[Returnanalytics-commits] r2961 - pkg/PerformanceAnalytics/sandbox/pulkit/data

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

Author: pulkit
Date: 2013-09-01 01:18:49 +0200 (Sun, 01 Sep 2013)
New Revision: 2961

Removed:
   pkg/PerformanceAnalytics/sandbox/pulkit/data/data.csv
   pkg/PerformanceAnalytics/sandbox/pulkit/data/data1.csv
   pkg/PerformanceAnalytics/sandbox/pulkit/data/data3.csv
Log:
documented data set 

Deleted: pkg/PerformanceAnalytics/sandbox/pulkit/data/data.csv
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/data/data.csv	2013-08-31 22:43:27 UTC (rev 2960)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/data/data.csv	2013-08-31 23:18:49 UTC (rev 2961)
@@ -1,152 +0,0 @@
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-0.011,0.023,0.018,0.027,0.0121,0.0213,0.0055,0.0192,0.0224,0.0171,0.0156,-0.0199,0.0204
-0.0011,0.0229,0.0027,0.0236,0.0077,-7e-04,0.0048,0.0107,0.0077,-0.0053,0.01,0.0236,0.0082
--0.0053,-0.0122,-0.0056,0.0275,0.0051,-0.0032,7e-04,0.0116,9e-04,-0.0054,4e-04,0.0486,0.0041
--0.0145,-0.028,-0.0118,-0.0274,-0.0094,-0.0144,-0.0048,-0.0116,-0.016,1e-04,-0.0077,0.0092,-0.0222
-0.0161,0.0469,0.0095,0.0428,0.0123,0.0134,0.0164,0.033,0.0256,0.0131,0.0153,-0.0207,0.0199
-0.0177,0.028,0.0175,0.0485,0.0168,0.0214,0.0114,0.0304,0.0281,0.0191,0.02,-0.0026,0.0303
--0.0131,-0.0016,-0.0169,-0.0237,-0.0018,-0.0202,-0.0094,-0.0063,-0.0225,-0.0149,-0.0112,0.0719,-0.0148
--0.0077,0.0117,2e-04,0.013,0.0054,7e-04,0.0036,0.0104,0.0043,-0.0025,0.0022,0.0056,0.004
--9e-04,0.0255,-0.0233,-0.0503,-0.0112,-0.0271,-0.0012,-0.001,-0.04,-0.0126,-0.0118,0.0556,-0.0272
--0.0083,0.062,0.0014,0.028,0.012,0.0084,-0.0049,0.0312,0.014,0.006,0.0064,0.03,0.0142
--0.0317,-0.0056,-0.0126,-0.0379,-0.0049,-0.0168,-0.0306,-0.0169,-0.0236,-0.0045,-0.0162,0.0192,-0.0262
-0.0076,-0.0078,0.0088,0.019,0.0059,0.0118,0.0187,0.0078,0.0223,0.0149,0.013,-0.0461,0.0097
-0.0107,0.0162,0.0137,0.0163,0.0126,0.0176,0.0103,0.0114,0.0227,0.0136,0.0159,-0.0142,0.0172
--0.0081,0.033,-0.0031,-0.0274,0.0156,-0.0113,-0.0027,0.003,-0.0164,-0.0109,-0.0084,0.0751,-0.0068
--0.0188,-0.0333,-0.0182,-0.033,-0.01,-0.0166,-0.0023,-0.0213,-0.0261,0.0011,-0.0125,0.0072,-0.0264
--0.0066,-0.0114,-0.0072,-0.0336,-0.0135,-0.0025,-3e-04,-0.0133,-0.0146,0.0051,-0.0023,-0.0215,-0.0156
--0.1027,0.001,-0.0518,-0.0982,-0.0285,-0.0627,-0.0506,-0.0313,-0.0675,-0.0276,-0.0538,0.0378,-0.0618
--0.1237,0.0345,-0.0775,-0.1331,-0.0044,-0.0625,-0.0867,-0.0157,-0.0629,-0.0245,-0.0692,0.117,-0.06
--0.0276,0.0214,-0.0435,-0.0391,-0.0587,-0.0301,-0.0308,0.0033,-0.0188,6e-04,-0.0209,0.0428,-0.0192
-0.0177,0.014,-0.0197,-0.001,5e-04,-0.0071,-0.0035,0.0118,0.0081,0.0162,0.0031,-0.0146,-0.0119
-0.0491,-0.0016,0.0082,-0.0112,0.0079,0.0132,0.0112,0.0029,-0.0017,0.0056,0.01,0.0282,0.006
-0.0164,-0.0031,-0.0122,-0.0133,-0.0046,-0.0091,0.0065,-0.0055,-0.0161,6e-04,-0.0016,0.0328,-0.0037
-0.0235,-0.018,0.0022,0.035,0.0021,0.0117,0.0057,0.0048,0.0188,0.0125,0.01,-0.0462,8e-04
-0.05,-0.014,0.0387,0.0663,-0.0012,0.0337,0.0221,0.0127,0.0375,0.0081,0.0342,-0.082,0.0092
-0.0578,0.0213,0.0504,0.0884,0.0146,0.0442,0.0365,0.0348,0.0516,0.0107,0.0392,8e-04,0.0312
-0.0241,-0.0147,0.0198,0.0013,0.0036,0.0123,0.0126,-0.0076,9e-04,0.0104,0.0101,-0.0094,0.0024
-0.0611,-0.0012,0.0311,0.0451,0.0042,0.0291,0.0322,0.0166,0.0277,0.0068,0.026,-0.0596,0.0153
-0.0315,0.0054,0.0244,0.0166,0.007,0.0207,0.0202,0.005,0.0157,0.0102,0.0162,-0.0165,0.0113

