solution, 6)
} else {
stop("shorts needs to be logical. For no-shorts, shorts=FALSE.")
Modified: pkg/IntroCompFinR/R/globalMin.portfolio.R
===================================================================
--- pkg/IntroCompFinR/R/globalMin.portfolio.R 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/R/globalMin.portfolio.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -83,7 +83,7 @@
dvec <- rep.int(0, N)
Amat <- cbind(rep(1,N), diag(1,N))
bvec <- c(1, rep(0,N))
- result <- solve.QP(Dmat=Dmat,dvec=dvec,Amat=Amat,bvec=bvec,meq=1)
+ result <- quadprog::solve.QP(Dmat=Dmat,dvec=dvec,Amat=Amat,bvec=bvec,meq=1)
w.gmin <- round(result$solution, 6)
} else {
stop("shorts needs to be logical. For no-shorts, shorts=FALSE.")
Modified: pkg/IntroCompFinR/R/plot.Markowitz.R
===================================================================
--- pkg/IntroCompFinR/R/plot.Markowitz.R 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/R/plot.Markowitz.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -7,7 +7,7 @@
#' portfolio standard deviation for a collection of mean-variance efficient portfolios - portfolios
#' that minimize variance subject to a target expected return.
#'
-#' @param object object of class Markowitz
+#' @param x object of class Markowitz
#' @param plot.assets if \samp{TRUE} then plot asset \samp{sd} and \samp{er} with asset name labels
#' @param ... additional arguments passed to \samp{plot()}
#'
@@ -45,22 +45,22 @@
#' @export plot.Markowitz
plot.Markowitz <-
-function(object, plot.assets=FALSE, ...)
+function(x, plot.assets=FALSE, ...)
{
if (!plot.assets) {
- y.lim=c(0,max(object$er))
- x.lim=c(0,max(object$sd))
- plot(object$sd,object$er,type="b",xlim=x.lim, ylim=y.lim,
+ y.lim=c(0,max(x$er))
+ x.lim=c(0,max(x$sd))
+ plot(x$sd,x$er,type="b",xlim=x.lim, ylim=y.lim,
xlab="Portfolio SD", ylab="Portfolio ER",
main="Efficient Frontier", ...)
}
else {
- call = object$call
+ call = x$call
mu.vals = eval(call$er)
sd.vals = sqrt( diag( eval(call$cov.mat) ) )
- y.lim = range(c(0,mu.vals,object$er))
- x.lim = range(c(0,sd.vals,object$sd))
- plot(object$sd,object$er,type="b", xlim=x.lim, ylim=y.lim,
+ y.lim = range(c(0,mu.vals,x$er))
+ x.lim = range(c(0,sd.vals,x$sd))
+ plot(x$sd,x$er,type="b", xlim=x.lim, ylim=y.lim,
xlab="Portfolio SD", ylab="Portfolio ER",
main="Efficient Frontier", ...)
text(sd.vals, mu.vals, labels=names(mu.vals))
Modified: pkg/IntroCompFinR/R/plot.portfolio.R
===================================================================
--- pkg/IntroCompFinR/R/plot.portfolio.R 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/R/plot.portfolio.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -5,7 +5,7 @@
#' @description
#' The \samp{plot()} method shows a bar chart of the portfolio weights.
#'
-#' @param object object of class portfolio
+#' @param x object of class portfolio
#' @param ... additional arguments passed to \samp{barplot()}
#'
#' @examples
@@ -28,10 +28,10 @@
#' @export plot.portfolio
plot.portfolio <-
-function(object, ...)
+function(x, ...)
{
- asset.names <- names(object$weights)
- barplot(object$weights, names=asset.names,
+ asset.names <- names(x$weights)
+ barplot(x$weights, names=asset.names,
xlab="Assets", ylab="Weight", main="Portfolio Weights", ...)
invisible()
}
\ No newline at end of file
Modified: pkg/IntroCompFinR/R/print.Markowitz.R
===================================================================
--- pkg/IntroCompFinR/R/print.Markowitz.R 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/R/print.Markowitz.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -5,7 +5,7 @@
#' @description
#' Print method for \samp{Markowitz} objects.
#'
-#' @param object object of class Markowitz
+#' @param x object of class Markowitz
#' @param ... additional arguments passed to \samp{print()}
#'
#' @examples
@@ -34,13 +34,13 @@
#' @export print.Markowitz
print.Markowitz <-
-function(object, ...)
+function(x, ...)
