[Returnanalytics-commits] r3103 - in pkg/PerformanceAnalytics/sandbox/Shubhankit: . noniid.sm noniid.sm/.Rproj.user noniid.sm/.Rproj.user/E5D7D248 noniid.sm/.Rproj.user/E5D7D248/pcs noniid.sm/.Rproj.user/E5D7D248/sdb noniid.sm/.Rproj.user/E5D7D248/sdb/per noniid.sm/.Rproj.user/E5D7D248/sdb/per/t noniid.sm/.Rproj.user/E5D7D248/sdb/prop noniid.sm/vignettes sandbox sandbox/Week6-7 sandbox/Week6-7/Code sandbox/Week6-7/Code/Covariance Matrix Integrated Regression Function sandbox/Week6-7/Code/Data sandbox/Week6-7/Code/Equivalent Matlab Code sandbox/Week6-7/Code/Tests sandbox/Week6-7/Literature sandbox/Week6-7/Vignette sandbox/vignettes

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sat Sep 14 02:12:18 CEST 2013 

Author: shubhanm
Date: 2013-09-14 02:12:17 +0200 (Sat, 14 Sep 2013)
New Revision: 3103

Added:
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   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/Week6-7/lmi.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV-Graph10.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV-concordance.tex
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.log
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.synctex.gz
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.tex
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/Cheklov.CDDOpt.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/Commodity_ResearchReport.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/Commodity_ResearchReport.tex
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown-Graph10.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/GLMReturn-Graph1.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/GLMReturn-Graph10.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/GLMReturn.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/GLMReturn.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/GLMSmoothIndex.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/GLMSmoothIndex.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/LoSharpe.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio-concordance.tex
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.log
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.synctex.gz
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.tex
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/MaximumLoss.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/NormCalmar-Graph10.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/NormCalmar.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/NormCalmar.rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/OkunevWhite-Graph1.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/OkunevWhite-Graph10.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/OkunevWhite.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/OkunevWhite.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/Rplots.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss-003.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss.Rnw
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-003.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-004.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-005.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-006.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-007.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-008.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph3.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph4.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph5.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph6.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-concordance.tex
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.log
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.pdf
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.synctex.gz
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.tex
   pkg/PerformanceAnalytics/sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.toc
Removed:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rbuildignore
   pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rhistory
   pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rproj.user/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/DESCRIPTION
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Gsoc-iid.Rproj
   pkg/PerformanceAnalytics/sandbox/Shubhankit/NAMESPACE
   pkg/PerformanceAnalytics/sandbox/Shubhankit/R/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Shubhankit.Rproj
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week1/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week2/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week3/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week4/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week5/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/Week6-7/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/data/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/inst/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/man/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/src/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/tests/
   pkg/PerformanceAnalytics/sandbox/Shubhankit/vignettes/
Log:
Kindly Ignore Commit :

garbage file removal and useful code transfer in sandbox/

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rbuildignore
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rbuildignore	2013-09-14 00:06:05 UTC (rev 3102)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rbuildignore	2013-09-14 00:12:17 UTC (rev 3103)
@@ -1,7 +0,0 @@
-sandbox
-generatechangelog\.sh
-ChangeLog\.1\.0\.0
-week*
-Week*
-^.*\.Rproj$
-^\.Rproj\.user$

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rhistory
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rhistory	2013-09-14 00:06:05 UTC (rev 3102)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/.Rhistory	2013-09-14 00:12:17 UTC (rev 3103)
@@ -1,48 +0,0 @@
-devtools::load_all(".")
-package.skeleton("noniid.sm")
-R CMD check noniid.sm
-library(noniid.sm)
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/AcarSim.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/AcarSim.R')
-library(PerformanceAnalytics)
-data(edhec)
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/AcarSim.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R')
-devtools::load_all("noniid.sm")
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/AcarSim.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/Return.GLM.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/LoSharpe.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/LoSharpe.R')
-get("edhec")
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/AcarSim.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/CalmarRatio.Norm.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/CDrawdown.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/SterlingRatio.Norm.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/GLMSmoothIndex.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R')
-roxygenize()
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/")
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R")
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm")
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R")
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm")
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm")
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/CDrawdown.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.ComparitiveReturn.GLM.R')
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.UnsmoothReturn.R')
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm")
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm")
-roxygenize("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm")
-source('C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
-library(noniid.sm)

