[Returnanalytics-commits] r2263 - in pkg/Meucci: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Aug 29 21:50:50 CEST 2012
Author: braverock
Date: 2012-08-29 21:50:50 +0200 (Wed, 29 Aug 2012)
New Revision: 2263
Modified:
pkg/Meucci/DESCRIPTION
pkg/Meucci/man/EfficientFrontier.Rd
Log:
- minor updates to build/check
Modified: pkg/Meucci/DESCRIPTION
===================================================================
--- pkg/Meucci/DESCRIPTION 2012-08-29 19:30:55 UTC (rev 2262)
+++ pkg/Meucci/DESCRIPTION 2012-08-29 19:50:50 UTC (rev 2263)
@@ -1,37 +1,25 @@
-Package: Meucci
-Type: Package
-Title: Econometric tools for performance and risk analysis.
-Version: 0.1
-Date: $Date: 2012-06-06 15:18:48 -0500 (Wed, 06 Jun 2012) $
-Author: Ram Ahluwalia, Manan Shah
-Maintainer: Brian G. Peterson <brian at braverock.com>
-Description: stub for Meucci
-Depends:
- R (>= 2.14.0),
- zoo,
- xts (>= 0.8),
- matlab,
- ggplot2,
- MASS,
- pracma,
- Hmisc,
- Matrix,
- nloptr,
- limSolve,moments,
- quadprog
-License: GPL
-URL: http://r-forge.r-project.org/projects/returnanalytics/
-Copyright: (c) 2004-2012
-Collate:
- 'CmaCopula.R'
- 'DetectOutliersviaMVE.R'
- 'EntropyProg.R'
- 'FullyFlexibleBayesNets.R'
- 'HermiteGrid.R'
- 'InvariantProjection.R'
- 'logToArithmeticCovariance.R'
- 'Prior2Posterior.R'
- 'RankingInformation.R'
- 'RobustBayesianAllocation.R'
- 'MeanDiversificationFrontier.R'
- 'MultivariateOUnCointegration.R'
\ No newline at end of file
+Package: Meucci
+Type: Package
+Title: Port of Attilio Meucci's Matlab code to R
+Version: 0.2
+Date: $Date: 2012-06-06 15:18:48 -0500 (Wed, 06 Jun 2012) $
+Author: Ram Ahluwalia, Manan Shah
+Maintainer: Brian G. Peterson <brian at braverock.com>
+Description: Port of Attilio Meucci's Matlab code to R performed
+persuant to GSoC 2012.
+Depends:
+ R (>= 2.14.0),
+ zoo,
+ xts (>= 0.8),
+ matlab,
+ ggplot2,
+ MASS,
+ pracma,
+ Hmisc,
+ Matrix,
+ nloptr,
+ limSolve,moments,
+ quadprog
+License: GPL
+URL: http://r-forge.r-project.org/projects/returnanalytics/
+Copyright: (c) 2004-2012
Modified: pkg/Meucci/man/EfficientFrontier.Rd
===================================================================
--- pkg/Meucci/man/EfficientFrontier.Rd 2012-08-29 19:30:55 UTC (rev 2262)
+++ pkg/Meucci/man/EfficientFrontier.Rd 2012-08-29 19:50:50 UTC (rev 2263)
@@ -1,4 +1,5 @@
\name{EfficientFrontier}
+\title{EfficientFrontier}
\alias{EfficientFrontier}
\usage{
EfficientFrontier(X, p, Options)
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