From noreply at r-forge.r-project.org Mon Mar 2 20:32:39 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 2 Mar 2015 20:32:39 +0100 (CET) Subject: [Introcompfinr-commits] r14 - pkg/IntroCompFinR Message-ID: <20150302193239.BEC28187296@r-forge.r-project.org> Author: bethanyyollin Date: 2015-03-02 20:32:39 +0100 (Mon, 02 Mar 2015) New Revision: 14 Modified: pkg/IntroCompFinR/DESCRIPTION Log: Added xts to depends and suggests PerformanceAnalytics. Modified: pkg/IntroCompFinR/DESCRIPTION =================================================================== --- pkg/IntroCompFinR/DESCRIPTION 2015-02-23 00:43:00 UTC (rev 13) +++ pkg/IntroCompFinR/DESCRIPTION 2015-03-02 19:32:39 UTC (rev 14) @@ -10,7 +10,8 @@ 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) +Depends: R (>= 2.12.2), xts Imports: quadprog +Suggests: PerformanceAnalytics LazyLoad: yes LazyData: true \ No newline at end of file From noreply at r-forge.r-project.org Mon Mar 2 20:36:45 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 2 Mar 2015 20:36:45 +0100 (CET) Subject: [Introcompfinr-commits] r15 - in pkg/IntroCompFinR: R man Message-ID: <20150302193645.3E3241875A7@r-forge.r-project.org> Author: bethanyyollin Date: 2015-03-02 20:36:44 +0100 (Mon, 02 Mar 2015) New Revision: 15 Modified: pkg/IntroCompFinR/R/data.R 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 Log: Added words to data documentation. Modified: pkg/IntroCompFinR/R/data.R =================================================================== --- pkg/IntroCompFinR/R/data.R 2015-03-02 19:32:39 UTC (rev 14) +++ pkg/IntroCompFinR/R/data.R 2015-03-02 19:36:44 UTC (rev 15) @@ -1,4 +1,4 @@ -#' Daily adjusted closing price for Microsoft +#' Daily adjusted closing price for Microsoft stock #' #' A \samp{xts} object of daily adjusted closing price for Microsoft from 1993-01-04 to 2014-12-31. #' @@ -10,7 +10,7 @@ #' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=MSFT+Historical+Prices} "msftDailyPrices" -#' Monthly adjusted closing price for Microsoft +#' Monthly adjusted closing price for Microsoft stock #' #' A \samp{xts} object of monthly adjusted closing price for Microsoft from Jan-1993 to Dec-2014. #' @@ -22,7 +22,7 @@ #' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=MSFT+Historical+Prices} "msftMonthlyPrices" -#' Daily adjusted closing price for Starbucks +#' Daily adjusted closing price for Starbucks stock #' #' A \samp{xts} object of daily adjusted closing price for Starbucks from 1993-01-04 to 2014-12-31. #' @@ -34,7 +34,7 @@ #' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=SBUX+Historical+Prices} "sbuxDailyPrices" -#' Monthly adjusted closing price for Starbucks +#' Monthly adjusted closing price for Starbucks stock #' #' A \samp{xts} object of monthly adjusted closing price for Starbucks from Jan-1993 to Dec-2014. #' @@ -46,7 +46,7 @@ #' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=SBUX+Historical+Prices} "sbuxMonthlyPrices" -#' Daily adjusted closing price for S&P 500 +#' Daily adjusted closing price for S&P 500 index #' #' A \samp{xts} object of daily adjusted closing price for S&P 500 from 1993-01-04 to 2014-12-31. #' @@ -58,7 +58,7 @@ #' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=\%5EGSPC+Historical+Prices} "sp500DailyPrices" -#' Monthly adjusted closing price for S&P 500 +#' Monthly adjusted closing price for S&P 500 index #' #' A \samp{xts} object of daily adjusted closing price for S&P 500 from Jan-1993 to Dec-2014. #' Modified: pkg/IntroCompFinR/man/msftDailyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/msftDailyPrices.Rd 2015-03-02 19:32:39 UTC (rev 14) +++ pkg/IntroCompFinR/man/msftDailyPrices.Rd 2015-03-02 19:36:44 UTC (rev 15) @@ -3,7 +3,7 @@ \docType{data} \name{msftDailyPrices} \alias{msftDailyPrices} -\title{Daily adjusted closing price for Microsoft} +\title{Daily adjusted closing price for Microsoft stock} \format{A \samp{xts} object on 1993-01-04 