[Returnanalytics-commits] r3149 - in pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm: R man

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

Author: shubhanm
Date: 2013-09-20 19:36:42 +0200 (Fri, 20 Sep 2013)
New Revision: 3149

Modified:
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.normDD.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd
Log:
Minor documentation changes 

Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R	2013-09-20 15:27:22 UTC (rev 3148)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/lmi.R	2013-09-20 17:36:42 UTC (rev 3149)
@@ -7,11 +7,11 @@
 #'an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted. The details of model specification are given under ‘Details’.
 #'
 #'
-#'@param data	
+#'@param data  
 #'an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which lm is called.
 #'
 #'@param vcov HC-HAC covariance estimation
-#'@param weights	
+#'@param weights  
 #'an optional vector of weights to be used in the fitting process. Should be NULL or a numeric vector. If non-NULL, weighted least squares is used with weights weights (that is, minimizing sum; otherwise ordinary least squares is used. See also ‘Details’,
 #'
 #'

Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.normDD.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.normDD.R	2013-09-20 15:27:22 UTC (rev 3148)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.normDD.R	2013-09-20 17:36:42 UTC (rev 3149)
@@ -18,7 +18,6 @@
 #' @param digits  number of rounding off digits.
 #' @references Burghardt, G., and L. Liu, \emph{ It's the Autocorrelation, Stupid (November 2012) Newedge
 #' working paper.}
-#'  \code{\link[stats]{}} \cr
 #' \url{http://www.amfmblog.com/assets/Newedge-Autocorrelation.pdf}
 #' Burghardt, G., Duncan, R. and L. Liu, \emph{Deciphering drawdown}. Risk magazine, Risk management for investors, September, S16-S20, 2003. \url{http://www.risk.net/data/risk/pdf/investor/0903_risk.pdf}
 #' @author Peter Carl, Brian Peterson, Shubhankit Mohan
@@ -26,8 +25,7 @@
 #' @examples 
 #' library(PerformanceAnalytics)
 #' data(edhec)
-#' table.normDD(edhec[,1])
-#' @seealso Drawdowns.R
+#' table.normDD(edhec[1:30,1])
 #' @rdname table.normDD
 #' @export
 table.normDD <-
@@ -76,9 +74,9 @@
             dr <- r[i,j] 
             s[i,j] <- (dr)
         }
-        
-        
-        drawdown[j] = as.numeric(maxDrawdown(s[,j])[1])
+            # s=     as.POSIXct(s, origin = "1960-01-01")   
+       #      drawdown[j] = as.numeric(maxDrawdown(as.POSIXct(s[,j], origin = "1960-01-01") )[1])
+       drawdown[j] = as.numeric(maxDrawdown(s[,j])[1])
       }
       z = c((mu*100),
             (sig*100),

Modified: pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd	2013-09-20 15:27:22 UTC (rev 3148)
+++ pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd	2013-09-20 17:36:42 UTC (rev 3149)
@@ -33,22 +33,24 @@
   \bold{10,000} iterations to produce a smooth
   distribution.
 }
+\examples{
+library(PerformanceAnalytics)
+data(edhec)
+table.normDD(edhec[1:30,1])
+}
 \author{
   Peter Carl, Brian Peterson, Shubhankit Mohan
 }
 \references{
   Burghardt, G., and L. Liu, \emph{ It's the
   Autocorrelation, Stupid (November 2012) Newedge working
-  paper.} \code{\link[stats]{}} \cr
+  paper.}
   \url{http://www.amfmblog.com/assets/Newedge-Autocorrelation.pdf}
   Burghardt, G., Duncan, R. and L. Liu, \emph{Deciphering
   drawdown}. Risk magazine, Risk management for investors,
   September, S16-S20, 2003.
   \url{http://www.risk.net/data/risk/pdf/investor/0903_risk.pdf}
 }
-\seealso{
-  Drawdowns.R
-}
 \keyword{Assumptions}
 \keyword{Brownian}
 \keyword{Drawdown}