[Returnanalytics-commits] r3078 - in pkg/Meucci: data demo

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

Author: braverock
Date: 2013-09-13 11:47:18 +0200 (Fri, 13 Sep 2013)
New Revision: 3078

Removed:
   pkg/Meucci/data/bondAttribution.Rda
   pkg/Meucci/data/covNRets.Rda
   pkg/Meucci/data/db.Rda
   pkg/Meucci/data/dbFFP.Rda
   pkg/Meucci/data/derivatives.Rda
   pkg/Meucci/data/equities.Rda
   pkg/Meucci/data/fILMR.Rda
   pkg/Meucci/data/fX.Rda
   pkg/Meucci/data/fixedIncome.Rda
   pkg/Meucci/data/highYieldIndices.Rda
   pkg/Meucci/data/implVol.Rda
   pkg/Meucci/data/linearModel.Rda
   pkg/Meucci/data/sectorsTS.Rda
   pkg/Meucci/data/securitiesIndustryClassification.Rda
   pkg/Meucci/data/securitiesTS.Rda
   pkg/Meucci/data/stockSeries.Rda
   pkg/Meucci/data/swap2y4y.Rda
   pkg/Meucci/data/swapParRates.Rda
   pkg/Meucci/data/swaps.Rda
   pkg/Meucci/data/timeSeries.Rda
   pkg/Meucci/data/usSwapRates.Rda
   pkg/Meucci/demo/00index
Log:
remove files with duplicate case-insensitive names


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Deleted: pkg/Meucci/demo/00index
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--- pkg/Meucci/demo/00index	2013-09-13 09:29:05 UTC (rev 3077)
+++ pkg/Meucci/demo/00index	2013-09-13 09:47:18 UTC (rev 3078)
@@ -1,20 +0,0 @@
-AnalyticalvsNumerical       This example script compares the numerical and the analytical solution of entropy-pooling
-ButterflyTrading            This example script performs the butterfly-trading case study for the Entropy-Pooling approach by Attilio Meucci
-DetectOutliersviaMVE        This example script detects outliers in two-asset and multi-asset case
-FullyFlexibleBayesNets       This case study uses Entropy Pooling to compute Fully Flexible Bayesian networks for risk management
-HermiteGrid_CaseStudy       This script estimates the prior of a hedge fund return and processes extreme views on CVaR according to Entropy Pooling
-HermiteGrid_CVaR_Recursion  This script illustrates the discrete Newton recursion  to process views on CVaR according to Entropy Pooling
-HermiteGrid_demo            This script compares the performance of plain Monte Carlo versus grid in applying Entropy Pooling to process extreme views
-InvariantProjection         This script projects summary statistics to arbitrary horizons under i.i.d. assumption
-logToArithmeticCovariance   This example script generates arithmetric returns and arithmetric covariance matrix given a distribution of log returns
-Prior2Posterior             This example script compares the numerical and the analytical solution of entropy-pooling
-RankingInformation          This script performs ranking allocation using the Entropy-Pooling approach by Attilio Meucci
-RobustBayesianAllocation    This script replicates the example from Meucci's MATLAB script S_SimulationsCaseStudy.M
-S_plotGaussHermite          This example script displays mesh points based on Gaussian-Hermite quadrature
-S_SnPCaseStudy              This script replicates the example from Meucci's MATLAB script S_SnPCaseStudy.M
-S_ToyExample                This toy example illustrates the use of Entropy Pooling to compute Fully Flexible Bayesian networks
-S_FitProjectRates           This script fits the swap rates dynamics to a multivariate Ornstein-Uhlenbeck process and computes and plots the estimated future distribution
-S_CheckDiagonalization      This script verifies the correctness of the eigenvalue-eigenvector representation in terms of real matrices for the transition matrix of an OU process
-S_CovarianceEvolution       This script represents the evolution of the covariance of an OU process in terms of the dispersion ellipsoid
-S_DeterministicEvolution    This script animates the evolution of the determinstic component of an OU process
-MeanDiversificationFrontier This script computes the mean-diversification efficient frontier
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