[Returnanalytics-commits] r3327 - pkg/PerformanceAnalytics/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Feb 21 22:52:05 CET 2014
Author: peter_carl
Date: 2014-02-21 22:52:05 +0100 (Fri, 21 Feb 2014)
New Revision: 3327
Modified:
pkg/PerformanceAnalytics/R/CAPM.alpha.R
Log:
- added alias for SFM.alpha
Modified: pkg/PerformanceAnalytics/R/CAPM.alpha.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.alpha.R 2014-02-21 21:49:56 UTC (rev 3326)
+++ pkg/PerformanceAnalytics/R/CAPM.alpha.R 2014-02-21 21:52:05 UTC (rev 3327)
@@ -10,6 +10,7 @@
#' literature, it is an example of a simple single factor model,
#' comparing an asset to any arbitrary benchmark.
#'
+#' @aliases SFM.alpha
#' @param Ra an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
#' @param Rb return vector of the benchmark asset
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