[Returnanalytics-commits] r2375 - pkg/Meucci/man

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

Author: xavierv
Date: 2013-06-19 13:36:30 +0200 (Wed, 19 Jun 2013)
New Revision: 2375

Added:
   pkg/Meucci/man/LognormalCopulaPdf.Rd
Log:
- roxygenized documentation for last added files

Added: pkg/Meucci/man/LognormalCopulaPdf.Rd
===================================================================
--- pkg/Meucci/man/LognormalCopulaPdf.Rd	                        (rev 0)
+++ pkg/Meucci/man/LognormalCopulaPdf.Rd	2013-06-19 11:36:30 UTC (rev 2375)
@@ -0,0 +1,31 @@
+\name{LognormalCopulaPdf}
+\alias{LognormalCopulaPdf}
+\title{Computes the pdf of the copula of the lognormal distribution at the generic point u in the unit hypercube,
+as described in  A. Meucci, "Risk and Asset Allocation", Springer, 2005.}
+\usage{
+  LognormalCopulaPdf(u, Mu, Sigma)
+}
+\arguments{
+  \item{u}{: [vector] (J x 1) grades}
+
+  \item{Mu}{: [vector] (N x 1) location parameter}
+
+  \item{Sigma}{: [matrix] (N x N) scatter parameter}
+}
+\value{
+  F_U : [vector] (J x 1) PDF values
+}
+\description{
+  Computes the pdf of the copula of the lognormal
+  distribution at the generic point u in the unit
+  hypercube, as described in A. Meucci, "Risk and Asset
+  Allocation", Springer, 2005.
+}
+\author{
+  Xavier Valls \email{flamejat at gmail.com}
+}
+\references{
+  \url{http://} See Meucci's script for
+  "LognormalCopulaPdf.m"
+}
+