[Returnanalytics-commits] r2447 - pkg/Meucci
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 26 19:37:39 CEST 2013
Author: braverock
Date: 2013-06-26 19:37:39 +0200 (Wed, 26 Jun 2013)
New Revision: 2447
Added:
pkg/Meucci/THANKS
Modified:
pkg/Meucci/DESCRIPTION
Log:
- bump version, add THANKS file
Modified: pkg/Meucci/DESCRIPTION
===================================================================
--- pkg/Meucci/DESCRIPTION 2013-06-26 17:34:40 UTC (rev 2446)
+++ pkg/Meucci/DESCRIPTION 2013-06-26 17:37:39 UTC (rev 2447)
@@ -2,9 +2,9 @@
Type: Package
Title: Collection of functionality ported from the MATLAB code of Attilio
Meucci.
-Version: 0.2.1
+Version: 0.2.2
Date: $Date: 2012-06-06 15:18:48 -0500 (Wed, 06 Jun 2012) $
-Author: Ram Ahluwalia, Manan Shah
+Author: Ram Ahluwalia, Manan Shah, Xavier Vals
Maintainer: Brian G. Peterson <brian at braverock.com>
Description: Attilio Meucci is a thought leader in advanced risk and portfolio
management. His innovations include Entropy Pooling (technique for fully
@@ -17,9 +17,9 @@
regularly posts code along with his working papers. Unfortunately for
those of us using R, he prefers to code in Matlab. Some of that code
requires Matlab's additional Optimization Toolkit. This package is the
- result of a Google Summer of Code project in 2012 that sought to convert a
- subset of his Matlab code to R to make it more widely assessible to R
- users. All of Meucci's original MATLAB source is available on
+ result of a Google Summer of Code project in 2012 and 2013 that seeks
+ to convert a subset of his Matlab code to R to make it more widely
+ accessible to R users. All of Meucci's original MATLAB source is available on
www.symmys.com. That code should be considered the reference code that
this package seeks to port to R. This package remains under
development (and likely will as long as Attilio keeps publishing code), and
Added: pkg/Meucci/THANKS
===================================================================
--- pkg/Meucci/THANKS (rev 0)
+++ pkg/Meucci/THANKS 2013-06-26 17:37:39 UTC (rev 2447)
@@ -0,0 +1,8 @@
+This package would not be possible without the work by Attilio Meucci not only
+to do the research, but to publish his code in an open format for others to use.
+
+Attilio has very graciously collaborated with the R port of his code, and supported
+the work and understanding that goes with any port. It is our hope that this
+package will be incorporated into later published versions of his work, so that
+language choice is not a restricting factor in using his research for teaching or
+live portfolios.
\ No newline at end of file
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