[Returnanalytics-commits] r2227 - in pkg/PortfolioAnalytics/sandbox/attribution: R man

[noreply at r-forge.r-project.org]

Author: ababii
Date: 2012-08-09 15:48:41 +0200 (Thu, 09 Aug 2012)
New Revision: 2227

Modified:
   pkg/PortfolioAnalytics/sandbox/attribution/R/MarketTiming.R
   pkg/PortfolioAnalytics/sandbox/attribution/man/CAPM.dynamic.Rd
   pkg/PortfolioAnalytics/sandbox/attribution/man/MarketTiming.Rd
Log:
- minor changes in the documentation

Modified: pkg/PortfolioAnalytics/sandbox/attribution/R/MarketTiming.R
===================================================================
--- pkg/PortfolioAnalytics/sandbox/attribution/R/MarketTiming.R	2012-08-09 12:59:54 UTC (rev 2226)
+++ pkg/PortfolioAnalytics/sandbox/attribution/R/MarketTiming.R	2012-08-09 13:48:41 UTC (rev 2227)
@@ -30,7 +30,7 @@
 #' @param Rf risk free rate, in same period as your returns
 #' @param method used to select between Treynor-Mazuy and Henriksson-Merton
 #' models. May be any of: \itemize{ \item TM - Treynor-Mazuy model, 
-#' \item HM - Henriksson-Merton model}. By default Treynor-Mazuy is selected
+#' \item HM - Henriksson-Merton model} By default Treynor-Mazuy is selected
 #' @param \dots any other passthrough parameters
 #' @author Andrii Babii, Peter Carl
 #' @seealso \code{\link{CAPM.beta}}

Modified: pkg/PortfolioAnalytics/sandbox/attribution/man/CAPM.dynamic.Rd
===================================================================
--- pkg/PortfolioAnalytics/sandbox/attribution/man/CAPM.dynamic.Rd	2012-08-09 12:59:54 UTC (rev 2226)
+++ pkg/PortfolioAnalytics/sandbox/attribution/man/CAPM.dynamic.Rd	2012-08-09 13:48:41 UTC (rev 2227)
@@ -9,9 +9,7 @@
   or zoo object of the asset returns}
 
   \item{Rb}{an xts, vector, matrix, data frame, timeSeries
-  or zoo object of the benchmark asset return. On the
-  contrary to other similar functions it works only with a
-  single benchmark (of dimenstion T x 1)}
+  or zoo object of the benchmark asset return}
 
   \item{Rf}{risk free rate, in same period as your returns}
 
@@ -51,8 +49,9 @@
 }
 \examples{
 data(managers)
-CAPM.dynamic(managers[,1,drop=FALSE], managers[,8,drop=FALSE], Rf=.035/12, Z=managers[, 9:10], lags = 2)
-CAPM.dynamic(managers[80:120,1:6], managers[80:120,7,drop=FALSE], Rf=managers[80:120,10,drop=FALSE], Z=managers[80:120, 9:10], lags = 1)
+CAPM.dynamic(managers[,1,drop=FALSE], managers[,8,drop=FALSE], Rf=.035/12, Z=managers[, 9:10])
+CAPM.dynamic(managers[80:120,1:6], managers[80:120,7,drop=FALSE], Rf=managers[80:120,10,drop=FALSE], Z=managers[80:120, 9:10])
+CAPM.dynamic(managers[80:120,1:6], managers[80:120,8:7], managers[80:120,10,drop=FALSE], Z=managers[80:120, 9:10])
 }
 \author{
   Andrii Babii

Modified: pkg/PortfolioAnalytics/sandbox/attribution/man/MarketTiming.Rd
===================================================================
--- pkg/PortfolioAnalytics/sandbox/attribution/man/MarketTiming.Rd	2012-08-09 12:59:54 UTC (rev 2226)
+++ pkg/PortfolioAnalytics/sandbox/attribution/man/MarketTiming.Rd	2012-08-09 13:48:41 UTC (rev 2227)
@@ -16,7 +16,7 @@
   \item{method}{used to select between Treynor-Mazuy and
   Henriksson-Merton models. May be any of: \itemize{ \item
   TM - Treynor-Mazuy model, \item HM - Henriksson-Merton
-  model}. By default Treynor-Mazuy is selected}
+  model} By default Treynor-Mazuy is selected}
 
   \item{\dots}{any other passthrough parameters}
 }