{
cat("Call:\n")
- print(object$call)
- xx <- rbind(object$er,object$sd)
+ print(x$call)
+ xx <- rbind(x$er,x$sd)
dimnames(xx)[[1]] <- c("ER","SD")
cat("\nFrontier portfolios' expected returns and standard deviations\n")
print(round(xx,4), ...)
- invisible(object)
+ invisible(x)
}
\ No newline at end of file
Modified: pkg/IntroCompFinR/R/print.portfolio.R
===================================================================
--- pkg/IntroCompFinR/R/print.portfolio.R 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/R/print.portfolio.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -5,7 +5,7 @@
#' @description
#' Print method for objects of class \samp{portfolio}.
#'
-#' @param object object of class portfolio
+#' @param x object of class portfolio
#' @param ... additional arguments passed to \samp{print()}
#'
#' @examples
@@ -28,13 +28,13 @@
#' @export print.portfolio
print.portfolio <-
-function(object, ...)
+function(x, ...)
{
cat("Call:\n")
- print(object$call, ...)
- cat("\nPortfolio expected return: ", format(object$er, ...), "\n")
- cat("Portfolio standard deviation: ", format(object$sd, ...), "\n")
+ print(x$call, ...)
+ cat("\nPortfolio expected return: ", format(x$er, ...), "\n")
+ cat("Portfolio standard deviation: ", format(x$sd, ...), "\n")
cat("Portfolio weights:\n")
- print(round(object$weights,4), ...)
- invisible(object)
+ print(round(x$weights,4), ...)
+ invisible(x)
}
\ No newline at end of file
Modified: pkg/IntroCompFinR/R/summary.Markowitz.R
===================================================================
--- pkg/IntroCompFinR/R/summary.Markowitz.R 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/R/summary.Markowitz.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -10,6 +10,7 @@
#'
#' @param object object of class Markowitz
#' @param risk.free numeric, risk free rate
+#' @param ... additional arguments passed to \samp{summary()}
#'
#' @examples
#' # construct the data
@@ -37,7 +38,7 @@
#' @export summary.Markowitz
summary.Markowitz <-
-function(object, risk.free=NULL)
+function(object, risk.free=NULL, ...)
{
call <- object$call
asset.names <- colnames(object$weights)
Modified: pkg/IntroCompFinR/R/tangency.portfolio.R
===================================================================
--- pkg/IntroCompFinR/R/tangency.portfolio.R 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/R/tangency.portfolio.R 2015-02-23 00:43:00 UTC (rev 13)
@@ -91,7 +91,7 @@
er.excess <- er - risk.free
Amat <- cbind(er.excess, diag(1,N))
bvec <- c(1, rep(0,N))
- result <- solve.QP(Dmat=Dmat,dvec=dvec,Amat=Amat,bvec=bvec,meq=1)
+ result <- quadprog::solve.QP(Dmat=Dmat,dvec=dvec,Amat=Amat,bvec=bvec,meq=1)
w.t <- round(result$solution/sum(result$solution), 6)
} else {
stop("Shorts needs to be logical. For no-shorts, shorts=FALSE.")
Added: pkg/IntroCompFinR/data/msftDailyPrices.rda
===================================================================
(Binary files differ)
Property changes on: pkg/IntroCompFinR/data/msftDailyPrices.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Added: pkg/IntroCompFinR/data/msftMonthlyPrices.rda
===================================================================
(Binary files differ)
Property changes on: pkg/IntroCompFinR/data/msftMonthlyPrices.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Added: pkg/IntroCompFinR/data/sbuxDailyPrices.rda
===================================================================
(Binary files differ)
Property changes on: pkg/IntroCompFinR/data/sbuxDailyPrices.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Added: pkg/IntroCompFinR/data/sbuxMonthlyPrices.rda
===================================================================
(Binary files differ)
Property changes on: pkg/IntroCompFinR/data/sbuxMonthlyPrices.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Added: pkg/IntroCompFinR/data/sp500DailyPrices.rda
===================================================================
(Binary files differ)
Property changes on: pkg/IntroCompFinR/data/sp500DailyPrices.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Added: pkg/IntroCompFinR/data/sp500MonthlyPrices.rda
===================================================================
(Binary files differ)
Property changes on: pkg/IntroCompFinR/data/sp500MonthlyPrices.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Added: pkg/IntroCompFinR/man/msftDailyPrices.Rd
===================================================================
--- pkg/IntroCompFinR/man/msftDailyPrices.Rd (rev 0)
+++ pkg/IntroCompFinR/man/msftDailyPrices.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -0,0 +1,22 @@
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/data.R
+\docType{data}
+\name{msftDailyPrices}
+\alias{msftDailyPrices}
+\title{Daily adjusted closing price for Microsoft}
+\format{A \samp{xts} object on 1993-01-04 to 2014-12-31 containing:
+\describe{
+ \item{MFST}{adjusted closing price in USD}
+}
+Indexed by objects of class: [Date] TZ: UTC.}
+\source{
+Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=MSFT+Historical+Prices}
+}
+\usage{
+msftDailyPrices
+}
+\description{
+A \samp{xts} object of daily adjusted closing price for Microsoft from 1993-01-04 to 2014-12-31.