Deleted: pkg/PerformanceAnalytics/sandbox/pulkit/data/data1.csv
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/data/data1.csv	2013-08-31 22:43:27 UTC (rev 2960)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/data/data1.csv	2013-08-31 23:18:49 UTC (rev 2961)
@@ -1,27 +0,0 @@
-Code,Mean,StDev,Phi,Sigma,t-Stat(Phi)
-HFRIFOF Index,0.005516691,0.016969081,0.35942732,0.015835089,6.246140275
-HFRIFWI Index,0.008881851,0.020176781,0.304802238,0.019216682,5.190679363
-HFRIEHI Index,0.009858566,0.026444472,0.26510117,0.025498305,4.460055655
-HFRIMI Index,0.009527016,0.021496073,0.184350274,0.021127643,3.041856755
-HFRIFOFD Index,0.005179518,0.017416384,0.353548291,0.016291569,6.129496094
-HFRIDSI Index,0.009621101,0.018800339,0.545792492,0.015753187,10.56122157
-HFRIEMNI Index,0.005182009,0.009427888,0.164396537,0.009299616,2.703456292
-HFRIFOFC Index,0.004809119,0.011620459,0.455662847,0.01034398,8.302257893
-HFRIEDI Index,0.009536151,0.019247216,0.391629021,0.01770981,6.902140563
-HFRIMTI Index,0.008528045,0.021556689,-0.0188129,0.021552874,-0.305148009
-HFRIFIHY Index,0.007177975,0.017707746,0.483806908,0.015497372,8.972011994
-HFRIFI Index,0.006855376,0.012881753,0.505908165,0.011111637,9.587381222
-HFRIRVA Index,0.008020951,0.012975483,0.452790992,0.011569158,8.242977673
-HFRIMAI Index,0.007142082,0.010437017,0.298219544,0.009962104,5.067023312
-HFRICAI Index,0.007122016,0.019973858,0.578004656,0.016299336,11.48654001
-HFRIEM Index,0.010352034,0.041000178,0.359277175,0.038262633,6.243082394
-HFRIEMA Index,0.007989882,0.038243416,0.311226738,0.036344083,5.310865179
-HFRISHSE Index,-0.001675503,0.053512968,0.090737496,0.053292219,1.477615589
-HFRIEMLA Index,0.011074013,0.05084986,0.196931418,0.04985408,3.257468873
-HFRIFOFS Index,0.006834983,0.024799788,0.323053217,0.023470043,5.536016371
-HFRIENHI Index,0.010092318,0.036682513,0.201118844,0.035932974,3.329910279
-HFRIFWIG Index,0.009382896,0.035972197,0.231372973,0.034996096,3.857301725
-HFRIFOFM Index,0.005607926,0.015907089,0.042154535,0.015892949,0.684239764
-HFRIFWIC Index,0.008947104,0.039009601,0.050499002,0.038959829,0.820004462
-HFRIFWIJ Index,0.008423965,0.03629762,0.0953987,0.036132072,1.554206093
-HFRISTI Index,0.011075118,0.046441033,0.160831261,0.04583646,2.642789417

