[Returnanalytics-commits] r1960 - in pkg/PerformanceAnalytics: R man

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

Author: braverock
Date: 2012-05-23 21:22:36 +0200 (Wed, 23 May 2012)
New Revision: 1960

Modified:
   pkg/PerformanceAnalytics/R/CAPM.utils.R
   pkg/PerformanceAnalytics/R/StdDev.annualized.R
   pkg/PerformanceAnalytics/R/chart.QQPlot.R
   pkg/PerformanceAnalytics/man/CAPM.RiskPremium.Rd
   pkg/PerformanceAnalytics/man/StdDev.annualized.Rd
Log:
- fix codoc errors from roxygen conversion

Modified: pkg/PerformanceAnalytics/R/CAPM.utils.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.utils.R	2012-05-23 18:48:07 UTC (rev 1959)
+++ pkg/PerformanceAnalytics/R/CAPM.utils.R	2012-05-23 19:22:36 UTC (rev 1960)
@@ -1,6 +1,8 @@
 # This file exists to contain several related and small CAPM utility functions.
 # CAPM.alpha and CAPM.beta could probably have gone in here too, but they're already in separate files
 
+#' @rdname CAPM.RiskPremium
+#' @export
 CAPM.CML.slope <- function (Rb, Rf = 0 )
 { #author Brian G. Peterson
 
@@ -13,6 +15,8 @@
     return(result) 
 }
 
+#' @rdname CAPM.RiskPremium
+#' @export
 CAPM.CML <- function (Ra, Rb, Rf = 0)
 { #@author Brian G. Peterson
 
@@ -122,8 +126,6 @@
 #' CAPM.RiskPremium(managers[,"HAM1",drop=FALSE], Rf=0)
 #' CAPM.SML.slope(managers[,"SP500 TR",drop=FALSE], Rf=0)
 #' # should create plots like in Ruppert 7.1 7.2
-#' 
-#' 
 CAPM.RiskPremium <- function (Ra, Rf = 0)
 { #@author Brian G. Peterson
 

Modified: pkg/PerformanceAnalytics/R/StdDev.annualized.R
===================================================================
--- pkg/PerformanceAnalytics/R/StdDev.annualized.R	2012-05-23 18:48:07 UTC (rev 1959)
+++ pkg/PerformanceAnalytics/R/StdDev.annualized.R	2012-05-23 19:22:36 UTC (rev 1960)
@@ -25,7 +25,7 @@
 #' 
 #' 
 #' @aliases sd.multiperiod sd.annualized StdDev.annualized
-#' @param x,R an xts, vector, matrix, data frame, timeSeries or zoo object of
+#' @param x an xts, vector, matrix, data frame, timeSeries or zoo object of
 #' asset returns
 #' @param scale number of periods in a year (daily scale = 252, monthly scale =
 #' 12, quarterly scale = 4)

Modified: pkg/PerformanceAnalytics/R/chart.QQPlot.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.QQPlot.R	2012-05-23 18:48:07 UTC (rev 1959)
+++ pkg/PerformanceAnalytics/R/chart.QQPlot.R	2012-05-23 19:22:36 UTC (rev 1960)
@@ -85,7 +85,8 @@
 function(R, distribution="norm", ylab=NULL,
         xlab=paste(distribution, "Quantiles"), main=NULL, las=par("las"),
         envelope=FALSE, labels=FALSE, col=c(1,4), lwd=2, pch=1, cex=1,
-        line=c("quartiles", "robust", "none"), element.color = "darkgray", cex.axis = 0.8, cex.legend = 0.8, cex.lab = 1, cex.main = 1, xaxis=TRUE, yaxis=TRUE, ylim=NULL, ...)
+        line=c("quartiles", "robust", "none"), element.color = "darkgray", 
+        cex.axis = 0.8, cex.legend = 0.8, cex.lab = 1, cex.main = 1, xaxis=TRUE, yaxis=TRUE, ylim=NULL, ...)
 { # @author Peter Carl
 
     # DESCRIPTION:

Modified: pkg/PerformanceAnalytics/man/CAPM.RiskPremium.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CAPM.RiskPremium.Rd	2012-05-23 18:48:07 UTC (rev 1959)
+++ pkg/PerformanceAnalytics/man/CAPM.RiskPremium.Rd	2012-05-23 19:22:36 UTC (rev 1960)
@@ -1,4 +1,4 @@
-\name{CAPM.RiskPremium}
+\name{CAPM.CML.slope}
 \alias{CAPM.CML}
 \alias{CAPM.CML.slope}
 \alias{CAPM.RiskPremium}
@@ -6,6 +6,10 @@
 \alias{CAPM.utils}
 \title{utility functions for CAPM CML, SML, and RiskPremium}
 \usage{
+  CAPM.CML.slope(Rb, Rf = 0)
+
+  CAPM.CML(Ra, Rb, Rf = 0)
+
   CAPM.RiskPremium(Ra, Rf = 0)
 }
 \arguments{

Modified: pkg/PerformanceAnalytics/man/StdDev.annualized.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/StdDev.annualized.Rd	2012-05-23 18:48:07 UTC (rev 1959)
+++ pkg/PerformanceAnalytics/man/StdDev.annualized.Rd	2012-05-23 19:22:36 UTC (rev 1960)
@@ -7,7 +7,7 @@
   StdDev.annualized(x, scale = NA, ...)
 }
 \arguments{
-  \item{x,R}{an xts, vector, matrix, data frame, timeSeries
+  \item{x}{an xts, vector, matrix, data frame, timeSeries
   or zoo object of asset returns}
 
   \item{scale}{number of periods in a year (daily scale =