[Returnanalytics-commits] r2951 - pkg/PerformanceAnalytics/sandbox/pulkit/R

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

Author: braverock
Date: 2013-08-31 16:03:26 +0200 (Sat, 31 Aug 2013)
New Revision: 2951

Modified:
   pkg/PerformanceAnalytics/sandbox/pulkit/R/DrawdownBeta.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/Drawdownalpha.R
Log:
- fix Return.portfolio typo


Modified: pkg/PerformanceAnalytics/sandbox/pulkit/R/DrawdownBeta.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/R/DrawdownBeta.R	2013-08-31 13:44:16 UTC (rev 2950)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/R/DrawdownBeta.R	2013-08-31 14:03:26 UTC (rev 2951)
@@ -82,7 +82,7 @@
         p = 1
     }
     if(!is.null(weights)){
-        x = Returns.portfolio(R,weights)
+        x = Return.portfolio(R,weights)
     }
     if(geometric){
         cumul_x = cumprod(x+1)-1

Modified: pkg/PerformanceAnalytics/sandbox/pulkit/R/Drawdownalpha.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/R/Drawdownalpha.R	2013-08-31 13:44:16 UTC (rev 2950)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/R/Drawdownalpha.R	2013-08-31 14:03:26 UTC (rev 2951)
@@ -66,7 +66,7 @@
     xm = checkData(Rm)
     beta = BetaDrawdown(R,Rm,p = p,weights=weights,geometric=geometric,type=type,...)
     if(!is.null(weights)){
-        x = Returns.portfolio(R,weights)
+        x = Return.portfolio(R,weights)
     }
     if(geometric){
         cumul_x = cumprod(x+1)-1