+}
+\keyword{datasets}
+
Added: pkg/IntroCompFinR/man/msftMonthlyPrices.Rd
===================================================================
--- pkg/IntroCompFinR/man/msftMonthlyPrices.Rd (rev 0)
+++ pkg/IntroCompFinR/man/msftMonthlyPrices.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -0,0 +1,22 @@
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/data.R
+\docType{data}
+\name{msftMonthlyPrices}
+\alias{msftMonthlyPrices}
+\title{Monthly adjusted closing price for Microsoft}
+\format{A \samp{xts} object on Jan-1993 to Dec-2014 containing:
+\describe{
+ \item{MFST}{adjusted closing price in USD}
+}
+Indexed by objects of class: [Date] TZ: UTC.}
+\source{
+Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=MSFT+Historical+Prices}
+}
+\usage{
+msftMonthlyPrices
+}
+\description{
+A \samp{xts} object of monthly adjusted closing price for Microsoft from Jan-1993 to Dec-2014.
+}
+\keyword{datasets}
+
Modified: pkg/IntroCompFinR/man/plot.Markowitz.Rd
===================================================================
--- pkg/IntroCompFinR/man/plot.Markowitz.Rd 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/man/plot.Markowitz.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -4,10 +4,10 @@
\alias{plot.Markowitz}
\title{Plot method of class Markowitz}
\usage{
-\method{plot}{Markowitz}(object, plot.assets = FALSE, ...)
+\method{plot}{Markowitz}(x, plot.assets = FALSE, ...)
}
\arguments{
-\item{object}{object of class Markowitz}
+\item{x}{object of class Markowitz}
\item{plot.assets}{if \samp{TRUE} then plot asset \samp{sd} and \samp{er} with asset name labels}
Modified: pkg/IntroCompFinR/man/plot.portfolio.Rd
===================================================================
--- pkg/IntroCompFinR/man/plot.portfolio.Rd 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/man/plot.portfolio.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -4,10 +4,10 @@
\alias{plot.portfolio}
\title{Plot method of class portfolio}
\usage{
-\method{plot}{portfolio}(object, ...)
+\method{plot}{portfolio}(x, ...)
}
\arguments{
-\item{object}{object of class portfolio}
+\item{x}{object of class portfolio}
\item{...}{additional arguments passed to \samp{barplot()}}
}
Modified: pkg/IntroCompFinR/man/print.Markowitz.Rd
===================================================================
--- pkg/IntroCompFinR/man/print.Markowitz.Rd 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/man/print.Markowitz.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -4,10 +4,10 @@
\alias{print.Markowitz}
\title{Print efficient frontier}
\usage{
-\method{print}{Markowitz}(object, ...)
+\method{print}{Markowitz}(x, ...)
}
\arguments{
-\item{object}{object of class Markowitz}
+\item{x}{object of class Markowitz}
\item{...}{additional arguments passed to \samp{print()}}
}
Modified: pkg/IntroCompFinR/man/print.portfolio.Rd
===================================================================
--- pkg/IntroCompFinR/man/print.portfolio.Rd 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/man/print.portfolio.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -4,10 +4,10 @@
\alias{print.portfolio}
\title{Print method of class portfolio}
\usage{
-\method{print}{portfolio}(object, ...)
+\method{print}{portfolio}(x, ...)
}
\arguments{
-\item{object}{object of class portfolio}
+\item{x}{object of class portfolio}
\item{...}{additional arguments passed to \samp{print()}}
}
Added: pkg/IntroCompFinR/man/sbuxDailyPrices.Rd
===================================================================
--- pkg/IntroCompFinR/man/sbuxDailyPrices.Rd (rev 0)
+++ pkg/IntroCompFinR/man/sbuxDailyPrices.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -0,0 +1,22 @@
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/data.R
+\docType{data}
+\name{sbuxDailyPrices}
+\alias{sbuxDailyPrices}
+\title{Daily adjusted closing price for Starbucks}
+\format{A \samp{xts} object on 1993-01-04 to 2014-12-31 containing:
+\describe{
+ \item{SBUX}{adjusted closing price in USD}
+}
+Indexed by objects of class: [Date] TZ: UTC.}
+\source{
+Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=SBUX+Historical+Prices}
+}
+\usage{
+sbuxDailyPrices
+}
+\description{
+A \samp{xts} object of daily adjusted closing price for Starbucks from 1993-01-04 to 2014-12-31.
