[Returnanalytics-commits] r3328 - pkg/PerformanceAnalytics/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Fri Feb 21 22:52:57 CET 2014


Author: peter_carl
Date: 2014-02-21 22:52:56 +0100 (Fri, 21 Feb 2014)
New Revision: 3328

Modified:
   pkg/PerformanceAnalytics/R/CAPM.beta.R
Log:
- added alias for SFM.beta

Modified: pkg/PerformanceAnalytics/R/CAPM.beta.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.beta.R	2014-02-21 21:52:05 UTC (rev 3327)
+++ pkg/PerformanceAnalytics/R/CAPM.beta.R	2014-02-21 21:52:56 UTC (rev 3328)
@@ -31,7 +31,7 @@
 #' literature, it is an example of a simple single factor model, 
 #' comparing an asset to any arbitrary benchmark.
 #'  
-#' @aliases CAPM.beta CAPM.beta.bull CAPM.beta.bear TimingRatio
+#' @aliases CAPM.beta CAPM.beta.bull CAPM.beta.bear TimingRatio SFM.beta
 #' @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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