[Returnanalytics-commits] r1933 - pkg/PortfolioAnalytics/R

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Mon Apr 30 01:13:58 CEST 2012


Author: peter_carl
Date: 2012-04-30 01:13:58 +0200 (Mon, 30 Apr 2012)
New Revision: 1933

Modified:
   pkg/PortfolioAnalytics/R/extractstats.R
Log:
- removed "pamean" name from search list in names.remove utility function

Modified: pkg/PortfolioAnalytics/R/extractstats.R
===================================================================
--- pkg/PortfolioAnalytics/R/extractstats.R	2012-04-29 22:03:24 UTC (rev 1932)
+++ pkg/PortfolioAnalytics/R/extractstats.R	2012-04-29 23:13:58 UTC (rev 1933)
@@ -28,7 +28,7 @@
 #' @param rnames character vector of names to check for cleanup
 name.replace <- function(rnames){
     rnames<-gsub("objective_measures.",'',rnames)
-    matchvec<-c('mean.mean','median.median','ES.ES','CVaR.ES','ES.MES','CVaR.MES','VaR.MVaR','maxDrawdown.maxDrawdown','sd.sd','StdDev.StdDev','pamean')
+    matchvec<-c('mean.mean','median.median','ES.ES','CVaR.ES','ES.MES','CVaR.MES','VaR.MVaR','maxDrawdown.maxDrawdown','sd.sd','StdDev.StdDev')
     for(str in matchvec){
         pos<-pmatch(str,rnames)
         if(!is.na(pos)){



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