[Returnanalytics-commits] r2958 - in pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm: R man

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

Author: braverock
Date: 2013-08-31 23:49:13 +0200 (Sat, 31 Aug 2013)
New Revision: 2958

Modified:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd
Log:
- fix broken example


Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R	2013-08-31 21:38:47 UTC (rev 2957)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R	2013-08-31 21:49:13 UTC (rev 2958)
@@ -17,7 +17,7 @@
 #' @keywords Autocorrelation lag factors
 #' @examples
 #' 
-#' data(edhec[,1])
+#' data(edhec)
 #' chart.Autocorrelation(edhec[,1])
 #' 
 #' @rdname chart.Autocorrelation

Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd	2013-08-31 21:38:47 UTC (rev 2957)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd	2013-08-31 21:49:13 UTC (rev 2958)
@@ -1,44 +1,44 @@
-\name{chart.Autocorrelation}
-\alias{chart.Autocorrelation}
-\title{Stacked Bar Autocorrelation Plot}
-\usage{
-  chart.Autocorrelation(R)
-}
-\arguments{
-  \item{R}{an xts, vector, matrix, data frame, timeSeries
-  or zoo object of an asset return}
-}
-\value{
-  Stack Bar plot of lagged return coefficients
-}
-\description{
-  A wrapper to create box and whiskers plot of lagged
-  autocorrelation analysis
-}
-\details{
-  We have also provided controls for all the symbols and
-  lines in the chart. One default, set by
-  \code{as.Tufte=TRUE}, will strip chartjunk and draw a
-  Boxplot per recommendations by Burghardt, Duncan and
-  Liu(2013)
-}
-\examples{
-data(edhec[,1])
-chart.Autocorrelation(edhec[,1])
-}
-\author{
-  Peter Carl, Brian Peterson, Shubhankit Mohan
-}
-\references{
-  Burghardt, G., and L. Liu, \emph{ It's the
-  Autocorrelation, Stupid (November 2012) Newedge working
-  paper.}
-  \url{http://www.amfmblog.com/assets/Newedge-Autocorrelation.pdf}
-}
-\seealso{
-  \code{\link[graphics]{boxplot}}
-}
-\keyword{Autocorrelation}
-\keyword{factors}
-\keyword{lag}
-
+\name{chart.Autocorrelation}
+\alias{chart.Autocorrelation}
+\title{Stacked Bar Autocorrelation Plot}
+\usage{
+  chart.Autocorrelation(R)
+}
+\arguments{
+  \item{R}{an xts, vector, matrix, data frame, timeSeries
+  or zoo object of an asset return}
+}
+\value{
+  Stack Bar plot of lagged return coefficients
+}
+\description{
+  A wrapper to create box and whiskers plot of lagged
+  autocorrelation analysis
+}
+\details{
+  We have also provided controls for all the symbols and
+  lines in the chart. One default, set by
+  \code{as.Tufte=TRUE}, will strip chartjunk and draw a
+  Boxplot per recommendations by Burghardt, Duncan and
+  Liu(2013)
+}
+\examples{
+data(edhec)
+chart.Autocorrelation(edhec[,1])
+}
+\author{
+  Peter Carl, Brian Peterson, Shubhankit Mohan
+}
+\references{
+  Burghardt, G., and L. Liu, \emph{ It's the
+  Autocorrelation, Stupid (November 2012) Newedge working
+  paper.}
+  \url{http://www.amfmblog.com/assets/Newedge-Autocorrelation.pdf}
+}
+\seealso{
+  \code{\link[graphics]{boxplot}}
+}
+\keyword{Autocorrelation}
+\keyword{factors}
+\keyword{lag}
+