[Returnanalytics-commits] r3089 - pkg/Meucci

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

Author: xavierv
Date: 2013-09-13 18:02:00 +0200 (Fri, 13 Sep 2013)
New Revision: 3089

Added:
   pkg/Meucci/TODO
Log:
 - added a TODO file

Added: pkg/Meucci/TODO
===================================================================
--- pkg/Meucci/TODO	                        (rev 0)
+++ pkg/Meucci/TODO	2013-09-13 16:02:00 UTC (rev 3089)
@@ -0,0 +1,12 @@
+Xavi's notes:
+
+* Matlab package doesn't seem to be necessary, find substitutes for its functions where possible
+* There are some problems with charts and what can be done with base graphics. Maybe using ggplot2 instead of base graphics can provide more flexibility.
+* All the scripts from the papers need to be revised, some don't even work.
+* Maybe there are some packages that aren't needed anymore. Find out which of them. 
+* Documentation for papers and functions from Ram - Manan.
+* Look for the TODOs from Ram or Manan.
+* Confirm every datafile is different from the others.
+* Change coding style to one more R alike
+* Still 2 scripts left from the book: S_MeanVarianceCallsRobust from chapter 9 and S_OptionReplication from chapter 6
+