[Returnanalytics-commits] r2884 - pkg/PerformanceAnalytics/sandbox/pulkit/R

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

Author: pulkit
Date: 2013-08-25 19:12:28 +0200 (Sun, 25 Aug 2013)
New Revision: 2884

Modified:
   pkg/PerformanceAnalytics/sandbox/pulkit/R/PSRopt.R
Log:
error in psropt

Modified: pkg/PerformanceAnalytics/sandbox/pulkit/R/PSRopt.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/R/PSRopt.R	2013-08-25 13:20:41 UTC (rev 2883)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/R/PSRopt.R	2013-08-25 17:12:28 UTC (rev 2884)
@@ -12,8 +12,6 @@
 #'
 #'This optimal vector is invariant of the value adopted by the parameter \eqn{SR^\**}. 
 #'Gradient Ascent Logic is used to compute the weights using the Function PsrPortfolio
-
-
 #'@aliases PsrPortfolio
 #'
 #'@param R The return series
@@ -185,7 +183,7 @@
 
         x_mat = as.matrix(na.omit(x))
         sum = 0
-        output = .Call("sums",mat = x_mat,index,mean,dOrder,weights,mOrder,sum)
+        output = .Call("sums",mat = x_mat,index,mean,dOrder,weights,mOrder,sum,PACKAGE="noniid.pm")
        #for(i in 1:n){
          #   x1 = 0
          #   x2 = (x_mat[i,index]-mean[index])^dOrder
@@ -213,7 +211,7 @@
     get_Moments<-function(series,order,mean = 0){
         sum = 0
         mat = as.matrix(series)
-        sum = .Call("sums_m",mat,mean,order)
+        sum = .Call("sums_m",mat,mean,order,PACKAGE="noniid.pm")
        # for(i in series){
         #    sum = sum + (i-mean)^order
        # }