[Returnanalytics-commits] r2408 - pkg/PerformanceAnalytics/sandbox/pulkit

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

Author: pulkit
Date: 2013-06-23 20:18:37 +0200 (Sun, 23 Jun 2013)
New Revision: 2408

Added:
   pkg/PerformanceAnalytics/sandbox/pulkit/ProbSharpe.Rnw
Log:
Vignette for Probabilistic Sharpe Ratio

Added: pkg/PerformanceAnalytics/sandbox/pulkit/ProbSharpe.Rnw
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/ProbSharpe.Rnw	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/ProbSharpe.Rnw	2013-06-23 18:18:37 UTC (rev 2408)
@@ -0,0 +1,34 @@
+\documentclass[12pt,letterpaper,english]{article}
+\usepackage{times}
+\usepackage[T1]{fontec}
+\IfFileExists{url.sty}{\usepackage{url}}
+                      {\newcommand{\url}{\texttt}}
+
+\usepackage{babel}
+\usepackage{noweb}
+\usepackage{Rd}
+
+\usepackage{Sweave}
+\SweaveOpts{engine=R,eps = FALSE}
+%\VignetteIndexEntry{Probabilistic Sharpe Ratio}
+%\VignetteDepends{PerformanceAnalytics}
+%\VignetteKeywords{Probabilistic Sharpe Ratio,Minimum Track Record Length,risk,benchmark,portfolio}
+%\VignettePackage{PerformanceAnalytics}
+
+\begin{document}
+
+\title{Probabilistic Sharpe Ratio}
+
+% \keywords{Probabilistic Sharpe Ratio,Minimum Track Record Length,risk,benchmark,portfolio}
+
+\makeatletter
+\makeatother
+\maketitle
+
+\begin{abstract}
+
+    This vignette gives an overview of the Probabilistic Sharpe Ratio , Minimum Track Record Length and the Probabilistic Sharpe Ratio Optimization technique used to find the optimal portfolio that maximizes the Probabilistic Sharpe Ratio. It gives an overview of the usability of the functions and its application"
+
+\end{abstract}
+
+