to 2014-12-31 containing: \describe{ \item{MFST}{adjusted closing price in USD} Modified: pkg/IntroCompFinR/man/msftMonthlyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/msftMonthlyPrices.Rd 2015-03-02 19:32:39 UTC (rev 14) +++ pkg/IntroCompFinR/man/msftMonthlyPrices.Rd 2015-03-02 19:36:44 UTC (rev 15) @@ -3,7 +3,7 @@ \docType{data} \name{msftMonthlyPrices} \alias{msftMonthlyPrices} -\title{Monthly adjusted closing price for Microsoft} +\title{Monthly adjusted closing price for Microsoft stock} \format{A \samp{xts} object on Jan-1993 to Dec-2014 containing: \describe{ \item{MFST}{adjusted closing price in USD} Modified: pkg/IntroCompFinR/man/sbuxDailyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/sbuxDailyPrices.Rd 2015-03-02 19:32:39 UTC (rev 14) +++ pkg/IntroCompFinR/man/sbuxDailyPrices.Rd 2015-03-02 19:36:44 UTC (rev 15) @@ -3,7 +3,7 @@ \docType{data} \name{sbuxDailyPrices} \alias{sbuxDailyPrices} -\title{Daily adjusted closing price for Starbucks} +\title{Daily adjusted closing price for Starbucks stock} \format{A \samp{xts} object on 1993-01-04 to 2014-12-31 containing: \describe{ \item{SBUX}{adjusted closing price in USD} Modified: pkg/IntroCompFinR/man/sbuxMonthlyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/sbuxMonthlyPrices.Rd 2015-03-02 19:32:39 UTC (rev 14) +++ pkg/IntroCompFinR/man/sbuxMonthlyPrices.Rd 2015-03-02 19:36:44 UTC (rev 15) @@ -3,7 +3,7 @@ \docType{data} \name{sbuxMonthlyPrices} \alias{sbuxMonthlyPrices} -\title{Monthly adjusted closing price for Starbucks} +\title{Monthly adjusted closing price for Starbucks stock} \format{A \samp{xts} object on Jan-1993 to Dec-2014 containing: \describe{ \item{SBUX}{adjusted closing price in USD} Modified: pkg/IntroCompFinR/man/sp500DailyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/sp500DailyPrices.Rd 2015-03-02 19:32:39 UTC (rev 14) +++ pkg/IntroCompFinR/man/sp500DailyPrices.Rd 2015-03-02 19:36:44 UTC (rev 15) @@ -3,7 +3,7 @@ \docType{data} \name{sp500DailyPrices} \alias{sp500DailyPrices} -\title{Daily adjusted closing price for S&P 500} +\title{Daily adjusted closing price for S&P 500 index} \format{A \samp{xts} object on 1993-01-04 to 2014-12-31 containing: \describe{ \item{SP500}{adjusted closing price in USD} Modified: pkg/IntroCompFinR/man/sp500MonthlyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/sp500MonthlyPrices.Rd 2015-03-02 19:32:39 UTC (rev 14) +++ pkg/IntroCompFinR/man/sp500MonthlyPrices.Rd 2015-03-02 19:36:44 UTC (rev 15) @@ -3,7 +3,7 @@ \docType{data} \name{sp500MonthlyPrices} \alias{sp500MonthlyPrices} -\title{Monthly adjusted closing price for S&P 500} +\title{Monthly adjusted closing price for S&P 500 index} \format{A \samp{xts} object on Jan-1993 to Dec-2014 containing: \describe{ \item{SP500}{adjusted closing price in USD} From noreply at r-forge.r-project.org Mon Mar 2 21:17:46 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 2 Mar 2015 21:17:46 +0100 (CET) Subject: [Introcompfinr-commits] r16 - in pkg/IntroCompFinR: R data man Message-ID: <20150302201746.66342187510@r-forge.r-project.org> Author: bethanyyollin Date: 2015-03-02 21:17:45 +0100 (Mon, 02 Mar 2015) New Revision: 16 Added: pkg/IntroCompFinR/data/VanguardPrices.rda pkg/IntroCompFinR/data/amznDailyPrices.rda pkg/IntroCompFinR/data/amznMonthlyPrices.rda pkg/IntroCompFinR/data/baDailyPrices.rda pkg/IntroCompFinR/data/baMonthlyPrices.rda pkg/IntroCompFinR/data/costDailyPrices.rda pkg/IntroCompFinR/data/costMonthlyPrices.rda pkg/IntroCompFinR/data/jwnDailyPrices.rda pkg/IntroCompFinR/data/jwnMonthlyPrices.rda pkg/IntroCompFinR/man/VanguardPrices.Rd pkg/IntroCompFinR/man/amznDailyPrices.Rd pkg/IntroCompFinR/man/amznMonthlyPrices.Rd pkg/IntroCompFinR/man/baDailyPrices.Rd pkg/IntroCompFinR/man/baMonthlyPrices.Rd pkg/IntroCompFinR/man/costDailyPrices.Rd pkg/IntroCompFinR/man/costMonthlyPrices.Rd pkg/IntroCompFinR/man/jwnDailyPrices.Rd pkg/IntroCompFinR/man/jwnMonthlyPrices.Rd