[Returnanalytics-commits] r2169 - pkg/PortfolioAnalytics/sandbox/attribution
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jul 17 01:19:13 CEST 2012
Author: braverock
Date: 2012-07-17 01:19:13 +0200 (Tue, 17 Jul 2012)
New Revision: 2169
Modified:
pkg/PortfolioAnalytics/sandbox/attribution/DESCRIPTION
Log:
- add Depends for PerformanceAnalytics
Modified: pkg/PortfolioAnalytics/sandbox/attribution/DESCRIPTION
===================================================================
--- pkg/PortfolioAnalytics/sandbox/attribution/DESCRIPTION 2012-07-16 16:49:54 UTC (rev 2168)
+++ pkg/PortfolioAnalytics/sandbox/attribution/DESCRIPTION 2012-07-16 23:19:13 UTC (rev 2169)
@@ -9,7 +9,8 @@
Depends:
R (>= 2.14.0),
zoo,
- xts (>= 0.8)
+ xts (>= 0.8),
+ PerformanceAnalytics(>= 1.0.4.3)
Suggests:
Hmisc,
MASS,
@@ -23,23 +24,3 @@
License: GPL
URL: http://r-forge.r-project.org/projects/returnanalytics/
Copyright: (c) 2004-2012
-Collate:
- 'AttributionFixedIncome.R'
- 'Attribution.geometric.R'
- 'attribution.levels.R'
- 'attribution.R'
- 'Carino.R'
- 'Conv.option.R'
- 'DaviesLaker.R'
- 'Frongello.R'
- 'Grap.R'
- 'HierarchyQuintiles.R'
- 'logLinking.R'
- 'logLinkingZoo.R'
- 'Menchero.R'
- 'Modigliani.R'
- 'periodApplyEZ.R'
- 'relativeAttribution.R'
- 'relativeAttributionWithoutFactors.R'
- 'Return.annualized.excess.R'
- 'Return.level.R'
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