[Returnanalytics-commits] r3344 - pkg/Meucci

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

Author: braverock
Date: 2014-02-27 11:39:11 +0100 (Thu, 27 Feb 2014)
New Revision: 3344

Removed:
   pkg/Meucci/inst/
Modified:
   pkg/Meucci/DESCRIPTION
Log:
- Add Attilio and David to Authors field
- David Ardia is now the maintainer
- bump version


Modified: pkg/Meucci/DESCRIPTION
===================================================================
--- pkg/Meucci/DESCRIPTION	2014-02-27 09:48:07 UTC (rev 3343)
+++ pkg/Meucci/DESCRIPTION	2014-02-27 10:39:11 UTC (rev 3344)
@@ -2,10 +2,11 @@
 Type: Package
 Title: Collection of functionality ported from the MATLAB code of Attilio
     Meucci.
-Version: 0.2.2
+Version: 0.3
 Date: $Date: 2012-06-06 15:18:48 -0500 (Wed, 06 Jun 2012) $
-Author: Ram Ahluwalia, Manan Shah, Xavier Valls
-Maintainer: Brian G. Peterson <brian at braverock.com>
+Author: 
+    Attilio Meucci, Ram Ahluwalia, David Ardia, Xavier Valls, Brian Peterson, Manan Shah 
+Maintainer: "David Ardia" <David.Ardia at fsa.ulaval.ca>
 Description: Attilio Meucci is a thought leader in advanced risk and portfolio
     management. His innovations include Entropy Pooling (technique for fully
     flexible portfolio construction), Factors on Demand (on-the-fly factor
@@ -53,56 +54,4 @@
     PerformanceAnalytics
 License: GPL
 URL: http://r-forge.r-project.org/projects/returnanalytics/
-Copyright: (c) 2012
-Collate:
-    'CmaCopula.R'
-    'DetectOutliersviaMVE.R'
-    'EntropyProg.R'
-    'FullyFlexibleBayesNets.R'
-    'HermiteGrid.R'
-    'InvariantProjection.R'
-    'logToArithmeticCovariance.R'
-    'MeanDiversificationFrontier.R'
-    'MultivariateOUnCointegration.R'
-    'Prior2Posterior.R'
-    'RobustBayesianAllocation.R'
-    'LognormalMoments2Parameters.R'
-    'LognormalParameters2Statistics.R'
-    'LognormalCopulaPdf.R'
-    'NormalCopulaPdf.R'
-    'StudentTCopulaPdf.R'
-    'ConvertChangeInYield2Price.R'
-    'ProjectionStudentT.R'
-    'TwoDimEllipsoid.R'
-    'PerformIidAnalysis.R'
-    'SimulateJumpDiffusionMerton.R'
-    'BlackScholesCallPrice.R'
-    'InterExtrapolate.R'
-    'CentralAndStandardizedStatistics.R'
-    'FitExpectationMaximization.R'
-    'QuantileMixture.R'
-    'GenerateUniformDrawsOnUnitSphere.R'
-    'PlotMarginalsNormalInverseWishart.R'
-    'RandNormalInverseWishart.R'
-    'FitMultivariateGarch.R'
-    'MvnRnd.R'
-    'MleRecursionForStudentT.R'
-    'CovertCompoundedReturns2Price.R'
-    'MaxRsqCS.R'
-    'EfficientFrontierReturnsBenchmark.R'
-    'EfficientFrontierReturns.R'
-    'EfficientFrontierPrices.R'
-    'FitOrnsteinUhlenbeck.R'
-    'PlotVolVsCompositionEfficientFrontier.R'
-    'BlackLittermanFormula.R'
-    'Log2Lin.R'
-    'PlotCompositionEfficientFrontier.R'
-    'MaxRsqTS.R'
-    'PlotDistributions.R'
-    'DoubleDecay.R'
-    'Fit2Moms.R'
-    'LeastInfoKernel.R'
-    'data.R'
-    'ButterflyTradingFunctions.R'
-    'RankingInformationFunctions.R'
-    'pHistPriorPosterior.R'
+Copyright: (c) 2014