[Returnanalytics-commits] r3083 - in pkg/Meucci: demo man

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

Author: xavierv
Date: 2013-09-13 12:29:37 +0200 (Fri, 13 Sep 2013)
New Revision: 3083

Removed:
   pkg/Meucci/demo/S_EquitiesInvariance.R
   pkg/Meucci/man/StackedBarChart.Rd
Log:
 - deleted a duplicated and a documentation file for a non existing anyore function

Deleted: pkg/Meucci/demo/S_EquitiesInvariance.R
===================================================================
--- pkg/Meucci/demo/S_EquitiesInvariance.R	2013-09-13 10:14:28 UTC (rev 3082)
+++ pkg/Meucci/demo/S_EquitiesInvariance.R	2013-09-13 10:29:37 UTC (rev 3083)
@@ -1,38 +0,0 @@
-#' This file performs the quest for invariance in the stock market, as described in 
-#' A. Meucci "Risk and Asset Allocation", Springer, 2005, chapter 3.
-#'
-#' @references
-#' \url{http://}
-#' See Meucci's script for "S_EquitiesInvariance.m"
-#'
-#' @author Xavier Valls \email{flamejat@@gmail.com}
-
-
-
-##################################################################################################################
-### Load daily stock prices from the utility sector in the S&P 500
-load("../data/equities.Rda");
-
-##################################################################################################################
-### Pick one stock from database
-Stock_Index = 20;
-P = Equities$Prices[ 632 : nrow( Equities$Prices ), Stock_Index ]; # select data after 1/8 rule
-
-##################################################################################################################
-### Quest for invariance
-# first invariant
-X = P[ -1 ] / P[ -length( P )];
-PerformIidAnalysis( 1 : length( X ), X, 'Analysis for X' );
-
-# second invariant
-Y = P[ -1 ] / P[ -length( P )];
-PerformIidAnalysis(1 : length( Y ), Y, 'Analysis for Y' );
-
-# third invariant
-Z = X ^ 2;
-PerformIidAnalysis( 1 : length(Z), Z, 'Analysis for Z' );
-
-# fourth invariant
-W = P[ 3 : length( P ) ] - 2 * P[ 2: ( length( P ) -1 ) ] + P[ 1 : ( length( P ) -2 ) ];
-PerformIidAnalysis( 1 : length( W ), W, 'Analysis for W' );
-

Deleted: pkg/Meucci/man/StackedBarChart.Rd
===================================================================
--- pkg/Meucci/man/StackedBarChart.Rd	2013-09-13 10:14:28 UTC (rev 3082)
+++ pkg/Meucci/man/StackedBarChart.Rd	2013-09-13 10:29:37 UTC (rev 3083)
@@ -1,16 +0,0 @@
-\name{StackedBarChart}
-\alias{StackedBarChart}
-\title{Generate a Stacked Bar Chart based on the frontier weights matrix}
-\usage{
-  StackedBarChart(weightsMatrix)
-}
-\arguments{
-  \item{weightsMatrix}{a matrix of weights where rows are
-  efficient portfolios summing to one, and columns are
-  assets}
-}
-\description{
-  Generate a Stacked Bar Chart based on the frontier
-  weights matrix
-}
-