[Returnanalytics-commits] r3311 - in pkg/PerformanceAnalytics: . R

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

Author: braverock
Date: 2014-02-13 23:19:11 +0100 (Thu, 13 Feb 2014)
New Revision: 3311

Modified:
   pkg/PerformanceAnalytics/NAMESPACE
   pkg/PerformanceAnalytics/R/ES.R
   pkg/PerformanceAnalytics/R/table.CAPM.R
Log:
- more roxygen NAMESPACE changes

Modified: pkg/PerformanceAnalytics/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/NAMESPACE	2014-02-13 21:55:33 UTC (rev 3310)
+++ pkg/PerformanceAnalytics/NAMESPACE	2014-02-13 22:19:11 UTC (rev 3311)
@@ -28,6 +28,7 @@
 export(CAPM.epsilon)
 export(CAPM.jensenAlpha)
 export(CDD)
+export(CVaR)
 export(CalculateReturns)
 export(CalmarRatio)
 export(CoKurtosis)
@@ -38,6 +39,7 @@
 export(DownsideFrequency)
 export(DrawdownDeviation)
 export(DrawdownPeak)
+export(ES)
 export(ETL)
 export(FamaBeta)
 export(Frequency)
@@ -177,6 +179,7 @@
 export(table.AnnualizedReturns)
 export(table.Arbitrary)
 export(table.Autocorrelation)
+export(table.CAPM)
 export(table.CalendarReturns)
 export(table.CaptureRatios)
 export(table.Correlation)

Modified: pkg/PerformanceAnalytics/R/ES.R
===================================================================
--- pkg/PerformanceAnalytics/R/ES.R	2014-02-13 21:55:33 UTC (rev 3310)
+++ pkg/PerformanceAnalytics/R/ES.R	2014-02-13 22:19:11 UTC (rev 3311)
@@ -114,7 +114,7 @@
 #' 
 #'     # add Component ES for the equal weighted portfolio
 #'     ES(edhec, clean="boudt", portfolio_method="component")
-#' 
+#' @export ETL CVaR ES
 ETL <- CVaR <- ES <- function (R=NULL , p=0.95, ..., 
         method=c("modified","gaussian","historical"), 
         clean=c("none","boudt", "geltner"),  

Modified: pkg/PerformanceAnalytics/R/table.CAPM.R
===================================================================
--- pkg/PerformanceAnalytics/R/table.CAPM.R	2014-02-13 21:55:33 UTC (rev 3310)
+++ pkg/PerformanceAnalytics/R/table.CAPM.R	2014-02-13 22:19:11 UTC (rev 3311)
@@ -31,7 +31,7 @@
 #' @aliases
 #' table.CAPM
 #' table.SFM
-#' @export
+#' @export table.SFM table.CAPM
 table.SFM <- table.CAPM <- function (Ra, Rb, scale = NA, Rf = 0, digits = 4)
 {# @author Peter Carl