[Returnanalytics-commits] r2386 - pkg/Meucci/demo

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

Author: xavierv
Date: 2013-06-20 09:08:17 +0200 (Thu, 20 Jun 2013)
New Revision: 2386

Modified:
   pkg/Meucci/demo/S_DisplayStudentTCopulaPdf.R
   pkg/Meucci/demo/S_EllipticalNDim.R
Log:
-fixedlast commit and documentation

Modified: pkg/Meucci/demo/S_DisplayStudentTCopulaPdf.R
===================================================================
--- pkg/Meucci/demo/S_DisplayStudentTCopulaPdf.R	2013-06-20 07:00:38 UTC (rev 2385)
+++ pkg/Meucci/demo/S_DisplayStudentTCopulaPdf.R	2013-06-20 07:08:17 UTC (rev 2386)
@@ -3,7 +3,7 @@
 #'
 #' @references
 #' \url{http://}
-#' See Meucci's script for "S_DisplayNormalCopulaPdf.m"
+#' See Meucci's script for "S_DisplayStudentTCopulaPdf.m"
 #'
 #' @author Xavier Valls \email{flamejat@@gmail.com}
 #' @export

Modified: pkg/Meucci/demo/S_EllipticalNDim.R
===================================================================
--- pkg/Meucci/demo/S_EllipticalNDim.R	2013-06-20 07:00:38 UTC (rev 2385)
+++ pkg/Meucci/demo/S_EllipticalNDim.R	2013-06-20 07:08:17 UTC (rev 2386)
@@ -1,15 +1,19 @@
 library(mvtnorm);
+#'This script decomposes the N-variate normal distribution into its radial and uniform components
+#' then it uses the uniform component to generate an elliptical distribution with location parameter 
+#' Mu and dispersion parameter Sigma, as described in A. Meucci, "Risk and Asset Allocation",
+#' Springer, 2005,  Chapter 2.
+#'
+#' @references
+#' \url{http://}
+#' See Meucci's script for "S_EllipticalNDim.m"
+#'
+#' @author Xavier Valls \email{flamejat@@gmail.com}
+#' @export
 
 ##################################################################################################################
-### This script decomposes the N-variate normal distribution into its radial and uniform components
-### then it uses the uniform component to generate an elliptical distribution with location parameter 
-### Mu and dispersion parameter Sigma
-### = Chapter 2 =
-#################################################################################################################
-clc; clear; close all;
+### Parameters
 
-##################################################################################################################
-### Parameters
 N = 30;
 nSim = 10000;
 nu = 0.1;