[Returnanalytics-commits] r2964 - in pkg/PerformanceAnalytics/sandbox/pulkit: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Sep 1 02:04:02 CEST 2013
Author: pulkit
Date: 2013-09-01 02:04:02 +0200 (Sun, 01 Sep 2013)
New Revision: 2964
Modified:
pkg/PerformanceAnalytics/sandbox/pulkit/R/BenchmarkPlots.R
pkg/PerformanceAnalytics/sandbox/pulkit/man/chart.BenchmarkSR.Rd
Log:
error correction in BenchmarkSR
Modified: pkg/PerformanceAnalytics/sandbox/pulkit/R/BenchmarkPlots.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/R/BenchmarkPlots.R 2013-08-31 23:51:12 UTC (rev 2963)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/R/BenchmarkPlots.R 2013-09-01 00:04:02 UTC (rev 2964)
@@ -17,6 +17,7 @@
#'
#'@param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
+#'@param S Number of strategies
#'@param ylab set the y-axis label, as in \code{\link{plot}}
#'@param xlab set the x-axis label, as in \code{\link{plot}}
#'@param main set the chart title, as in \code{\link{plot}}
@@ -48,7 +49,7 @@
#'
#'@export
-chart.BenchmarkSR<-function(R=NULL,main=NULL,ylab = NULL,xlab = NULL,element.color="darkgrey",lwd = 2,pch = 1,cex = 1,cex.axis=0.8,cex.lab = 1,cex.main = 1,vs=c("sharpe","correlation","strategies"),xlim = NULL,ylim = NULL,...){
+chart.BenchmarkSR<-function(R=NULL,S=NULL,main=NULL,ylab = NULL,xlab = NULL,element.color="darkgrey",lwd = 2,pch = 1,cex = 1,cex.axis=0.8,cex.lab = 1,cex.main = 1,vs=c("sharpe","correlation","strategies"),xlim = NULL,ylim = NULL,...){
# DESCRIPTION:
# Draws Benchmark SR vs various variables such as average sharpe ,
Modified: pkg/PerformanceAnalytics/sandbox/pulkit/man/chart.BenchmarkSR.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/pulkit/man/chart.BenchmarkSR.Rd 2013-08-31 23:51:12 UTC (rev 2963)
+++ pkg/PerformanceAnalytics/sandbox/pulkit/man/chart.BenchmarkSR.Rd 2013-09-01 00:04:02 UTC (rev 2964)
@@ -2,9 +2,9 @@
\alias{chart.BenchmarkSR}
\title{Benchmark Sharpe Ratio Plots}
\usage{
- chart.BenchmarkSR(R = NULL, main = NULL, ylab = NULL,
- xlab = NULL, element.color = "darkgrey", lwd = 2,
- pch = 1, cex = 1, cex.axis = 0.8, cex.lab = 1,
+ chart.BenchmarkSR(R = NULL, S = NULL, main = NULL,
+ ylab = NULL, xlab = NULL, element.color = "darkgrey",
+ lwd = 2, pch = 1, cex = 1, cex.axis = 0.8, cex.lab = 1,
cex.main = 1,
vs = c("sharpe", "correlation", "strategies"),
xlim = NULL, ylim = NULL, ...)
@@ -13,6 +13,8 @@
\item{R}{an xts, vector, matrix, data frame, timeSeries
or zoo object of asset returns}
+ \item{S}{Number of strategies}
+
\item{ylab}{set the y-axis label, as in
\code{\link{plot}}}
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