[Returnanalytics-commits] r3518 - pkg/PerformanceAnalytics/R

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

Author: efmrforge
Date: 2014-08-30 05:10:20 +0200 (Sat, 30 Aug 2014)
New Revision: 3518

Modified:
   pkg/PerformanceAnalytics/R/table.ProbOutperformance.R
Log:
Added title and one line description so it would build


Modified: pkg/PerformanceAnalytics/R/table.ProbOutperformance.R
===================================================================
--- pkg/PerformanceAnalytics/R/table.ProbOutperformance.R	2014-08-27 20:35:20 UTC (rev 3517)
+++ pkg/PerformanceAnalytics/R/table.ProbOutperformance.R	2014-08-30 03:10:20 UTC (rev 3518)
@@ -1,4 +1,7 @@
-#' 
+#' Probability of Outperformance
+#' Returns tables of convertable arbitrage between a return series and 
+#'   a benchmark
+#'
 #' @description Tool for Robustness analysis of a strategy, can be used to give the probability an investor investing at any point in time will outperform the benchmark over a given horizon. Calculates Count of trailing periods where a fund outperformed its benchmark and calculates the proportion of those periods, this is commonly used in marketing as the probability of outperformance on a N period basis.
 #' 
 #' @param R an xts, timeSeries or zoo object of asset returns
@@ -52,4 +55,4 @@
   colnames(result) = c("period_lengths",colnames(R),colnames(Rb),"total periods",paste0("prob_",colnames(R),"_outperformance"),paste0("prob_",colnames(Rb),"_outperformance"))
   return(result)
   
-}
\ No newline at end of file
+}