From noreply at r-forge.r-project.org  Fri Oct 30 19:31:28 2015
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Fri, 30 Oct 2015 19:31:28 +0100 (CET)
Subject: [Introcompfinr-commits] r23 - in pkg/IntroCompFinR: . R
Message-ID: <20151030183128.77A7C187C97@r-forge.r-project.org>

Author: bethanyyollin
Date: 2015-10-30 19:31:27 +0100 (Fri, 30 Oct 2015)
New Revision: 23

Modified:
   pkg/IntroCompFinR/DESCRIPTION
   pkg/IntroCompFinR/NAMESPACE
   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/summary.portfolio.R
Log:
S3 methods exported correctly now.

Modified: pkg/IntroCompFinR/DESCRIPTION
===================================================================
--- pkg/IntroCompFinR/DESCRIPTION	2015-05-14 19:14:51 UTC (rev 22)
+++ pkg/IntroCompFinR/DESCRIPTION	2015-10-30 18:31:27 UTC (rev 23)
@@ -2,9 +2,9 @@
 Type: Package
 Title: Introduction to Computational Finance in R
 Version: 1.0
-Date: 2012-08-26
+Date: 2015-10-30
 Author: Eric Zivot
-Maintainer: Eric Zivot <ezivot at uw.edu>
+Maintainer: Bethany Yollin <byollin at gmail.com>
 Description: The package is for the introduction to computational finance in R for Econ 424 in
   University of Washington, Seattle. There are examples and function for demonstration and teaching
   purpose. Students are expected to download the package and learn from the codes and examples. 

Modified: pkg/IntroCompFinR/NAMESPACE
===================================================================
--- pkg/IntroCompFinR/NAMESPACE	2015-05-14 19:14:51 UTC (rev 22)
+++ pkg/IntroCompFinR/NAMESPACE	2015-10-30 18:31:27 UTC (rev 23)
@@ -1,14 +1,14 @@
 # Generated by roxygen2 (4.1.1): do not edit by hand
 
+S3method(plot,Markowitz)
+S3method(plot,portfolio)
+S3method(print,Markowitz)
+S3method(print,portfolio)
+S3method(summary,Markowitz)
+S3method(summary,portfolio)
 export(efficient.frontier)
 export(efficient.portfolio)
 export(fourPanelPlot)
 export(getPortfolio)
 export(globalMin.portfolio)
-export(plot.Markowitz)
-export(plot.portfolio)
-export(print.Markowitz)
-export(print.portfolio)
-export(summary.Markowitz)
-export(summary.portfolio)
 export(tangency.portfolio)

Modified: pkg/IntroCompFinR/R/plot.Markowitz.R
===================================================================
--- pkg/IntroCompFinR/R/plot.Markowitz.R	2015-05-14 19:14:51 UTC (rev 22)
+++ pkg/IntroCompFinR/R/plot.Markowitz.R	2015-10-30 18:31:27 UTC (rev 23)
@@ -42,7 +42,7 @@
 #' sr.tan = (tan.port$er - r.free)/tan.port$sd
 #' abline(a=r.free, b=sr.tan, col="green", lwd=2)
 #' 
-#' @export plot.Markowitz
+#' @export
 
 plot.Markowitz <-
 function(x, plot.assets=FALSE, ...)

Modified: pkg/IntroCompFinR/R/plot.portfolio.R
===================================================================
--- pkg/IntroCompFinR/R/plot.portfolio.R	2015-05-14 19:14:51 UTC (rev 22)
+++ pkg/IntroCompFinR/R/plot.portfolio.R	2015-10-30 18:31:27 UTC (rev 23)
@@ -25,7 +25,7 @@
 #' equalWeight.portfolio = getPortfolio(er=er,cov.mat=covmat,weights=ew)
 #' plot(equalWeight.portfolio, col="blue")
 #' 
-#' @export plot.portfolio
+#' @export
 
 plot.portfolio <-
 function(x, ...)

Modified: pkg/IntroCompFinR/R/print.Markowitz.R
===================================================================
--- pkg/IntroCompFinR/R/print.Markowitz.R	2015-05-14 19:14:51 UTC (rev 22)
+++ pkg/IntroCompFinR/R/print.Markowitz.R	2015-10-30 18:31:27 UTC (rev 23)
@@ -31,7 +31,7 @@
 #' attributes(ef)
 #' print(ef)
 #' 
-#' @export print.Markowitz
+#' @export
 
 print.Markowitz <-
 function(x, ...)

Modified: pkg/IntroCompFinR/R/print.portfolio.R
===================================================================
--- pkg/IntroCompFinR/R/print.portfolio.R	2015-05-14 19:14:51 UTC (rev 22)
+++ pkg/IntroCompFinR/R/print.portfolio.R	2015-10-30 18:31:27 UTC (rev 23)
@@ -25,7 +25,7 @@
 #' equalWeight.portfolio = getPortfolio(er=er,cov.mat=covmat,weights=ew)
 #' print(equalWeight.portfolio)
 #' 
-#' @export print.portfolio
+#' @export
 
 print.portfolio <-
 function(x, ...)

Modified: pkg/IntroCompFinR/R/summary.Markowitz.R
===================================================================
--- pkg/IntroCompFinR/R/summary.Markowitz.R	2015-05-14 19:14:51 UTC (rev 22)
+++ pkg/IntroCompFinR/R/summary.Markowitz.R	2015-10-30 18:31:27 UTC (rev 23)
@@ -35,7 +35,7 @@
 #' attributes(ef)
 #' summary(ef)
 #' 
-#' @export summary.Markowitz
+#' @export
 
 summary.Markowitz <-
 function(object, risk.free=NULL, ...)

Modified: pkg/IntroCompFinR/R/summary.portfolio.R
===================================================================
--- pkg/IntroCompFinR/R/summary.portfolio.R	2015-05-14 19:14:51 UTC (rev 22)
+++ pkg/IntroCompFinR/R/summary.portfolio.R	2015-10-30 18:31:27 UTC (rev 23)
@@ -27,7 +27,7 @@
 #' equalWeight.portfolio = getPortfolio(er=er,cov.mat=covmat,weights=ew)
 #' summary(equalWeight.portfolio)
 #' 
-#' @export summary.portfolio
+#' @export
 
 summary.portfolio <-
 function(object, risk.free=NULL, ...)