[Returnanalytics-commits] r3085 - in pkg/Meucci: R data demo man

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

Author: xavierv
Date: 2013-09-13 13:48:13 +0200 (Fri, 13 Sep 2013)
New Revision: 3085

Added:
   pkg/Meucci/data/freaqEst.rda
   pkg/Meucci/data/sectorsSnP500.rda
   pkg/Meucci/man/freaqEst.Rd
   pkg/Meucci/man/sectorsSnP500.Rd
Removed:
   pkg/Meucci/data/SectorsSnP500.rda
Modified:
   pkg/Meucci/R/data.R
   pkg/Meucci/demo/S_SnPCaseStudy.R
Log:
 - fixed documentation for the last two undocumented datafiles 

Modified: pkg/Meucci/R/data.R
===================================================================
--- pkg/Meucci/R/data.R	2013-09-13 11:12:03 UTC (rev 3084)
+++ pkg/Meucci/R/data.R	2013-09-13 11:48:13 UTC (rev 3085)
@@ -247,4 +247,14 @@
 #' @author Xavier Valls\email{flamejat@@gmail.com}
 #' @references A. Meucci, "Stress-Testing with Fully Flexible Causal Inputs" \url{http://symmys.com/node/152}
 #' @keywords data
+NULL
+
+
+#' @title data from the sectors in the S&P 500
+#'
+#' @name sectorsSnP500
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references  Attilio Meucci, 2011, "Robust Bayesian Allocation". \url{http://symmys.com/node/102}
+#' @keywords data
 NULL
\ No newline at end of file

Deleted: pkg/Meucci/data/SectorsSnP500.rda
===================================================================
(Binary files differ)

Added: pkg/Meucci/data/freaqEst.rda
===================================================================
(Binary files differ)


Property changes on: pkg/Meucci/data/freaqEst.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Added: pkg/Meucci/data/sectorsSnP500.rda
===================================================================
(Binary files differ)


Property changes on: pkg/Meucci/data/sectorsSnP500.rda
___________________________________________________________________
Added: svn:mime-type
   + application/octet-stream

Modified: pkg/Meucci/demo/S_SnPCaseStudy.R
===================================================================
--- pkg/Meucci/demo/S_SnPCaseStudy.R	2013-09-13 11:12:03 UTC (rev 3084)
+++ pkg/Meucci/demo/S_SnPCaseStudy.R	2013-09-13 11:48:13 UTC (rev 3085)
@@ -4,15 +4,15 @@
 # source on www.symmys.com
 ####################################################################
 
-load("SectorsSnP500")
+load("../data/sectorsSnP500.rda")
 
 p_m = 0.1 # aversion to estimation risk for mu
 p_s = 0.1 # aversion to estimation risk for sigma
 
-Ps <- P[seq(from=1, to=nrow(P),by=5),]
+Ps <- sectorsSnP500$P[seq(from=1, to=nrow(sectorsSnP500$P),by=5),]
 R <- data.frame((Ps[2:nrow(Ps),]/Ps[1:nrow(Ps)-1,]) - 1)
-Dates_P <- DP[seq(from=1, to=nrow(DP), by=5),]
-Dates_R <- DP[2:nrow(DP),]
+Dates_P <- sectorsSnP500$DP[seq(from=1, to=nrow(sectorsSnP500$DP), by=5),]
+Dates_R <- sectorsSnP500$DP[2:nrow(DP),]
 Ttot = nrow(R)
 N = ncol(R)
 

Added: pkg/Meucci/man/freaqEst.Rd
===================================================================
--- pkg/Meucci/man/freaqEst.Rd	                        (rev 0)
+++ pkg/Meucci/man/freaqEst.Rd	2013-09-13 11:48:13 UTC (rev 3085)
@@ -0,0 +1,19 @@
+\docType{data}
+\name{freaqEst}
+\alias{freaqEst}
+\title{scenarios table and prior distribution for changes in SWAP2YR SWAP10YR CDXIG S&P500 DollarIndex Crude Gold VIX 10YRInflationSwapRate}
+\description{
+  scenarios table and prior distribution for changes in
+  SWAP2YR SWAP10YR CDXIG S&P500 DollarIndex Crude Gold VIX
+  10YRInflationSwapRate
+}
+\author{
+  Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+  A. Meucci, "Stress-Testing with Fully Flexible Causal
+  Inputs" \url{http://symmys.com/node/152}
+}
+\keyword{data}
+\keyword{datasets}
+

Added: pkg/Meucci/man/sectorsSnP500.Rd
===================================================================
--- pkg/Meucci/man/sectorsSnP500.Rd	                        (rev 0)
+++ pkg/Meucci/man/sectorsSnP500.Rd	2013-09-13 11:48:13 UTC (rev 3085)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{sectorsSnP500}
+\alias{sectorsSnP500}
+\title{data from the sectors in the S&P 500}
+\description{
+  data from the sectors in the S&P 500
+}
+\author{
+  Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+  Attilio Meucci, 2011, "Robust Bayesian Allocation".
+  \url{http://symmys.com/node/102}
+}
+\keyword{data}
+\keyword{datasets}
+