[Returnanalytics-commits] r2193 - pkg/PerformanceAnalytics/sandbox/Meucci/R

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

Author: mkshah
Date: 2012-07-23 02:18:17 +0200 (Mon, 23 Jul 2012)
New Revision: 2193

Modified:
   pkg/PerformanceAnalytics/sandbox/Meucci/R/InvariantProjection.R
Log:
Updating comments

Modified: pkg/PerformanceAnalytics/sandbox/Meucci/R/InvariantProjection.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Meucci/R/InvariantProjection.R	2012-07-23 00:11:22 UTC (rev 2192)
+++ pkg/PerformanceAnalytics/sandbox/Meucci/R/InvariantProjection.R	2012-07-23 00:18:17 UTC (rev 2193)
@@ -181,7 +181,7 @@
 
 #' Generate arbitrary distribution of a shifted-lognormal invariant
 #' 
-#' %\deqn{X-t + a ~ LogN(m,s^2)} (formula 14)
+#' \deqn{X = a +  e^{ m + sZ }} (formula 14)
 #'
 #' @param   J    a numeric with the number of scenarios
 #' @param   a    a numeric with the location shift parameter. Mean of distribution will be exp(a)