Modified: pkg/IntroCompFinR/R/data.R Log: Added additional data and data documentation. Modified: pkg/IntroCompFinR/R/data.R =================================================================== --- pkg/IntroCompFinR/R/data.R 2015-03-02 19:36:44 UTC (rev 15) +++ pkg/IntroCompFinR/R/data.R 2015-03-02 20:17:45 UTC (rev 16) @@ -68,4 +68,117 @@ #' } #' 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 +"sp500MonthlyPrices" + +#' Monthly adjusted closing price for Vanguard Mutual Fund +#' +#' A \samp{xts} object of daily adjusted closing price for Vanguard Mutual Fund from Jan-1995 to +#' Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1995 to Jan-2015 containing: +#' \describe{ +#' \item{vfinx}{Vanguard 500 Index adjusted closing price in USD} +#' \item{veurx}{Vanguard European Stock Index adjusted closing price in USD} +#' \item{veiex}{Vanguard Emerging Markets Stock adjusted closing price in USD} +#' \item{vbltx}{Vanguard Long-Term Bond Index adjusted closing price in USD} +#' \item{vbisx}{Vanguard Short-Term Bond Index adjusted closing price in USD} +#' \item{vpacx}{Vanguard Pacific Stock Index adjusted closing price in USD} +#' } +#' Indexed by class 'yearmon' num [1:240] 1995 1995 1995 1995 1995 ... +"VanguardPrices" + +#' Daily adjusted closing price for Amazon stock +#' +#' A \samp{xts} object of daily adjusted closing price for Amazon from Jan-1998 to Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1998 to Jan-2015 containing: +#' \describe{ +#' \item{AMZN}{adjusted closing price in USD} +#' } +#' Indexed by objects of class: [Date] TZ: UTC. +#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=AMZN+Historical+Prices} +"amznDailyPrices" + +#' Monthly adjusted closing price for Amazon stock +#' +#' A \samp{xts} object of monthly adjusted closing price for Amazon from Jan-1998 to Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1998 to Jan-2015 containing: +#' \describe{ +#' \item{AMZN}{adjusted closing price in USD} +#' } +#' Indexed by objects of class: [Date] TZ: UTC. +#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=AMZN+Historical+Prices} +"amznMonthlyPrices" + +#' Daily adjusted closing price for Boeing stock +#' +#' A \samp{xts} object of daily adjusted closing price for Boeing from Jan-1993 to Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1993 to Jan-2015 containing: +#' \describe{ +#' \item{BA}{adjusted closing price in USD} +#' } +#' Indexed by objects of class: [Date] TZ: UTC. +#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=BA+Historical+Prices} +"baDailyPrices" + +#' Monthly adjusted closing price for Boeing stock +#' +#' A \samp{xts} object of monthly adjusted closing price for Boeing from Jan-1993 to Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1993 to Jan-2015 containing: +#' \describe{ +#' \item{BA}{adjusted closing price in USD} +#' } +#' Indexed by objects of class: [Date] TZ: UTC. +#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=BA+Historical+Prices} +"baMonthlyPrices" + +#' Daily adjusted closing price for Nordstrom stock +#' +#' A \samp{xts} object of daily adjusted closing price for Nordstrom from Jan-1993 to Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1993 to Jan-2015 containing: +#' \describe{ +#' \item{JWN}{adjusted closing price in USD} +#' } +#' Indexed by objects of class: [Date] TZ: UTC. +#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=JWN+Historical+Prices} +"jwnDailyPrices" + +#' Monthly adjusted closing price for Nordstrom stock +#' +#' A \samp{xts} object of monthly adjusted closing price for Nordstrom from Jan-1993 to Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1993 to Jan-2015 containing: +#' \describe{ +#' \item{JWN}{adjusted closing price in USD} +#' } +#' Indexed by objects of class: [Date] TZ: UTC. +#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=JWN+Historical+Prices} +"jwnMonthlyPrices" + +#' Daily adjusted closing