[Returnanalytics-commits] r2245 - pkg/PerformanceAnalytics/sandbox/Meucci/demo

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

Author: mkshah
Date: 2012-08-19 04:18:53 +0200 (Sun, 19 Aug 2012)
New Revision: 2245

Modified:
   pkg/PerformanceAnalytics/sandbox/Meucci/demo/00index
Log:
Updating the Index file for the newly added demos

Modified: pkg/PerformanceAnalytics/sandbox/Meucci/demo/00index
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/demo/00index	2012-08-19 02:14:36 UTC (rev 2244)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/demo/00index	2012-08-19 02:18:53 UTC (rev 2245)
@@ -12,4 +12,9 @@
 RobustBayesianAllocation    This script replicates the example from Meucci's MATLAB script S_SimulationsCaseStudy.M
 S_plotGaussHermite          This example script displays mesh points based on Gaussian-Hermite quadrature
 S_SnPCaseStudy              This script replicates the example from Meucci's MATLAB script S_SnPCaseStudy.M
-S_ToyExample                This toy example illustrates the use of Entropy Pooling to compute Fully Flexible Bayesian networks
\ No newline at end of file
+S_ToyExample                This toy example illustrates the use of Entropy Pooling to compute Fully Flexible Bayesian networks
+S_FitProjectRates           This script fits the swap rates dynamics to a multivariate Ornstein-Uhlenbeck process and computes and plots the estimated future distribution
+S_CheckDiagonalization      This script verifies the correctness of the eigenvalue-eigenvector representation in terms of real matrices for the transition matrix of an OU process
+S_CovarianceEvolution       This script represents the evolution of the covariance of an OU process in terms of the dispersion ellipsoid
+S_DeterministicEvolution    This script animates the evolution of the determinstic component of an OU process
+MeanDiversificationFrontier This script computes the mean-diversification efficient frontier
\ No newline at end of file