[Returnanalytics-commits] r2429 - pkg/Meucci/demo

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

Author: xavierv
Date: 2013-06-25 10:36:35 +0200 (Tue, 25 Jun 2013)
New Revision: 2429

Modified:
   pkg/Meucci/demo/S_BivariateSample.R
   pkg/Meucci/demo/S_BondProjectionPricingNormal.R
   pkg/Meucci/demo/S_OrderStatisticsPdfStudentT.R
Log:
- Documentation fix

Modified: pkg/Meucci/demo/S_BivariateSample.R
===================================================================
--- pkg/Meucci/demo/S_BivariateSample.R	2013-06-25 08:14:13 UTC (rev 2428)
+++ pkg/Meucci/demo/S_BivariateSample.R	2013-06-25 08:36:35 UTC (rev 2429)
@@ -1,3 +1,6 @@
+library(mvtnorm);
+library(latticeExtra);
+
 #' This script generates draws from a bivariate distribution with different marginals,
 #' as described in A. Meucci, "Risk and Asset Allocation", Springer, 2005,  Chapter 2.
 #'
@@ -3,12 +6,9 @@
 #' @references
 #' \url{http://}
-#' See Meucci's script for "S_AnalyzeLognormalCorrelation.m"
+#' See Meucci's script for "S_BivariateSample.m"
 #'
 #' @author Xavier Valls \email{flamejat@@gmail.com}
 #' @export
 
-library(mvtnorm);
-library(latticeExtra);
-
 ###################################################################################################################
 ### input parameters

Modified: pkg/Meucci/demo/S_BondProjectionPricingNormal.R
===================================================================
--- pkg/Meucci/demo/S_BondProjectionPricingNormal.R	2013-06-25 08:14:13 UTC (rev 2428)
+++ pkg/Meucci/demo/S_BondProjectionPricingNormal.R	2013-06-25 08:36:35 UTC (rev 2429)
@@ -1,12 +1,16 @@
-#################################################################################################################
-### This script projects the distribution of the market invariants for the bond markets 
-### (i.e. the changes in yield to maturity) from the estimation interval to the investment horizon 
-### Then it computes the distribution of prices at the investment horizon 
-### == Chapter 3 ==
-##################################################################################################################
-clc; clear; close all;
-run ../../LIBRARY/InitializeLibrary.m; # load library of functions
 
+#'This script projects the distribution of the market invariants for the bond markets 
+#'(i.e. the changes in yield to maturity) from the estimation interval to the investment horizon 
+#'Then it computes the distribution of prices at the investment horizon  as described in A. Meucci,
+#'"Risk and Asset Allocation", Springer, 2005,  Chapter 3.
+#'
+#' @references
+#' \url{http://}
+#' See Meucci's script for "S_BondProjectionPricingNormal.m"
+#'
+#' @author Xavier Valls \email{flamejat@@gmail.com}
+#' @export
+
 ##################################################################################################################
 ### Inputs
 tau = 1/52;        # time to horizon expressed in years

Modified: pkg/Meucci/demo/S_OrderStatisticsPdfStudentT.R
===================================================================
--- pkg/Meucci/demo/S_OrderStatisticsPdfStudentT.R	2013-06-25 08:14:13 UTC (rev 2428)
+++ pkg/Meucci/demo/S_OrderStatisticsPdfStudentT.R	2013-06-25 08:36:35 UTC (rev 2429)
@@ -5,7 +5,7 @@
 #'
 #' @references
 #' \url{http://}
-#' See Meucci's script for "S_OrderStatisticsPdfLognormal.m"
+#' See Meucci's script for "S_OrderStatisticsPdfStudentT.m"
 #'
 #' @author Xavier Valls \email{flamejat@@gmail.com}
 #' @export