[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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