[Returnanalytics-commits] r2092 - pkg/PerformanceAnalytics/R

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

Author: matthieu_lestel
Date: 2012-06-29 14:09:33 +0200 (Fri, 29 Jun 2012)
New Revision: 2092

Modified:
   pkg/PerformanceAnalytics/R/DownsideDeviation.R
Log:
modification of DownsideDeviation to make it easier to use for other functions

Modified: pkg/PerformanceAnalytics/R/DownsideDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideDeviation.R	2012-06-29 11:25:08 UTC (rev 2091)
+++ pkg/PerformanceAnalytics/R/DownsideDeviation.R	2012-06-29 12:09:33 UTC (rev 2092)
@@ -120,7 +120,7 @@
 
     method = method[1] 
 
-    if (is.vector(R)) {
+    if (ncol(R)==1 || is.vector(R) || is.null(R)) {
         R = na.omit(R)
 
         r = subset(R, R < MAR)
@@ -153,9 +153,9 @@
         result<-t(result)
         colnames(result) = colnames(R)
         if(potential)
-            rownames(result) = paste("Downside Potential (MAR = ", round(mean(MAR)*100,1),"%)", sep="")
+            rownames(result) = paste("Downside Potential (MAR = ", round(mean(MAR),1),"%)", sep="")
         else
-            rownames(result) = paste("Downside Deviation (MAR = ", round(mean(MAR)*100,1),"%)", sep="")
+            rownames(result) = paste("Downside Deviation (MAR = ", round(mean(MAR),1),"%)", sep="")
         return(result)
     }
 }
@@ -173,17 +173,15 @@
     # FUNCTION:
     
     
-    if (is.vector(R)) {
-        R = na.omit(R)
+    if (is.vector(R) || is.null(R) || ncol(R)==1) {
         return(DownsideDeviation(R, MAR=MAR, method="full", potential=TRUE))
     }
     else {
         R = checkData(R, method = "matrix")
-        MAR=mean(R) #dummy for R CMD check
-        result = apply(R, 2, DownsidePotential)
+        result = apply(R, MARGIN = 2, DownsidePotential, MAR = MAR)
         result = matrix(result, nrow=1)
         colnames(result) = colnames(R)
-        rownames(result) = paste("Downside Potential (MAR = ", round(mean(MAR)*100,1),"%)", sep="")
+        rownames(result) = paste("Downside Potential (MAR = ", round(mean(MAR),1),"%)", sep="")
         return(result)
     }
 }