[Returnanalytics-commits] r3113 - in pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Sep 16 07:19:14 CEST 2013
Author: shubhanm
Date: 2013-09-16 07:19:14 +0200 (Mon, 16 Sep 2013)
New Revision: 3113
Removed:
pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rhistory
pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/inst/
pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/man/
pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/Read-and-delete-me
Modified:
pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/NAMESPACE
pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.normDD.R
pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd
Log:
documentation change
Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rhistory
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rhistory 2013-09-15 21:18:08 UTC (rev 3112)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/.Rhistory 2013-09-16 05:19:14 UTC (rev 3113)
@@ -1,512 +0,0 @@
-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())
Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/NAMESPACE 2013-09-15 21:18:08 UTC (rev 3112)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/NAMESPACE 2013-09-16 05:19:14 UTC (rev 3113)
@@ -15,7 +15,7 @@
export(SterlingRatio.Norm)
export(table.ComparitiveReturn.GLM)
export(table.EMaxDDGBM)
-export(table.NormDD)
+export(table.normDD)
export(table.Sharpe)
export(table.UnsmoothReturn)
export(UnsmoothReturn)
Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.normDD.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.normDD.R 2013-09-15 21:18:08 UTC (rev 3112)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.normDD.R 2013-09-16 05:19:14 UTC (rev 3113)
@@ -26,7 +26,7 @@
#' @seealso Drawdowns.R
#' @rdname table.normDD
#' @export
-table.NormDD <-
+table.normDD <-
function (R,digits =4)
{# @author
Deleted: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/Read-and-delete-me
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/Read-and-delete-me 2013-09-15 21:18:08 UTC (rev 3112)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/Read-and-delete-me 2013-09-16 05:19:14 UTC (rev 3113)
@@ -1,9 +0,0 @@
-* Edit the help file skeletons in 'man', possibly combining help files for multiple
- functions.
-* Edit the exports in 'NAMESPACE', and add necessary imports.
-* Put any C/C++/Fortran code in 'src'.
-* If you have compiled code, add a useDynLib() directive to 'NAMESPACE'.
-* Run R CMD build to build the package tarball.
-* Run R CMD check to check the package tarball.
-
-Read "Writing R Extensions" for more information.
Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd 2013-09-15 21:18:08 UTC (rev 3112)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd 2013-09-16 05:19:14 UTC (rev 3113)
@@ -1,8 +1,8 @@
-\name{table.NormDD}
-\alias{table.NormDD}
+\name{table.normDD}
+\alias{table.normDD}
\title{Generalised Lambda Distribution Simulated Drawdown}
\usage{
- table.NormDD(R, digits = 4)
+ table.normDD(R, digits = 4)
}
\arguments{
\item{R}{an xts, vector, matrix, data frame, timeSeries
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