Deleted: pkg/PerformanceAnalytics/sandbox/pulkit/data/data3.csv
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/data/data3.csv	2013-08-31 22:43:27 UTC (rev 2960)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/data/data3.csv	2013-08-31 23:18:49 UTC (rev 2961)
@@ -1,68 +0,0 @@
-Date;AORDA;Benchmark
-2008-01-01;0.0389;-0.0612
-2008-02-01;0.0713;-0.0348
-2008-03-01;0.0417;-0.006
-2008-04-01;0.0743;0.0475
-2008-05-01;0.0324;0.0107
-2008-06-01;-0.0013;-0.086
-2008-07-01;0.0849;-0.0099
-2008-08-01;-0.0283;0.0122
-2008-09-01;0.2821;-0.0921
-2008-10-01;0.0964;-0.1683
-2008-11-01;0.0055;-0.0748
-2008-12-01;-0.0288;0.0078
-2009-01-01;-0.0078;-0.0857
-2009-02-01;0.0684;-0.1099
-2009-03-01;0.0599;0.0854
-2009-04-01;-0.038;0.0939
-2009-05-01;0.0419;0.0531
-2009-06-01;-0.0489;2e-04
-2009-07-01;-0.1022;0.0741
-2009-08-01;-0.0166;0.0336
-2009-09-01;-0.0884;0.0357
-2009-10-01;-0.0284;-0.0198
-2009-11-01;-0.0103;0.0574
-2009-12-01;-0.0118;0.0178
-2010-01-01;0.0054;-0.037
-2010-02-01;-0.0224;0.0285
-2010-03-01;0.0085;0.0588
-2010-04-01;-0.0294;0.0148
-2010-05-01;0.1343;-0.082
-2010-06-01;0.0779;-0.0539
-2010-07-01;0.0661;0.0688
-2010-08-01;0.0313;-0.0474
-2010-09-01;0.0367;0.0876
-2010-10-01;0.003;0.0369
-2010-11-01;0.0361;-0.0023
-2010-12-01;-0.0042;0.0653
-2011-01-01;0.0346;0.0226
-2011-02-01;-0.0068;0.032
-2011-03-01;-0.03;-0.001
-2011-04-01;-0.0148;0.0285
-2011-05-01;0.0372;-0.0135
-2011-06-01;-0.0358;-0.0183
-2011-07-01;-0.0056;-0.0215
-2011-08-01;0.1628;-0.0568
-2011-09-01;-0.0504;-0.0718
-2011-10-01;-0.0354;0.1077
-2011-11-01;0.0011;-0.0051
-2011-12-01;-0.0204;0.0085
-2012-01-01;-1e-04;0.0436
-2012-02-01;5e-04;0.0406
-2012-03-01;0.0169;0.0313
-2012-04-01;0.029;-0.0075
-2012-05-01;-0.0634;-0.0627
-2012-06-01;0.0684;0.0396
-2012-07-01;-0.0198;0.0126
-2012-08-01;0.0399;0.0198
-2012-09-01;-0.0323;0.0242
-2012-10-01;0.006;-0.0198
-2012-11-01;-0.0074;0.0028
-2012-12-01;-0.0048;0.0071
-2013-01-01;-0.0117;0.0504
-2013-02-01;-0.0173;0.0111
-2013-03-01;0.0174;0.036
-2013-04-01;-0.0367;0.0181
-2013-05-01;0.0117;0.0208
-2013-06-01;0.005;-0.015
-2013-07-01;-0.0046;0.0495