[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 );
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