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/DESCRIPTION	2013-09-14 00:06:05 UTC (rev 3102)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/DESCRIPTION	2013-09-14 00:12:17 UTC (rev 3103)
@@ -1,38 +0,0 @@
-Package: noniid.sm
-Type: Package
-Title: Non-i.i.d. GSoC 2013 Shubhankit
-Version: 0.1
-Date: $Date: 2013-05-13 14:30:22 -0500 (Mon, 13 May 2013) $
-Author: Shubhankit Mohan <shubhankit1 at gmail.com>
-Contributors: Peter Carl, Brian G. Peterson
-Depends:
-    xts,
-    PerformanceAnalytics
-Suggests:
-    PortfolioAnalytics
-Maintainer: Brian G. Peterson <brian at braverock.com>
-Description: GSoC 2013 project to replicate literature on drawdowns and
-    non-i.i.d assumptions in finance.
-License: GPL-3
-ByteCompile: TRUE
-Collate:
-    'ACStdDev.annualized.R'
-    'CDDopt.R'
-    'CDrawdown.R'
-    'chart.Autocorrelation.R'
-    'EmaxDDGBM.R'
-    'GLMSmoothIndex.R'
-    'maxDDGBM.R'
-    'na.skip.R'
-    'Return.GLM.R'
-    'table.ComparitiveReturn.GLM.R'
-    'table.UnsmoothReturn.R'
-    'UnsmoothReturn.R'
-    'AcarSim.R'
-    'CDD.Opt.R'
-    'CalmarRatio.Norm.R'
-    'SterlingRatio.Norm.R'
-    'LoSharpe.R'
-    'Return.Okunev.R'
-    'se.LoSharpe.R'
-    'chart.AcarSim.R'

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/Gsoc-iid.Rproj
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/Gsoc-iid.Rproj	2013-09-14 00:06:05 UTC (rev 3102)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/Gsoc-iid.Rproj	2013-09-14 00:12:17 UTC (rev 3103)
@@ -1,17 +0,0 @@
-Version: 1.0
-
-RestoreWorkspace: Yes
-SaveWorkspace: Yes
-AlwaysSaveHistory: Yes
-
-EnableCodeIndexing: Yes
-UseSpacesForTab: Yes
-NumSpacesForTab: 2
-Encoding: UTF-8
-
-RnwWeave: Sweave
-LaTeX: pdfLaTeX
-
-BuildType: Package
-PackageInstallArgs: --no-multiarch
-PackageRoxygenize: rd

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/NAMESPACE	2013-09-14 00:06:05 UTC (rev 3102)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/NAMESPACE	2013-09-14 00:12:17 UTC (rev 3103)
@@ -1,18 +0,0 @@
-export(AcarSim)
-export(ACStdDev.annualized)
-export(CalmarRatio.Norm)
-export(CDD.Opt)
-export(CDDOpt)
-export(CDrawdown)
-export(chart.AcarSim)
-export(chart.Autocorrelation)
-export(EMaxDDGBM)
-export(GLMSmoothIndex)
-export(LoSharpe)
-export(Return.GLM)
-export(Return.Okunev)
-export(se.LoSharpe)
-export(SterlingRatio.Norm)
-export(table.ComparitiveReturn.GLM)
-export(table.EMaxDDGBM)
-export(table.UnsmoothReturn)

Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/Shubhankit.Rproj
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/Shubhankit.Rproj	2013-09-14 00:06:05 UTC (rev 3102)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/Shubhankit.Rproj	2013-09-14 00:12:17 UTC (rev 3103)
@@ -1,18 +0,0 @@
-Version: 1.0
-
-RestoreWorkspace: Yes
-SaveWorkspace: Yes
-AlwaysSaveHistory: Yes
-
-EnableCodeIndexing: Yes
-UseSpacesForTab: Yes
-NumSpacesForTab: 2
-Encoding: UTF-8
-
-RnwWeave: Sweave
-LaTeX: pdfLaTeX
-
-BuildType: Package
-PackagePath: noniid.sm
-PackageInstallArgs: --no-multiarch
-PackageRoxygenize: rd

