[Returnanalytics-commits] r3267 - pkg/PerformanceAnalytics/R

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

Author: matthieu_lestel
Date: 2013-11-26 19:30:45 +0100 (Tue, 26 Nov 2013)
New Revision: 3267

Modified:
   pkg/PerformanceAnalytics/R/DownsideDeviation.R
Log:
example with MAR at 0.5% instead of 50%

Modified: pkg/PerformanceAnalytics/R/DownsideDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideDeviation.R	2013-11-26 17:41:45 UTC (rev 3266)
+++ pkg/PerformanceAnalytics/R/DownsideDeviation.R	2013-11-26 18:30:45 UTC (rev 3267)
@@ -83,9 +83,9 @@
 #' #with data used in Bacon 2008
 #'
 #' data(portfolio_bacon)
-#' MAR = 0.5
-#' DownsideDeviation(portfolio_bacon[,1], MAR) #expected 0.493
-#' DownsidePotential(portfolio_bacon[,1], MAR) #expected 0.491
+#' MAR = 0.005
+#' DownsideDeviation(portfolio_bacon[,1], MAR) #expected 0.0255
+#' DownsidePotential(portfolio_bacon[,1], MAR) #expected 0.0137
 #' 
 #' #with data of managers
 #'