[Returnanalytics-commits] r2167 - in pkg/PerformanceAnalytics: . R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Jul 16 16:53:01 CEST 2012


Author: braverock
Date: 2012-07-16 16:53:00 +0200 (Mon, 16 Jul 2012)
New Revision: 2167

Modified:
   pkg/PerformanceAnalytics/NAMESPACE
   pkg/PerformanceAnalytics/R/CoMoments.R
Log:
- minor change to exports


Modified: pkg/PerformanceAnalytics/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/NAMESPACE	2012-07-16 11:32:01 UTC (rev 2166)
+++ pkg/PerformanceAnalytics/NAMESPACE	2012-07-16 14:53:00 UTC (rev 2167)
@@ -6,8 +6,8 @@
 export(AverageRecovery)
 export(BernardoLedoitratio)
 export(BetaCoKurtosis)
-export(BetaCoMoments)
 export(BetaCoSkewness)
+export(BetaCoVariance)
 export(BurkeRatio)
 export(CalculateReturns)
 export(CalmarRatio)
@@ -59,8 +59,8 @@
 export(checkData)
 export(clean.boudt)
 export(CoKurtosis)
-export(CoMoments)
 export(CoSkewness)
+export(CoVariance)
 export(DownsideDeviation)
 export(DownsideFrequency)
 export(DRatio)

Modified: pkg/PerformanceAnalytics/R/CoMoments.R
===================================================================
--- pkg/PerformanceAnalytics/R/CoMoments.R	2012-07-16 11:32:01 UTC (rev 2166)
+++ pkg/PerformanceAnalytics/R/CoMoments.R	2012-07-16 14:53:00 UTC (rev 2167)
@@ -204,7 +204,7 @@
 #' CoSkewness(managers[, "HAM2", drop=FALSE], managers[, "SP500 TR", drop=FALSE])
 #' CoKurtosis(managers[, "HAM2", drop=FALSE], managers[, "SP500 TR", drop=FALSE])
 #' 
-#' @export
+#' @export CoVariance
 CoVariance<- function(Ra,Rb)
 {# @author Kris Boudt, Peter Carl
     Ra= checkData(Ra)
@@ -341,7 +341,7 @@
 #' BetaCoKurtosis(managers[,1:6], managers[,8,drop=FALSE])
 #' BetaCoKurtosis(managers[,1:6], managers[,8:7])
 #' 
-#' @export 
+#' @export  BetaCoVariance
 BetaCoVariance <- function(Ra,Rb)
 {# @author Kris Boudt, Peter Carl
     Ra= checkData(Ra)



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