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rbuildignore
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rbuildignore	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rbuildignore	2013-09-14 00:12:17 UTC (rev 3103)
@@ -0,0 +1,2 @@
+^.*\.Rproj$
+^\.Rproj\.user$

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rhistory
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rhistory	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rhistory	2013-09-14 00:12:17 UTC (rev 3103)
@@ -0,0 +1,512 @@
+for(i in 1:15) {if(managers[i,8]>0){splus[i]=managers[,8]}else{splus[i]=0}}
+a=edhec[,1]
+a=(edhec[:,1]>0)
+a=(edhec[,1]>0)
+head(a)
+plot(a)
+a=(edhec[,1]<0)
+plot(a)
+head(a)
+a[,6]
+a[,3]
+lm(edhec[,1]~managers[,2])
+lm(edhec[,1]~managers[,8])
+a=managers[,8]
+lm(edhec[1:132,1]~managers[,8])
+a=(edhec[,1]>0)
+a
+a[1,1]
+a[1,1]*2
+a=(edhec[1:10,1]>0)
+a
+a=(edhec[1:15,1]>0)
+a
+a=(edhec[10:15,1]>0)
+a
+a*1
+a*edhec[10:15,1]
+a=(edhec[10:15,1]>0)
+a
+a*edhec[0:15,1]
+managers[,8]
+head(managers[,8])
+sp+ = (managers[,8]>0)*managers[,8]
+spplus = (managers[,8]>0)*managers[,8]
+spminus = (managers[,8]<0)*managers[,8]
+lm(edhec[,1]~spplus[]+spminus)
+lm(edhec[1:132,1]~spplus[]+spminus)
+lm(edhec[1:132,1]~spplus[]+spminus+managers[,9])
+table.autocorrelation
+table.Autocorrelation
+lm(edhec[1:132,1]~spplus[]+spminus+managers[,9])
+table.Autocorrelation(edhec,spplus)
+table.Autocorrelation(edhec[,9],spplus)
+table.Correlation(edhec[],managers[,8])
+table.Correlation(edhec[],spminus)
+table.Correlation(edhec[],spplus)
+table.Correlation(Return.okunev(edhec[]),spplus)
+table.Correlation(Return.Okunev(edhec[]),spplus)
+a=table.Correlation(Return.okunev(edhec[]),spplus)
+a=table.Correlation(Return.Okunev(edhec[]),spplus)
+b=table.Correlation(edhec[],spplus)
+b-a
+a=table.Correlation(Return.Okunev(edhec[]),sminus)
+a=table.Correlation(Return.Okunev(edhec[]),spminus)
+b=table.Correlation(edhec[],spminus)
+a-b
+a
+b
+chart(a)
+plot(a)
+plot(a[,1])
+chart.PerformanceSummary(edhec[,12])
+charts.PerformanceSummary(edhec[,12])
+charts.PerformanceSummary(edhec[,12],managers[,8])
+a=c(edhec[,12],managers[,8])
+a=cbind(edhec[,12],managers[,8])
+charts.PerformanceSummary(a)
+a=cbind(edhec[,12],managers[,6])
+charts.PerformanceSummary(a)
+a=cbind(edhec[,6],managers[,8])
+charts.PerformanceSummary(a)
+b=table.Correlation(edhec[],spminus)
+b
+a=table.Correlation(Return.Okunev(edhec),spminus)
+a
+bb=cbind(spminus,spplus)
+charts.PerformanceSummary(bb)
+a=cbind(edhec[,6],managers[,8])
+charts.PerformanceSummary(a)
+a=table.Correlation(edhec,spminus)
+b=table.Correlation(edhec,spplus)
+b-a
+a
+b
+b=table.Correlation(edhec,managers[,8])
+b
+b=table.Correlation(edhec,managers[,9])
+b
+b=table.Correlation(Return.Okunev(edhec),managers[,9])
+b
+VaR(edhec)
+VaR(Return.Okunev(edhec))
+table.DrawdownsRatio(edhec)
+table.DrawdownsRatio(Return.Okunev(edhec))
+table.DownsideRisk(Return.Okunev(edhec))
+table.DownsideRisk(edhec)
+charts.PerformanceSummary(edhec)
+charts.PerformanceSummary(Return.Okunev(edhec))
+a=edhec[,1]
+a=edhec[140,1]
+a
+edhec[135:145,1]
+edhec[125:145,1]
+edhec[129:145,1]
+edhec[135:145,1]
+edhec[133:145,1]
+edhec[132:145,1]
+charts.PerformanceSummary(edhec[1:132,1:4],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[,1:4],colorset = rich6equal, lwd = 2, ylog = TRUE)
+table.Autocorrelation(edhec)
+chart.Autocorrelation(edhec)
