[Returnanalytics-commits] r2346 - pkg/FactorAnalytics

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

Author: chenyian
Date: 2013-06-17 20:27:51 +0200 (Mon, 17 Jun 2013)
New Revision: 2346

Modified:
   pkg/FactorAnalytics/DESCRIPTION
Log:
change DESCRIPTION file 

Modified: pkg/FactorAnalytics/DESCRIPTION
===================================================================
--- pkg/FactorAnalytics/DESCRIPTION	2013-06-17 17:12:41 UTC (rev 2345)
+++ pkg/FactorAnalytics/DESCRIPTION	2013-06-17 18:27:51 UTC (rev 2346)
@@ -1,8 +1,8 @@
-Package: factorAnalyticsUW
+Package: factorAnalytics
 Type: Package
 Title: factor analysis
-Version: 1.1
-Date: 2011-07-22
+Version: 1.0
+Date: 2013-06-17
 Author: Eric Zivot and Yi-An Chen
 Maintainer: Yi-An Chen <chenyian at uw.edu>
 Description: An R package for estimation and risk analysis of linear factor models for asset returns and portfolios. It contains three major fitting method for the factor models: fitting macroeconomic factor model, fitting fundamental factor model and fitting statistical factor model and some risk analysis tools like VaR, ES to use the result of the fitting method. It also provides the different type of distribution to fit the fat-tail behavior of the financial returns, including edgeworth expansion type distribution.