price for Costco stock +#' +#' A \samp{xts} object of daily adjusted closing price for Costco from Jan-1993 to Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1993 to Jan-2015 containing: +#' \describe{ +#' \item{COST}{adjusted closing price in USD} +#' } +#' Indexed by objects of class: [Date] TZ: UTC. +#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=COST+Historical+Prices} +"costDailyPrices" + +#' Monthly adjusted closing price for Costco stock +#' +#' A \samp{xts} object of monthly adjusted closing price for Costco from Jan-1993 to Jan-2015. +#' +#' @format A \samp{xts} object on Jan-1993 to Jan-2015 containing: +#' \describe{ +#' \item{COST}{adjusted closing price in USD} +#' } +#' Indexed by objects of class: [Date] TZ: UTC. +#' @source Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=COST+Historical+Prices} +"costMonthlyPrices" \ No newline at end of file Added: pkg/IntroCompFinR/data/VanguardPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/VanguardPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/data/amznDailyPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/amznDailyPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/data/amznMonthlyPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/amznMonthlyPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/data/baDailyPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/baDailyPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/data/baMonthlyPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/baMonthlyPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/data/costDailyPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/costDailyPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/data/costMonthlyPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/costMonthlyPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/data/jwnDailyPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/jwnDailyPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/data/jwnMonthlyPrices.rda =================================================================== (Binary files differ) Property changes on: pkg/IntroCompFinR/data/jwnMonthlyPrices.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: pkg/IntroCompFinR/man/VanguardPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/VanguardPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/VanguardPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -0,0 +1,25 @@ +% Generated by roxygen2 (4.1.0): do not edit by hand +% Please edit documentation in R/data.R +\docType{data} +\name{VanguardPrices} +\alias{VanguardPrices} +\title{Monthly adjusted closing price for Vanguard Mutual Fund} +\format{A \samp{xts} object on Jan-1995 to Jan-2015 containing: +\describe{ + \item{vfinx}{Vanguard 500 Index adjusted closing price in USD} + \item{veurx}{Vanguard European Stock Index adjusted closing price in USD} + \item{veiex}{Vanguard Emerging Markets Stock adjusted closing price in USD} + \item{vbltx}{Vanguard Long-Term Bond Index adjusted closing price in USD} + \item{vbisx}{Vanguard Short-Term Bond Index adjusted closing price in USD} + \item{vpacx}{Vanguard Pacific Stock Index adjusted closing price in USD} +} +Indexed by class 'yearmon' num [1:240] 1995 1995 1995 1995 1995 ...} +\usage{ +VanguardPrices +} +\description{ +A \samp{xts} object of daily adjusted closing price for Vanguard Mutual Fund from Jan-1995 to +Jan-2015. +} +\keyword{datasets} + Added: pkg/IntroCompFinR/man/amznDailyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/amznDailyPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/amznDailyPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -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{amznDailyPrices} +\alias{amznDailyPrices} +\title{Daily adjusted closing price for Amazon stock} +\format{A \samp{xts} object on Jan-1998 to Jan-2015 containing: +\describe{ + \item{AMZN}{adjusted closing price in USD} +} +Indexed by objects of class: [Date] TZ: UTC.