[Returnanalytics-commits] r3329 - pkg/PerformanceAnalytics/R

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

Author: peter_carl
Date: 2014-02-21 22:57:32 +0100 (Fri, 21 Feb 2014)
New Revision: 3329

Modified:
   pkg/PerformanceAnalytics/R/CAPM.dynamic.R
   pkg/PerformanceAnalytics/R/CAPM.epsilon.R
   pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R
Log:
- added alias for SFM nomenclature

Modified: pkg/PerformanceAnalytics/R/CAPM.dynamic.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.dynamic.R	2014-02-21 21:52:56 UTC (rev 3328)
+++ pkg/PerformanceAnalytics/R/CAPM.dynamic.R	2014-02-21 21:57:32 UTC (rev 3329)
@@ -27,6 +27,7 @@
 #' \deqn{r_{pt+1}=\alpha_{0p}+A_{p}'z_{t}+b_{0p}r_{bt+1}+B_{p}'[z_{t}r_{bt+1}]+
 #' \mu_{pt+1}}
 #' 
+#' @aliases SFM.dynamic
 #' @param Ra an xts, vector, matrix, data frame, timeSeries or zoo object of
 #' the asset returns
 #' @param Rb an xts, vector, matrix, data frame, timeSeries or zoo object of 

Modified: pkg/PerformanceAnalytics/R/CAPM.epsilon.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.epsilon.R	2014-02-21 21:52:56 UTC (rev 3328)
+++ pkg/PerformanceAnalytics/R/CAPM.epsilon.R	2014-02-21 21:57:32 UTC (rev 3329)
@@ -8,7 +8,7 @@
 #' where \eqn{\alpha_r} is the regression alpha, \eqn{\beta_r} is the regression beta,
 #' \eqn{r_p} is the portfolio return and b is the benchmark return
 #'
-#' @aliases Regression epsilon
+#' @aliases SFM.epsilon
 #' @param Ra an xts, vector, matrix, data frame, timeSeries or zoo object of
 #' asset returns
 #' @param Rb return vector of the benchmark asset

Modified: pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R	2014-02-21 21:52:56 UTC (rev 3328)
+++ pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R	2014-02-21 21:57:32 UTC (rev 3329)
@@ -8,7 +8,7 @@
 #' where \eqn{r_f} is the risk free rate, \eqn{\beta_r} is the regression beta,
 #' \eqn{r_p} is the portfolio return and b is the benchmark return
 #'
-#' @aliases Jensen'sAlpha
+#' @aliases SFM.jensenAlpha
 #' @param Ra an xts, vector, matrix, data frame, timeSeries or zoo object of
 #' asset returns
 #' @param Rb return vector of the benchmark asset