[Returnanalytics-commits] r2174 - pkg/PortfolioAnalytics/sandbox/attribution/man

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

Author: ababii
Date: 2012-07-18 16:41:51 +0200 (Wed, 18 Jul 2012)
New Revision: 2174

Removed:
   pkg/PortfolioAnalytics/sandbox/attribution/man/Weight.transform.Rd
Log:
- was replaced by Return.leve.Rd some time ago

Deleted: pkg/PortfolioAnalytics/sandbox/attribution/man/Weight.transform.Rd
===================================================================
--- pkg/PortfolioAnalytics/sandbox/attribution/man/Weight.transform.Rd	2012-07-18 10:49:36 UTC (rev 2173)
+++ pkg/PortfolioAnalytics/sandbox/attribution/man/Weight.transform.Rd	2012-07-18 14:41:51 UTC (rev 2174)
@@ -1,51 +0,0 @@
-\name{Weight.transform}
-\alias{Return.level}
-\alias{Weight.level}
-\alias{Weight.transform}
-\title{aggregate portfolio returns and weights up to the chosen level from the
-hierarchy}
-\usage{
-  Weight.transform(wp, Rp)
-}
-\arguments{
-  \item{Rp}{xts, data frame or matrix of portfolio returns}
-
-  \item{wp}{vector, xts, data frame or matrix of portfolio
-  weights}
-
-  \item{h}{data.frame with portfolio hierarchy}
-
-  \item{level}{level from the hierarchy to which returns
-  and weights will be aggregated}
-}
-\description{
-  Aggregate returns and weights up to the chosen level from
-  the hierarchy. Hierarchy can be used from the
-  buildHierarchy function or defined manually in the same
-  way as the buildHierarchy's output. If for the selected
-  level the values in the hierarchy are numeric, the
-  aggregation of returns or weights is performed by
-  quintiles. \code{Weight.transform} makes transformation
-  of weights to the xts object conformable with returns.
-}
-\examples{
-data(attrib)
-Weight.transform(wp, Rp)
-Return.level(Rp, wp, h, level = "MarketCap")
-Weight.level(wp, h, level = "Sector")
-}
-\author{
-  Andrii Babii
-}
-\references{
-  Christopherson, Jon A., Carino, David R., Ferson, Wayne
-  E. \emph{Portfolio Performance Measurement and
-  Benchmarking}. McGraw-Hill. 2009. Chapter 17
-}
-\seealso{
-  \code{\link{buildHierarchy}} \cr
-  \code{\link{Attribution}} \cr
-  \code{\link{Return.portfolio}}
-}
-\keyword{attribution}
-