+chart.Autocorrelation(edhec[,1:4])
+chart.Autocorrelation(Return.Okunev(edhec[,1:4]))
+charts.PerformanceSummary(edhec[,],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[132:152,],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[132:152,2],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[132:152,],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[132:152,1],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[132:152,2:5],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[132:152,2],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[,2],colorset = rich6equal, lwd = 2, ylog = TRUE)
+table.stats(edhec)
+table.Stats(edhec)
+?table.Stats
+data(edhec)
+table.Stats(edhec[,1:3])
+t(table.Stats(edhec))
+result=t(table.Stats(edhec))
+require("Hmisc")
+textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=c(rep(1,2),rep(3,14))), rmar = 0.8, cmar = 1.5,  max.cex=.9, halign = "center", valign = "top", row.valign="center", wrap.rownames=10, wrap.colnames=10, mar = c(0,0,3,0)+0.1)
+title(main="Statistics for EDHEC Indexes")
+data(edhec)
+table.Stats(edhec[,1:3])
+t(table.Stats(edhec))
+result=t(table.Stats(edhec[,1:3]))
+require("Hmisc")
+textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE, cdec=c(rep(1,2),rep(3,14))), rmar = 0.8, cmar = 1.5,  max.cex=.9, halign = "center", valign = "top", row.valign="center", wrap.rownames=10, wrap.colnames=10, mar = c(0,0,3,0)+0.1)
+title(main="Statistics for EDHEC Indexes")
+charts.PerformanceSummary(managers,colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(managers[,1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+data <- read.csv("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/data/HAM3-data.csv")
+dates <- data$X
+values <- data[,-1]  # convert percentage to return
+COM <- as.xts(values, order.by=as.Date(dates))
+COM.09<-COM[,9:11]
+charts.PerformanceSummary(COM.09[1:108,],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(COM[,1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(COM[1:108,1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+COM[,1]
+a=COM[,1]
+charts.PerformanceSummary(COM[108,1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(COM[,1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(COM[1:10,1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+head(COM[1:10,1:6])
+head(COM[1:151,1:6])
+head(COM[151,1:6])
+head(COM[151,1:6])
+head(COM[36,1:6])
+head(COM[70,1:6])
+head(COM[75,1:6])
+head(COM[76,1:6])
+head(COM[65,1:6])
+head(COM[68,1:6])
+head(COM[140,1:6])
+head(COM[142,1:6])
+head(COM[145,1:6])
+charts.PerformanceSummary(COM[1:10,1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(COM[68:145],1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(COM[68:145,1:6],colorset = rich6equal, lwd = 2, ylog = TRUE)
+table.AnnualizedReturns(edhec)
+table.AnnualizedReturns(Return.Okunev(edhec))
+charts.PerformanceSummary(edhec[,5],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[,8],colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[,5:8],colorset = rich6equal, lwd = 2, ylog = TRUE)
+table.DownsideRisk(edhec)
+table.DownsideRiskRatio(edhec)
+chart.AcarSim(edhec)
+AcarSim(edhec)
+chart.AcarSim(Return.Okunev(edhec))
+data(managers)
+head(managers)
+a=managers[,1]
+a[132]
+data(edhec)
+edhec
+managers[,132]
+managers[132,1]
+edhec(132,1)
+edhec[132,1]
+edhec[120,1]
+table.Correlation(edhec[1:120,],managers[,8])
+managers[12,8]
