[Returnanalytics-commits] r2288 - in pkg/PerformanceAnalytics: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Oct 6 15:10:48 CEST 2012
Author: braverock
Date: 2012-10-06 15:10:48 +0200 (Sat, 06 Oct 2012)
New Revision: 2288
Modified:
pkg/PerformanceAnalytics/DESCRIPTION
pkg/PerformanceAnalytics/NAMESPACE
pkg/PerformanceAnalytics/R/zzz.R
Log:
- remove sd.xts and mean.xts, since these are now in xts upstream
- bump version, dependencies
Modified: pkg/PerformanceAnalytics/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/DESCRIPTION 2012-09-18 20:14:18 UTC (rev 2287)
+++ pkg/PerformanceAnalytics/DESCRIPTION 2012-10-06 13:10:48 UTC (rev 2288)
@@ -1,7 +1,7 @@
Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis.
-Version: 1.0.5
+Version: 1.0.5.1
Date: $Date$
Author: Peter Carl, Brian G. Peterson
Maintainer: Brian G. Peterson <brian at braverock.com>
@@ -17,7 +17,7 @@
Depends:
R (>= 2.14.0),
zoo,
- xts (>= 0.8)
+ xts (>= 0.8-7.1)
Suggests:
Hmisc,
MASS,
Modified: pkg/PerformanceAnalytics/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/NAMESPACE 2012-09-18 20:14:18 UTC (rev 2287)
+++ pkg/PerformanceAnalytics/NAMESPACE 2012-10-06 13:10:48 UTC (rev 2288)
@@ -229,11 +229,6 @@
S3method(textplot, data.frame)
S3method(textplot, matrix)
-S3method(mean,xts)
-S3method(sd,xts)
-#S3method(mean,matrix)
-S3method(sd,matrix)
-
S3method(rollapply,xts)
# # Export These
Modified: pkg/PerformanceAnalytics/R/zzz.R
===================================================================
--- pkg/PerformanceAnalytics/R/zzz.R 2012-09-18 20:14:18 UTC (rev 2287)
+++ pkg/PerformanceAnalytics/R/zzz.R 2012-10-06 13:10:48 UTC (rev 2288)
@@ -15,22 +15,6 @@
odd <- function (x) x%%2==1
-mean.xts <- function(x,...) {
- if(is.vector(x) ||is.null(ncol(x)) || ncol(x)==1){
- x<-as.numeric(x)
- mean(x,...)
- } else apply(x,2,mean.xts,...)
-}
-mean.matrix <- function(x,...) {apply(x,2,mean,...)}
-
-sd.xts <- function(x,na.rm=FALSE) {
- if(is.vector(x) || is.null(ncol(x)) || ncol(x)==1){
- x<-as.numeric(x)
- sd(x,na.rm=na.rm)
- } else apply(x,2,sd,na.rm=na.rm)
-}
-sd.matrix <- function(x,na.rm=FALSE) {apply(x,2,sd,na.rm=na.rm)}
-
rollapply.xts <- xts:::rollapply.xts
###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
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