[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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