+managers[13,8]
+table.Correlation(edhec[1:120,],managers[13:132,8])
+table.Correlation(edhec[,],managers[,8])
+?table.DownSideRisk
+?table.DownsideRisk
+?table.DownsideRiskRatio
+table.DownsideRisk(edhec)
+table.DownsideRisk(Return.Okunev(edhec))
+q=table.DownsideRisk(Return.Okunev(edhec))
+p=table.DownsideRisk(edhec)
+q-p
+(q-p)/q
+table.SpecificRisk(edhec)
+table.SpecificRisk(edhec,managers[,8])
+table.SpecificRisk(edhec,managers[,8],0)
+CAPM(edhec,managers[,8],0)
+CAPM.beta(edhec,managers[,8],0)
+CAPM.beta(Return.Okunev(edhec),managers[,8],0)
+table.UpDownRatios
+?table.UpDownRatios
+table.UpDownRatios(edhec,managers[,8])
+Return.Annualized(edhec)
+Return.annualized(edhec)
+a=Return.annualized(edhec)
+plot(a)
+plot(a)
+a
+a=Return.annualized(Return.Okunev(edhec))
+a
+table.Autocorrelation(edhec)
+?SharpeRatio
+?VaR
+data(edhec)
+VaR(edhec[,1:3,drop=FALSE],method="normal")
+VaR(Return.Okunev(edhec[,1:3,drop=FALSE]),method="normal")
+# now use Gaussian
+VaR(edhec, p=.95, method="gaussian")
+CAPM.jensenAlpha(edhec,managers[,8],Rf = managers[, "US 3m TR", drop=FALSE])
+CAPM.jensenAlpha(edhec,managers[,8],Rf = managers[12:132, "US 3m TR", drop=FALSE])
+CAPM.jensenAlpha(edhec,managers[12:132,8],Rf = managers[12:132, "US 3m TR", drop=FALSE])
+CAPM.jensenAlpha(edhec[1:121],managers[12:132,8],Rf = managers[12:132, "US 3m TR", drop=FALSE])
+SystematicRisk(edhec)
+SystematicRisk(edhec,managers[,8])
+SystematicRisk(Return.Okunev(edhec),managers[,8])
+chart.RiskReturnScatter
+chart.RiskReturnScatter(edhec)
+chart.RiskReturnScatter(edhec[trailing36.rows,1:8], Rf=.03/12, main = "Trailing 36-Month Performance", colorset=c("red", rep("black",5), "orange", "green"))
+trailing36.rows
+table.Autocorrelation(edhec)
+chart.QQPlot
+?chart.QQPlot
+x = checkData(managers[,2, drop = FALSE], na.rm = TRUE, method = "vector")
+#layout(rbind(c(1,2),c(3,4)))
+# Panel 1, Normal distribution
+chart.QQPlot(x, main = "Normal Distribution", distribution = 'norm', envelope=0.95)
+# Panel 2, Log-Normal distribution
+fit = fitdistr(1+x, 'lognormal')
+chart.QQPlot(1+x, main = "Log-Normal Distribution", envelope=0.95, distribution='lnorm')
+#other options could include
+#, meanlog = fit$estimate[[1]], sdlog = fit$estimate[[2]])
+## Not run:
+# Panel 3, Skew-T distribution
+library(sn)
+fit = st.mle(y=x)
+chart.QQPlot(x, main = "Skew T Distribution", envelope=0.95,
+distribution = 'st', location = fit$dp[[1]],
+scale = fit$dp[[2]], shape = fit$dp[[3]], df=fit$dp[[4]])
+#Panel 4: Stable Parietian
+library(fBasics)
+fit.stable = stableFit(x,doplot=FALSE)
+chart.QQPlot(x, main = "Stable Paretian Distribution", envelope=0.95,
+distribution = 'stable', alpha = fit(stable.fit)$estimate[[1]],
+beta = fit(stable.fit)$estimate[[2]], gamma = fit(stable.fit)$estimate[[3]],
+delta = fit(stable.fit)$estimate[[4]], pm = 0)
+## End(Not run)
+#end examples
+?chart.Events
+charts.Bar(edhec)
+charts.Bar(edhec[,1])
+chart.VaRSensitivity(edhec[,1])
+managers[,132]
+managers[132,1]
+head(edhec)
+table.Autocorrelation(edhec)
+data(edhec)
+library("noniid.sm", lib.loc="C:/Users/shubhankit/Documents/R/win-library/3.0")
+data(edhec)
+table.Autocorrelation(edhec)
+a=table.Autocorrelation(edhec)
+t(a)
+t(a)
+xtable(a)
+install.packages("xtable")
+library("xtable", lib.loc="C:/Users/shubhankit/Documents/R/win-library/3.0")
+xtable(a)
+install.packages("stargazer")
+library(stargazer)
+data(edhec)
