[Returnanalytics-commits] r3105 - in pkg/Meucci: . demo

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sat Sep 14 13:10:01 CEST 2013


Author: xavierv
Date: 2013-09-14 13:10:00 +0200 (Sat, 14 Sep 2013)
New Revision: 3105

Modified:
   pkg/Meucci/TODO
   pkg/Meucci/demo/S_SelectionHeuristics.R
Log:
 - fixed error in S_SelectionHeuristics demo script 

Modified: pkg/Meucci/TODO
===================================================================
--- pkg/Meucci/TODO	2013-09-14 01:16:46 UTC (rev 3104)
+++ pkg/Meucci/TODO	2013-09-14 11:10:00 UTC (rev 3105)
@@ -9,4 +9,7 @@
 * 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
+* Improve documentation for every script from the book: 
+	- find the exercises and sections they come from
+	- write down the formulas
 

Modified: pkg/Meucci/demo/S_SelectionHeuristics.R
===================================================================
--- pkg/Meucci/demo/S_SelectionHeuristics.R	2013-09-14 01:16:46 UTC (rev 3104)
+++ pkg/Meucci/demo/S_SelectionHeuristics.R	2013-09-14 11:10:00 UTC (rev 3105)
@@ -191,7 +191,7 @@
 
 SelectExactNChooseK = function( OutOfWho, K, M )
 {	
-	Combos = t(combn( OutOfWho[ i ], K ) );
+	Combos = t(combn( OutOfWho, K ) );
 	L = dim(Combos)[1];
 	a = matrix( 0, 1, L );
 	



More information about the Returnanalytics-commits mailing list