[Returnanalytics-commits] r2696 - pkg/FactorAnalytics/R

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

Author: chenyian
Date: 2013-08-02 02:11:09 +0200 (Fri, 02 Aug 2013)
New Revision: 2696

Removed:
   pkg/FactorAnalytics/R/dCornishFisher.R
Modified:
   pkg/FactorAnalytics/R/
Log:



Property changes on: pkg/FactorAnalytics/R
___________________________________________________________________
Modified: svn:ignore
   - bootstrapFactorESdecomposition.r
bootstrapFactorVaRdecomposition.r
chart.RollingStyle.R
chart.Style.R
covEWMA.R
plot.MacroFactorModel.r
print.MacroFactorModel.r
summary.MacroFactorModel.r

   + bootstrapFactorESdecomposition.r
bootstrapFactorVaRdecomposition.r
chart.RollingStyle.R
chart.Style.R
covEWMA.R
dCornishFisher.R
plot.MacroFactorModel.r
print.MacroFactorModel.r
summary.MacroFactorModel.r


Deleted: pkg/FactorAnalytics/R/dCornishFisher.R
===================================================================
--- pkg/FactorAnalytics/R/dCornishFisher.R	2013-08-02 00:09:21 UTC (rev 2695)
+++ pkg/FactorAnalytics/R/dCornishFisher.R	2013-08-02 00:11:09 UTC (rev 2696)
@@ -1,8 +0,0 @@
-dCornishFisher <-
-function(x, n,skew, ekurt) {
-
-density <- dnorm(x) + 1/sqrt(n)*(skew/6*(x^3-3*x))*dnorm(x) +
-    1/n *( (skew)^2/72*(x^6 - 15*x^4 + 45*x^2 -15) + ekurt/24 *(x^4-6*x^2+3) )*dnorm(x)
-return(density)
-}
-