+stargazer(edhec[1:10,1])
+stargazer(edhec[1:10,1],summary=FALSE)
+edhec
+library("SweaveListingUtils", lib.loc="C:/Users/shubhankit/Documents/R/win-library/3.0")
+stargazer(attitude)
+stargazer(attitude)
+stargazer(edhec)
+stargazer(Return.Annualized(edhec))
+stargazer(Return.Annualized(edhec))
+CalmarRatio(edhec[,1:4])
+a=CalmarRatio(edhec[,1:4])
+summary(a)
+fm2 <- lm(tlimth ~ sex * ethnicty, data = tli)
+data(tli)
+fm2 <- lm(tlimth ~ sex * ethnicty, data = tli)
+print(xtable(anova(fm2)), type="html")
+library(xtable)
+library(xtable)
+source('~/R/win-library/3.0/xtable/doc/xtableGallery.R')
+getwd()
+roxygenize(getwd())
+library("roxygen2", lib.loc="C:/Users/shubhankit/Documents/R/win-library/3.0")
+roxygenize(getwd())
+?glm
+glm
+?lm
+viewsource(lm)
+view(lm)
+detach("package:stats", unload=TRUE)
+library("stats", lib.loc="C:/Program Files/R/R-3.0.1/library")
+lm
+?lm
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R')
+?glmi
+?glmi
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R')
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R')
+roxygenize(getwd())
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R')
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R')
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R')
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R')
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R')
+??noniid.sm
+library(PerformanceAnalytics)
+data(edhec)
+table.EMaxDDGBM(edhec)
+table.DrawDown(edhec)
+table.DownSideRisk(edhec)
+table.DownsideRisk(edhec)
+a=table.DownsideRisk(edhec[,1:4])
+t(a)
+a=table.DownsideRisk(edhec[,])
+t(a)
+library(PerformanceAnalytics)
+data(edhec)
+table.EMaxDDGBM(edhec)
+library(PerformanceAnalytics)
+data(edhec)
+b=table.EMaxDDGBM(edhec)
+t(b)
+Rank(edhec)
+b[order()]
+b[order(Expected Drawdown in %)]
+rank(b)
+rank(t(b))
+rank(t(b[:,3]))
+b(,3)
+b
+b[1,2]
+b[:,3]
+b[,3]
+b[3,]
+rank(b[3,])
+rank(a[3,])
+rank(a[11,])
+rank(b[3,])
+rank(-a[11,])
+rank(b[3,])
+bb=rank(b[3,])
+cc=rank(-a[11,])
+bb-cc
+table.stats
+?table.Stats
+table.Stats(edhec)
+round(4.4)
+round(4.444444)
+round(4.444444,5)
+round(4.444444,3)
+round(CalmarRatio.Norm(COM.09,1),4)
+round(SterlingRatio.Norm(COM.09,1),4)
+round(CalmarRatio.Norm(edhec,1),4)
+round(SterlingRatio.Norm(edhec,1),4)
+round(CalmarRatio.Norm(edhec[,1:4],1),4)
+round(CalmarRatio(edhec[,1:4],1),4)
+ES(edhec,.95,method="gaussian")
+chart.Autocorrelation(edhec)
+chart.Autocorrelation(COM.09)
+chart.Autocorrelation(COM.09)
+table.normDD(edhec)
+table.EMaxDDGBM(edhec)
+EmaxDDGBM(edhec)
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+EmaxDDGBM(edhec)
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+EmaxDDGBM(edhec)
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+EmaxDDGBM(edhec)
+EmaxDDGBM(edhec[,2])
+EmaxDDGBM(edhec[,13])
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+EmaxDDGBM(edhec)
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.EMaxDDGBM.R')
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+EmaxDDGBM(edhec)
+table.EMaxDDGBM(edhec)
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+EmaxDDGBM(edhec)
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+EmaxDDGBM(managers)
+data(managers)
+EmaxDDGBM(managers)
+roxygenize(getwd())
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R')
+roxygenize(getwd())
+data <- read.csv("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/data/HAM3-data.csv")
