[Returnanalytics-commits] r3219 - in pkg/PerformanceAnalytics/sandbox/Shubhankit: . noniid.sm/vignettes

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

Author: shubhanm
Date: 2013-10-12 18:02:02 +0200 (Sat, 12 Oct 2013)
New Revision: 3219

Removed:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Shubhankit.zip
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm_0.1.tar.gz
Modified:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.Rnw
Log:
R CMD Clean Build,
 removing one path script which lead to previous non-build fatal error, deletion of 21 MB file zipped file [ deemed unnecessary] 

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/Shubhankit.zip
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Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.Rnw
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.Rnw	2013-10-12 14:39:34 UTC (rev 3218)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.Rnw	2013-10-12 16:02:02 UTC (rev 3219)
@@ -45,9 +45,6 @@
 \end{abstract}
 
 
-<<echo=FALSE>>=
-require(noniid.sm) #source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/LoSharpe.R')
-@
 
 <<echo=FALSE >>=
 library(PerformanceAnalytics)
@@ -74,7 +71,7 @@
 
 
 <<echo=F,fig=T>>=
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+library(noniid.sm)
 data(edhec)
 Lo.Sharpe = -100*ES(edhec,.99)
 Theoretical.Sharpe= EmaxDDGBM(edhec)
@@ -87,7 +84,7 @@
 We can observe that the fund "\textbf{Emerging Markets}", which has the largest drawdown and serial autocorrelation, has highest Drawdown , \emph{decrease} most significantly as comapared to other funds.
 
 <<echo=F,fig=T>>=
-
+library(noniid.sm)
 data(managers)
 Lo.Sharpe = -100*ES(managers[,1:6],.99)
 Theoretical.Sharpe= EmaxDDGBM(managers[,1:6])

Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.pdf
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Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.Rnw
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.Rnw	2013-10-12 14:39:34 UTC (rev 3218)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.Rnw	2013-10-12 16:02:02 UTC (rev 3219)
@@ -198,7 +198,7 @@
 
 <<echo=FALSE,fig=TRUE>>=
 library(noniid.sm)
-source("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/GLMSmoothIndex.R")
+
 GLM.index=GLMSmoothIndex(managers[,1:6])
 barplot(as.matrix(GLM.index), main="GLM Smooth Index",
          xlab="Fund Type",ylab="Value",colorset = rich6equal[1], beside=TRUE)
@@ -231,8 +231,8 @@
 This means that as the return/volatility increases not only the magnitude of drawdown decreases but the confidence interval as well. In others words losses are both smaller and more predictable.
 
 <<echo=FALSE,fig=TRUE>>=
-source("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/AcarSim.R")
-AcarSim(managers[,1:6])
+library(noniid.sm)
+chart.AcarSim(managers[,1:6])
 @
 
 As we can see from the \emph{simulated chart}, DJUBS.Commodity comes at the bottom , which imply a \emph{lower} \textbf{return-maximum loss} ratio.

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm_0.1.tar.gz
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