} +\source{ +Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=AMZN+Historical+Prices} +} +\usage{ +amznDailyPrices +} +\description{ +A \samp{xts} object of daily adjusted closing price for Amazon from Jan-1998 to Jan-2015. +} +\keyword{datasets} + Added: pkg/IntroCompFinR/man/amznMonthlyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/amznMonthlyPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/amznMonthlyPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -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{amznMonthlyPrices} +\alias{amznMonthlyPrices} +\title{Monthly adjusted closing price for Amazon stock} +\format{A \samp{xts} object on Jan-1998 to Jan-2015 containing: +\describe{ + \item{AMZN}{adjusted closing price in USD} +} +Indexed by objects of class: [Date] TZ: UTC.} +\source{ +Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=AMZN+Historical+Prices} +} +\usage{ +amznMonthlyPrices +} +\description{ +A \samp{xts} object of monthly adjusted closing price for Amazon from Jan-1998 to Jan-2015. +} +\keyword{datasets} + Added: pkg/IntroCompFinR/man/baDailyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/baDailyPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/baDailyPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -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{baDailyPrices} +\alias{baDailyPrices} +\title{Daily adjusted closing price for Boeing stock} +\format{A \samp{xts} object on Jan-1993 to Jan-2015 containing: +\describe{ + \item{BA}{adjusted closing price in USD} +} +Indexed by objects of class: [Date] TZ: UTC.} +\source{ +Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=BA+Historical+Prices} +} +\usage{ +baDailyPrices +} +\description{ +A \samp{xts} object of daily adjusted closing price for Boeing from Jan-1993 to Jan-2015. +} +\keyword{datasets} + Added: pkg/IntroCompFinR/man/baMonthlyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/baMonthlyPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/baMonthlyPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -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{baMonthlyPrices} +\alias{baMonthlyPrices} +\title{Monthly adjusted closing price for Boeing stock} +\format{A \samp{xts} object on Jan-1993 to Jan-2015 containing: +\describe{ + \item{BA}{adjusted closing price in USD} +} +Indexed by objects of class: [Date] TZ: UTC.} +\source{ +Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=BA+Historical+Prices} +} +\usage{ +baMonthlyPrices +} +\description{ +A \samp{xts} object of monthly adjusted closing price for Boeing from Jan-1993 to Jan-2015. +} +\keyword{datasets} + Added: pkg/IntroCompFinR/man/costDailyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/costDailyPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/costDailyPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -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{costDailyPrices} +\alias{costDailyPrices} +\title{Daily adjusted closing price for Costco stock} +\format{A \samp{xts} object on Jan-1993 to Jan-2015 containing: +\describe{ + \item{COST}{adjusted closing price in USD} +} +Indexed by objects of class: [Date] TZ: UTC.} +\source{ +Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=COST+Historical+Prices} +} +\usage{ +costDailyPrices +} +\description{ +A \samp{xts} object of daily adjusted closing price for Costco from Jan-1993 to Jan-2015. +} +\keyword{datasets} + Added: pkg/IntroCompFinR/man/costMonthlyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/costMonthlyPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/costMonthlyPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -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{costMonthlyPrices} +\alias{costMonthlyPrices} +\title{Monthly adjusted closing price for Costco stock} +\format{A \samp{xts} object on Jan-1993 to Jan-2015 containing: +\describe{ + \item{COST}{adjusted closing price in USD} +} +Indexed by objects of class: [Date] TZ: UTC.