+dates <- data$X
+values <- data[,-1]  # convert percentage to return
+COM <- as.xts(values, order.by=as.Date(dates))
+COM.09<-COM[,9:11]
+charts.PerformanceSummary(COM.09[1:108,],colorset = rich6equal, lwd = 2, ylog = TRUE)
+table.DrawdownsRatio(COM.09)
+table.Drawdowns(COM.09)
+table.DownsideRisk(COM.09)
+EmaxDDGBM(COM.09)
+EmaxDDGBM(edhec)
+table.DownsideRisk(COM.09)
+table.DownsideRisk(edhec)[11,]
+EmaxDDGBM(edhec)
+a=EmaxDDGBM(edhec)
+b=table.DownsideRisk(edhec)[11,]
+a-(b*100)
+a+(b*100)
+charts.PerformanceSummary(edhec,colorset = rich6equal, lwd = 2, ylog = TRUE)
+charts.PerformanceSummary(edhec[,10:13],colorset = rich6equal, lwd = 2, ylog = TRUE)
+EmaxDDGBM(edhec)
+?EmaxDDGBM
+ES(edhec[1:4],.05,method="gaussian")
+ES(edhec[1:4],.95,method="gaussian")
+ES(edhec[2:4],.95,method="gaussian")
+ES(edhec[,2:4],.95,method="gaussian")
+EmaxDDGBM(edhec[,1:4])
+data <- read.csv("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/data/HAM3-data.csv")
+dates <- data$X
+values <- data[,-1]  # convert percentage to return
+COM <- as.xts(values, order.by=as.Date(dates))
+COM.09<-COM[,9:11]
+Vol1 = EMaxDDGBM(COM.09)
+Vol1
+Vol1
+Vol2 = -ES(COM.09,.95,method="gaussian")
+Vol2
+data <- read.csv("C:/Users/shubhankit/Desktop/Again/pkg/PerformanceAnalytics/sandbox/Shubhankit/data/HAM3-data.csv")
+dates <- data$X
+values <- data[,-1]  # convert percentage to return
+COM <- as.xts(values, order.by=as.Date(dates))
+COM.09<-COM[,9:11]
+Vol1 = EMaxDDGBM(managers)
+Vol1
+data(edhec)
+EmaxDDGBM(edhec)
+data(edhec)
+EmaxDDGBM(managers)
+data(edhec)
+EmaxDDGBM(COM.09)
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/R/EmaxDDGBM.R')
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/R/maxDDGBM.R')
+head(managers)
+head(COM.09)
+head(COM)
+charts.PerformanceSummary(COM)
+charts.PerformanceSummary(COM[,1:7])
+charts.PerformanceSummary(COM[,8:11])
+?glm
+?CalmarRatio
+??CalmarRatio
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R')
+?lmi
+??lmi
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R')
+getwd()
+roxygenize(getwd())
+library("roxygen2", lib.loc="C:/Users/shubhankit/Documents/R/win-library/3.0")
+roxygenize(getwd())
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R')
+?lmi
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R')
+roxygenize(getwd())
+source('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R')
+roxygenize(getwd())
+?lm
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R', encoding='UTF-8')
+roxygenize(getwd())
+?glm
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R', encoding='UTF-8')
+?lm
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R', encoding='UTF-8')
+roxygenize(getwd())
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R', encoding='UTF-8')
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R', encoding='UTF-8')
+roxygenize(getwd())
+?glm
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R', encoding='UTF-8')
+roxygenize(getwd())
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R', encoding='UTF-8')
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R', encoding='UTF-8')
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R', encoding='UTF-8')
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R', encoding='UTF-8')
+roxygenize(getwd())
+source.with.encoding('C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/glmi.R', encoding='UTF-8')
+roxygenize(getwd())

