[Returnanalytics-commits] r2373 - pkg/Meucci
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 19 13:30:47 CEST 2013
Author: xavierv
Date: 2013-06-19 13:30:47 +0200 (Wed, 19 Jun 2013)
New Revision: 2373
Modified:
pkg/Meucci/DESCRIPTION
pkg/Meucci/NAMESPACE
Log:
- added S_DisplayLognormalCopulaPdf.R script and its required functions
Modified: pkg/Meucci/DESCRIPTION
===================================================================
--- pkg/Meucci/DESCRIPTION 2013-06-19 07:04:44 UTC (rev 2372)
+++ pkg/Meucci/DESCRIPTION 2013-06-19 11:30:47 UTC (rev 2373)
@@ -28,7 +28,8 @@
R (>= 2.14.0),
zoo,
xts (>= 0.8),
- matlab
+ matlab,
+ pracma
Suggests:
quadprog,
mvtnorm,
@@ -40,7 +41,6 @@
fOptions,
moments,
nloptr,
- pracma,
ggplot2,
expm,
latticeExtra
@@ -62,3 +62,4 @@
'RobustBayesianAllocation.R'
'LognormalMoments2Parameters.R'
'LognormalParameters2Statistics.R'
+ 'LognormalCopulaPdf.R'
Modified: pkg/Meucci/NAMESPACE
===================================================================
--- pkg/Meucci/NAMESPACE 2013-06-19 07:04:44 UTC (rev 2372)
+++ pkg/Meucci/NAMESPACE 2013-06-19 11:30:47 UTC (rev 2373)
@@ -11,6 +11,7 @@
export(hermitePolynomial)
export(integrateSubIntervals)
export(linreturn)
+export(LognormalCopulaPdf)
export(LognormalMoments2Parameters)
export(LognormalParam2Statistics)
export(MvnRnd)
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