[Returnanalytics-commits] r1959 - pkg/PerformanceAnalytics/R

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

Author: braverock
Date: 2012-05-23 20:48:07 +0200 (Wed, 23 May 2012)
New Revision: 1959

Modified:
   pkg/PerformanceAnalytics/R/SortinoRatio.R
Log:
- apply dots to DownsideDeviation function, per request from Suraj Gupta

Modified: pkg/PerformanceAnalytics/R/SortinoRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/SortinoRatio.R	2012-05-23 18:45:19 UTC (rev 1958)
+++ pkg/PerformanceAnalytics/R/SortinoRatio.R	2012-05-23 18:48:07 UTC (rev 1959)
@@ -62,7 +62,7 @@
     
     sr <-function (R, MAR)
     {
-        SR = mean(Return.excess(R, MAR), na.rm=TRUE)/DownsideDeviation(R, MAR)
+        SR = mean(Return.excess(R, MAR), na.rm=TRUE)/DownsideDeviation(R, MAR, ...)
         SR
     }