[Returnanalytics-commits] r2274 - pkg/Meucci

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

Author: peter_carl
Date: 2012-09-05 03:38:52 +0200 (Wed, 05 Sep 2012)
New Revision: 2274

Modified:
   pkg/Meucci/DESCRIPTION
Log:
- restored author and version, borked somehow...


Modified: pkg/Meucci/DESCRIPTION
===================================================================
--- pkg/Meucci/DESCRIPTION	2012-09-05 01:35:12 UTC (rev 2273)
+++ pkg/Meucci/DESCRIPTION	2012-09-05 01:38:52 UTC (rev 2274)
@@ -1,9 +1,9 @@
 Package: Meucci
 Type: Package
 Title: Collection of functionality ported from the MATLAB code of Attilio Meucci.
-Version: 1.0.4.5
+Version: 0.2
 Date: $Date: 2012-06-06 15:18:48 -0500 (Wed, 06 Jun 2012) $
-Author: Manan Shah 
+Author: Manan Shah, Ram Ahluwalia
 Maintainer: Brian G. Peterson <brian at braverock.com>
 Description: Attilio Meucci is a thought leader in advanced risk and portfolio management. His innovations include Entropy Pooling (technique for fully flexible portfolio construction), Factors on Demand (on-the-fly factor model for optimal hedging), Effective Number of Bets (entropy-eigenvalue statistic for diversification management), Fully Flexible Probabilities (technique for on-the-fly stress-test and estimation without re-pricing), and Copula-Marginal Algorithm (algorithm to generate panic copulas).