[Returnanalytics-commits] r2452 - in pkg/Meucci: . R data man

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

Author: xavierv
Date: 2013-06-27 08:49:17 +0200 (Thu, 27 Jun 2013)
New Revision: 2452

Added:
   pkg/Meucci/data/derivatives.Rda
   pkg/Meucci/data/implVol.Rda
Modified:
   pkg/Meucci/DESCRIPTION
   pkg/Meucci/R/PerformIidAnalysis.R
   pkg/Meucci/man/PerformIidAnalysis.Rd
Log:
- added two data files and fixed PerformIidAnalysis documentation

Modified: pkg/Meucci/DESCRIPTION
===================================================================
--- pkg/Meucci/DESCRIPTION	2013-06-26 22:05:00 UTC (rev 2451)
+++ pkg/Meucci/DESCRIPTION	2013-06-27 06:49:17 UTC (rev 2452)
@@ -17,13 +17,13 @@
     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 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
+    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
-    any and all feedback is appreciated.
+    this package seeks to port to R.  This package remains under development
+    (and likely will as long as Attilio keeps publishing code), and any and all
+    feedback is appreciated.
 Depends:
     R (>= 2.14.0),
     zoo,

Modified: pkg/Meucci/R/PerformIidAnalysis.R
===================================================================
--- pkg/Meucci/R/PerformIidAnalysis.R	2013-06-26 22:05:00 UTC (rev 2451)
+++ pkg/Meucci/R/PerformIidAnalysis.R	2013-06-27 06:49:17 UTC (rev 2452)
@@ -12,8 +12,7 @@
 #'
 #' @references
 #' \url{http://}
-#' See (6.77)-(6.79) in "Risk and Asset Allocation"-Springer (2005), by A. Meucci
-#' See Meucci's script for "ConvertCompoundedReturns2Price.m"
+#' See Meucci's script for "PerformIidAnalysis.m"
 #'
 #' @author Xavier Valls \email{flamejat@@gmail.com}
 #' @export

Added: pkg/Meucci/data/derivatives.Rda
===================================================================
(Binary files differ)


Property changes on: pkg/Meucci/data/derivatives.Rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/Meucci/data/implVol.Rda
===================================================================
(Binary files differ)


Property changes on: pkg/Meucci/data/implVol.Rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Modified: pkg/Meucci/man/PerformIidAnalysis.Rd
===================================================================
--- pkg/Meucci/man/PerformIidAnalysis.Rd	2013-06-26 22:05:00 UTC (rev 2451)
+++ pkg/Meucci/man/PerformIidAnalysis.Rd	2013-06-27 06:49:17 UTC (rev 2452)
@@ -24,8 +24,7 @@
   Xavier Valls \email{flamejat at gmail.com}
 }
 \references{
-  \url{http://} See (6.77)-(6.79) in "Risk and Asset
-  Allocation"-Springer (2005), by A. Meucci See Meucci's
-  script for "ConvertCompoundedReturns2Price.m"
+  \url{http://} See Meucci's script for
+  "PerformIidAnalysis.m"
 }