[Returnanalytics-commits] r3520 - pkg/PerformanceAnalytics/man

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

Author: efmrforge
Date: 2014-08-30 16:40:16 +0200 (Sat, 30 Aug 2014)
New Revision: 3520

Removed:
   pkg/PerformanceAnalytics/man/table.ProbOutPerformance.Rd
Log:
Removed failing .Rd file


Deleted: pkg/PerformanceAnalytics/man/table.ProbOutPerformance.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/table.ProbOutPerformance.Rd	2014-08-30 14:27:58 UTC (rev 3519)
+++ pkg/PerformanceAnalytics/man/table.ProbOutPerformance.Rd	2014-08-30 14:40:16 UTC (rev 3520)
@@ -1,33 +0,0 @@
-% Generated by roxygen2 (4.0.1): do not edit by hand
-\name{table.ProbOutPerformance}
-\alias{table.ProbOutPerformance}
-\title{}
-\usage{
-table.ProbOutPerformance(R, Rb, period_lengths = c(1, 3, 6, 9, 12, 18, 36))
-}
-\arguments{
-\item{R}{an xts, timeSeries or zoo object of asset returns}
-
-\item{Rb}{an xts, timeSeries or zoo object of the benchmark returns}
-
-\item{period_lengths}{a vector of periods the user wants to evaluate this over i.e. c(1,3,6,9,12,18,36)}
-}
-\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.
-}
-\details{
-Returns a table that contains the counts and probabilities of outperformance relative to benchmark for the various period_lengths
-}
-\examples{
-data(edhec) ##get data
-table.ProbOutPerformance(edhec[,1],edhec[,2]) ##Returns tables of conv arb benchmarked to cta global
-}
-\author{
-Kyle Balkissoon
-}
-\keyword{Benchmark}
-\keyword{Fund}
-\keyword{Performance}
-\keyword{Reporting}
-\keyword{vs}
-