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/files-pane.pper
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/files-pane.pper	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/files-pane.pper	2013-09-14 00:12:17 UTC (rev 3103)
@@ -0,0 +1,9 @@
+{
+    "path" : "C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm",
+    "sortOrder" : [
+        {
+            "ascending" : true,
+            "columnIndex" : 2
+        }
+    ]
+}
\ No newline at end of file

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/packages-pane.pper
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/packages-pane.pper	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/packages-pane.pper	2013-09-14 00:12:17 UTC (rev 3103)
@@ -0,0 +1,7 @@
+{
+    "installOptions" : {
+        "installDependencies" : true,
+        "installFromRepository" : true,
+        "libraryPath" : "C:/Users/shubhankit/Documents/R/win-library/3.0"
+    }
+}
\ No newline at end of file

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/source-pane.pper
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/source-pane.pper	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/source-pane.pper	2013-09-14 00:12:17 UTC (rev 3103)
@@ -0,0 +1,3 @@
+{
+    "activeTab" : 0
+}
\ No newline at end of file

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/windowlayoutstate.pper
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/windowlayoutstate.pper	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/windowlayoutstate.pper	2013-09-14 00:12:17 UTC (rev 3103)
@@ -0,0 +1,14 @@
+{
+    "left" : {
+        "panelheight" : 646,
+        "splitterpos" : 410,
+        "topwindowstate" : "NORMAL",
+        "windowheight" : 684
+    },
+    "right" : {
+        "panelheight" : 646,
+        "splitterpos" : 411,
+        "topwindowstate" : "NORMAL",
+        "windowheight" : 684
+    }
+}
\ No newline at end of file

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/workbench-pane.pper
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/workbench-pane.pper	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/pcs/workbench-pane.pper	2013-09-14 00:12:17 UTC (rev 3103)
@@ -0,0 +1,4 @@
+{
+    "TabSet1" : 2,
+    "TabSet2" : 3
+}
\ No newline at end of file

Added: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/persistent-state
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/persistent-state	                        (rev 0)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/persistent-state	2013-09-14 00:12:17 UTC (rev 3103)
@@ -0,0 +1,9 @@
+build-last-errors="[]"
+build-last-errors-base-dir="C:/Users/shubhankit/Desktop/1 week/pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/"
+build-last-outputs="[{\"output\":\"==> Rcmd.exe INSTALL --no-multiarch noniid.sm\\n\\n\",\"type\":0},{\"output\":\"* installing to library 'C:/Users/shubhankit/Documents/R/win-library/3.0'\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"* installing *source* package 'noniid.sm' ...\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"** R\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"** byte-compile and prepare package for lazy loading\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"** help\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"*** installing help indices\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"** building package indices\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"** installing vignettes\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"** testing if installed package can be loaded\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1},{\"output\":\"* DONE (noniid.sm)\\r\\n\",\"type\":1},{\"output\":\"\",\"type\":1}]"
+compile_pdf_state="{\"errors\":[],\"output\":\"\",\"running\":false,\"tab_visible\":false,\"target_file\":\"\"}"
+console_procs="[]"
+files.monitored-path=""
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/returnanalytics -r 3103

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