+}
+\keyword{datasets}
+
Added: pkg/IntroCompFinR/man/sbuxMonthlyPrices.Rd
===================================================================
--- pkg/IntroCompFinR/man/sbuxMonthlyPrices.Rd (rev 0)
+++ pkg/IntroCompFinR/man/sbuxMonthlyPrices.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -0,0 +1,22 @@
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/data.R
+\docType{data}
+\name{sbuxMonthlyPrices}
+\alias{sbuxMonthlyPrices}
+\title{Monthly adjusted closing price for Starbucks}
+\format{A \samp{xts} object on Jan-1993 to Dec-2014 containing:
+\describe{
+ \item{SBUX}{adjusted closing price in USD}
+}
+Indexed by objects of class: [Date] TZ: UTC.}
+\source{
+Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=SBUX+Historical+Prices}
+}
+\usage{
+sbuxMonthlyPrices
+}
+\description{
+A \samp{xts} object of monthly adjusted closing price for Starbucks from Jan-1993 to Dec-2014.
+}
+\keyword{datasets}
+
Added: pkg/IntroCompFinR/man/sp500DailyPrices.Rd
===================================================================
--- pkg/IntroCompFinR/man/sp500DailyPrices.Rd (rev 0)
+++ pkg/IntroCompFinR/man/sp500DailyPrices.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -0,0 +1,22 @@
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/data.R
+\docType{data}
+\name{sp500DailyPrices}
+\alias{sp500DailyPrices}
+\title{Daily adjusted closing price for S&P 500}
+\format{A \samp{xts} object on 1993-01-04 to 2014-12-31 containing:
+\describe{
+ \item{SP500}{adjusted closing price in USD}
+}
+Indexed by objects of class: [Date] TZ: UTC.}
+\source{
+Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=\%5EGSPC+Historical+Prices}
+}
+\usage{
+sp500DailyPrices
+}
+\description{
+A \samp{xts} object of daily adjusted closing price for S&P 500 from 1993-01-04 to 2014-12-31.
+}
+\keyword{datasets}
+
Added: pkg/IntroCompFinR/man/sp500MonthlyPrices.Rd
===================================================================
--- pkg/IntroCompFinR/man/sp500MonthlyPrices.Rd (rev 0)
+++ pkg/IntroCompFinR/man/sp500MonthlyPrices.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -0,0 +1,22 @@
+% Generated by roxygen2 (4.1.0): do not edit by hand
+% Please edit documentation in R/data.R
+\docType{data}
+\name{sp500MonthlyPrices}
+\alias{sp500MonthlyPrices}
+\title{Monthly adjusted closing price for S&P 500}
+\format{A \samp{xts} object on Jan-1993 to Dec-2014 containing:
+\describe{
+ \item{SP500}{adjusted closing price in USD}
+}
+Indexed by objects of class: [Date] TZ: UTC.}
+\source{
+Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=\%5EGSPC+Historical+Prices}
+}
+\usage{
+sp500MonthlyPrices
+}
+\description{
+A \samp{xts} object of daily adjusted closing price for S&P 500 from Jan-1993 to Dec-2014.
+}
+\keyword{datasets}
+
Modified: pkg/IntroCompFinR/man/summary.Markowitz.Rd
===================================================================
--- pkg/IntroCompFinR/man/summary.Markowitz.Rd 2015-02-20 06:59:09 UTC (rev 12)
+++ pkg/IntroCompFinR/man/summary.Markowitz.Rd 2015-02-23 00:43:00 UTC (rev 13)
@@ -4,12 +4,14 @@
\alias{summary.Markowitz}
\title{Summary method of class Markowitz}
\usage{
-\method{summary}{Markowitz}(object, risk.free = NULL)
+\method{summary}{Markowitz}(object, risk.free = NULL, ...)
}
\arguments{
\item{object}{object of class Markowitz}
\item{risk.free}{numeric, risk free rate}
+
+\item{...}{additional arguments passed to \samp{summary()}}
}
\description{
Summary method for objects of class \samp{Markowitz}. For all portfolios on the efficient
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