} +\source{ +Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=COST+Historical+Prices} +} +\usage{ +costMonthlyPrices +} +\description{ +A \samp{xts} object of monthly adjusted closing price for Costco from Jan-1993 to Jan-2015. +} +\keyword{datasets} + Added: pkg/IntroCompFinR/man/jwnDailyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/jwnDailyPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/jwnDailyPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -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{jwnDailyPrices} +\alias{jwnDailyPrices} +\title{Daily adjusted closing price for Nordstrom stock} +\format{A \samp{xts} object on Jan-1993 to Jan-2015 containing: +\describe{ + \item{JWN}{adjusted closing price in USD} +} +Indexed by objects of class: [Date] TZ: UTC.} +\source{ +Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=JWN+Historical+Prices} +} +\usage{ +jwnDailyPrices +} +\description{ +A \samp{xts} object of daily adjusted closing price for Nordstrom from Jan-1993 to Jan-2015. +} +\keyword{datasets} + Added: pkg/IntroCompFinR/man/jwnMonthlyPrices.Rd =================================================================== --- pkg/IntroCompFinR/man/jwnMonthlyPrices.Rd (rev 0) +++ pkg/IntroCompFinR/man/jwnMonthlyPrices.Rd 2015-03-02 20:17:45 UTC (rev 16) @@ -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{jwnMonthlyPrices} +\alias{jwnMonthlyPrices} +\title{Monthly adjusted closing price for Nordstrom stock} +\format{A \samp{xts} object on Jan-1993 to Jan-2015 containing: +\describe{ + \item{JWN}{adjusted closing price in USD} +} +Indexed by objects of class: [Date] TZ: UTC.} +\source{ +Yahoo! Finance: \url{http://finance.yahoo.com/q/hp?s=JWN+Historical+Prices} +} +\usage{ +jwnMonthlyPrices +} +\description{ +A \samp{xts} object of monthly adjusted closing price for Nordstrom from Jan-1993 to Jan-2015. +} +\keyword{datasets} + From noreply at r-forge.r-project.org Wed Mar 4 21:15:02 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 4 Mar 2015 21:15:02 +0100 (CET) Subject: [Introcompfinr-commits] r17 - in pkg/IntroCompFinR: . R man Message-ID: <20150304201502.B898E1867C1@r-forge.r-project.org> Author: bethanyyollin Date: 2015-03-04 21:15:02 +0100 (Wed, 04 Mar 2015) New Revision: 17 Added: pkg/IntroCompFinR/R/fourPanelPlot.R pkg/IntroCompFinR/man/fourPanelPlot.Rd Modified: pkg/IntroCompFinR/DESCRIPTION pkg/IntroCompFinR/NAMESPACE Log: Added fourPanelPlot.R and function documentation. Changed imports in DESCRIPTION to include PerfomanceAnalytics (for use of checkData in fourPanelPlot.R). Modified: pkg/IntroCompFinR/DESCRIPTION =================================================================== --- pkg/IntroCompFinR/DESCRIPTION 2015-03-02 20:17:45 UTC (rev 16) +++ pkg/IntroCompFinR/DESCRIPTION 2015-03-04 20:15:02 UTC (rev 17) @@ -11,7 +11,6 @@ Moreover, the book coming soon is also based on this package. License: GPL-2 Depends: R (>= 2.12.2), xts -Imports: quadprog -Suggests: PerformanceAnalytics +Imports: quadprog, PerformanceAnalytics LazyLoad: yes LazyData: true \ No newline at end of file Modified: pkg/IntroCompFinR/NAMESPACE =================================================================== --- pkg/IntroCompFinR/NAMESPACE 2015-03-02 20:17:45 UTC (rev 16) +++ pkg/IntroCompFinR/NAMESPACE 2015-03-04 20:15:02 UTC (rev 17) @@ -2,6 +2,7 @@ export(efficient.frontier) export(efficient.portfolio) +export(fourPanelPlot) export(getPortfolio) export(globalMin.portfolio) export(plot.Markowitz) Added: pkg/IntroCompFinR/R/fourPanelPlot.R =================================================================== --- pkg/IntroCompFinR/R/fourPanelPlot.R (rev 0) +++ pkg/IntroCompFinR/R/fourPanelPlot.R 2015-03-04 20:15:02 UTC (rev 17) @@ -0,0 +1,36 @@ +#' @title Create four-panel plot of returns +#' +#' @author Eric Zivot +#' +#' @description +#' Four-panel plot showing histogram with normal curve overlaid, boxplot, sample ACF, and normal +#' qq-plot. Inspired by the four-panel plot in Statistical Analysis of Financial Data with R by +#' Rene Carmona. +#' +#' @param ret Single data object (xts, zoo, matrix, data.frame) of returns. It is assumed that the +#' column has a name +#' +#' @export fourPanelPlot + +fourPanelPlot <- +function(ret) +{ + ret = PerformanceAnalytics::checkData(ret, "matrix") + retName = colnames(ret) + ret.den = density(ret) + par(mfrow=c(2,2)) + hist(ret, main=paste(retName, " monthly returns", sep=""), + xlab=retName, probability=T, col="cornflowerblue") + # overlay normal distribution on smoothed density + lines(ret.den$x, dnorm(ret.den$x, mean=mean(ret), sd=sd(ret)), + col="black", lwd=2) + legend(x="topleft", legend=c("Normal Curve"), + lty=1, col="black", lwd=2, bty="n") + boxplot(ret, outchar=T, col="cornflowerblue") + # autocorrelations + acf(ret, lwd=2, main="") + # qq plot + qqnorm(ret, col="cornflowerblue", pch=16) + qqline(ret) + par(mfrow=c(1,1)) +} \ No newline at end of file Added: pkg/IntroCompFinR/man/fourPanelPlot.Rd =================================================================== --- pkg/IntroCompFinR/man/fourPanelPlot.Rd (rev 0) +++ pkg/IntroCompFinR/man/fourPanelPlot.Rd 2015-03-04 20:15:02 UTC (rev 17) @@ -0,0 +1,21 @@ +% Generated by roxygen2 (4.1.0): do not edit by hand +% Please edit documentation in R/fourPanelPlot.R +\name{fourPanelPlot} +\alias{fourPanelPlot} +\title{Create four-panel plot of returns} +\usage{ +fourPanelPlot(ret) +} +\arguments{ +\item{ret}{Single data object (xts, zoo, matrix, data.frame) of returns. It is assumed that the +column has a name} +} +\description{ +Four-panel plot showing histogram with normal curve overlaid, boxplot, sample ACF, and normal +qq-plot. Inspired by the four-panel plot in Statistical Analysis of Financial Data with R by +Rene Carmona. +} +\author{ +Eric Zivot +} + From noreply at r-forge.r-project.org Mon Mar 30 23:17:28 2015 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 30 Mar 2015 23:17:28 +0200 (CEST) Subject: [Introcompfinr-commits] r18 - pkg/IntroCompFinR/data Message-ID: <20150330211728.2CBBC187884@r-forge.r-project.org> Author: bethanyyollin Date: 2015-03-30 23:17:27 +0200 (Mon, 30 Mar 2015) New Revision: 18 Modified: pkg/IntroCompFinR/data/VanguardPrices.rda pkg/IntroCompFinR/data/amznMonthlyPrices.rda pkg/IntroCompFinR/data/baMonthlyPrices.rda pkg/IntroCompFinR/data/costMonthlyPrices.rda pkg/IntroCompFinR/data/jwnMonthlyPrices.rda pkg/IntroCompFinR/data/msftMonthlyPrices.rda pkg/IntroCompFinR/data/sbuxMonthlyPrices.rda pkg/IntroCompFinR/data/sp500MonthlyPrices.rda Log: Recreated data objects with timezone set to UTC. Modified: pkg/IntroCompFinR/data/VanguardPrices.rda =================================================================== (Binary files differ) Modified: pkg/IntroCompFinR/data/amznMonthlyPrices.rda =================================================================== (Binary files differ) Modified: pkg/IntroCompFinR/data/baMonthlyPrices.rda =================================================================== (Binary files differ) Modified: pkg/IntroCompFinR/data/costMonthlyPrices.rda =================================================================== (Binary files differ) Modified: pkg/IntroCompFinR/data/jwnMonthlyPrices.rda =================================================================== (Binary files differ) Modified: pkg/IntroCompFinR/data/msftMonthlyPrices.rda =================================================================== (Binary files differ) Modified: pkg/IntroCompFinR/data/sbuxMonthlyPrices.rda =================================================================== (Binary files differ) Modified: pkg/IntroCompFinR/data/sp500MonthlyPrices.rda =================================================================== (Binary files differ)