[Returnanalytics-commits] r3301 - in pkg/PerformanceAnalytics: . R sandbox/Shubhankit/noniid.sm/R sandbox/pulkit/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sat Jan 18 16:26:12 CET 2014 

Author: braverock
Date: 2014-01-18 16:26:12 +0100 (Sat, 18 Jan 2014)
New Revision: 3301

Added:
   pkg/PerformanceAnalytics/R/lpm.R
Modified:
   pkg/PerformanceAnalytics/DESCRIPTION
   pkg/PerformanceAnalytics/R/ActivePremium.R
   pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R
   pkg/PerformanceAnalytics/R/AppraisalRatio.R
   pkg/PerformanceAnalytics/R/BernadoLedoitratio.R
   pkg/PerformanceAnalytics/R/BurkeRatio.R
   pkg/PerformanceAnalytics/R/CAPM.alpha.R
   pkg/PerformanceAnalytics/R/CAPM.beta.R
   pkg/PerformanceAnalytics/R/CAPM.epsilon.R
   pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R
   pkg/PerformanceAnalytics/R/CAPM.utils.R
   pkg/PerformanceAnalytics/R/CalmarRatio.R
   pkg/PerformanceAnalytics/R/CoMoments.R
   pkg/PerformanceAnalytics/R/DRatio.R
   pkg/PerformanceAnalytics/R/DownsideDeviation.R
   pkg/PerformanceAnalytics/R/DownsideFrequency.R
   pkg/PerformanceAnalytics/R/DrawdownPeak.R
   pkg/PerformanceAnalytics/R/Drawdowns.R
   pkg/PerformanceAnalytics/R/ES.R
   pkg/PerformanceAnalytics/R/FamaBeta.R
   pkg/PerformanceAnalytics/R/Frequency.R
   pkg/PerformanceAnalytics/R/HerfindahlIndex.R
   pkg/PerformanceAnalytics/R/HurstIndex.R
   pkg/PerformanceAnalytics/R/InformationRatio.R
   pkg/PerformanceAnalytics/R/Kappa.R
   pkg/PerformanceAnalytics/R/KellyRatio.R
   pkg/PerformanceAnalytics/R/M2Sortino.R
   pkg/PerformanceAnalytics/R/MSquared.R
   pkg/PerformanceAnalytics/R/MSquaredExcess.R
   pkg/PerformanceAnalytics/R/MartinRatio.R
   pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R
   pkg/PerformanceAnalytics/R/MultivariateMoments.R
   pkg/PerformanceAnalytics/R/NetSelectivity.R
   pkg/PerformanceAnalytics/R/Omega.R
   pkg/PerformanceAnalytics/R/OmegaExcessReturn.R
   pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R
   pkg/PerformanceAnalytics/R/PainIndex.R
   pkg/PerformanceAnalytics/R/PainRatio.R
   pkg/PerformanceAnalytics/R/PortfolioRisk.R
   pkg/PerformanceAnalytics/R/ProspectRatio.R
   pkg/PerformanceAnalytics/R/Return.Geltner.R
   pkg/PerformanceAnalytics/R/Return.annualized.R
   pkg/PerformanceAnalytics/R/Return.calculate.R
   pkg/PerformanceAnalytics/R/Return.clean.R
   pkg/PerformanceAnalytics/R/Return.cumulative.R
   pkg/PerformanceAnalytics/R/Return.excess.R
   pkg/PerformanceAnalytics/R/Return.index.R
   pkg/PerformanceAnalytics/R/Return.portfolio.R
   pkg/PerformanceAnalytics/R/Return.read.R
   pkg/PerformanceAnalytics/R/Return.relative.R
   pkg/PerformanceAnalytics/R/Return.wealthindex.R
   pkg/PerformanceAnalytics/R/Selectivity.R
   pkg/PerformanceAnalytics/R/SemiDeviation.R
   pkg/PerformanceAnalytics/R/SharpeRatio.R
   pkg/PerformanceAnalytics/R/SharpeRatio.annualized.R
   pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R
   pkg/PerformanceAnalytics/R/SmoothingIndex.R
   pkg/PerformanceAnalytics/R/SortinoRatio.R
   pkg/PerformanceAnalytics/R/SpecificRisk.R
   pkg/PerformanceAnalytics/R/StdDev.R
   pkg/PerformanceAnalytics/R/StdDev.annualized.R
   pkg/PerformanceAnalytics/R/SystematicRisk.R
   pkg/PerformanceAnalytics/R/TotalRisk.R
   pkg/PerformanceAnalytics/R/TrackingError.R
   pkg/PerformanceAnalytics/R/TreynorRatio.R
   pkg/PerformanceAnalytics/R/UlcerIndex.R
   pkg/PerformanceAnalytics/R/UpDownRatios.R
   pkg/PerformanceAnalytics/R/UpsideFrequency.R
   pkg/PerformanceAnalytics/R/UpsidePotentialRatio.R
   pkg/PerformanceAnalytics/R/UpsideRisk.R
   pkg/PerformanceAnalytics/R/VaR.Marginal.R
   pkg/PerformanceAnalytics/R/VaR.R
   pkg/PerformanceAnalytics/R/VolatilitySkewness.R
   pkg/PerformanceAnalytics/R/apply.fromstart.R
   pkg/PerformanceAnalytics/R/apply.rolling.R
   pkg/PerformanceAnalytics/R/chart.ACF.R
   pkg/PerformanceAnalytics/R/chart.ACFplus.R
   pkg/PerformanceAnalytics/R/chart.Bar.R
   pkg/PerformanceAnalytics/R/chart.BarVaR.R
   pkg/PerformanceAnalytics/R/chart.Boxplot.R
   pkg/PerformanceAnalytics/R/chart.CaptureRatios.R
   pkg/PerformanceAnalytics/R/chart.Correlation.R
   pkg/PerformanceAnalytics/R/chart.CumReturns.R
   pkg/PerformanceAnalytics/R/chart.Drawdown.R
   pkg/PerformanceAnalytics/R/chart.ECDF.R
   pkg/PerformanceAnalytics/R/chart.Events.R
   pkg/PerformanceAnalytics/R/chart.Histogram.R
   pkg/PerformanceAnalytics/R/chart.QQPlot.R
   pkg/PerformanceAnalytics/R/chart.Regression.R
   pkg/PerformanceAnalytics/R/chart.RelativePerformance.R
   pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R
   pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R
   pkg/PerformanceAnalytics/R/chart.RollingMean.R
   pkg/PerformanceAnalytics/R/chart.RollingPerformance.R
   pkg/PerformanceAnalytics/R/chart.RollingQuantileRegression.R
   pkg/PerformanceAnalytics/R/chart.RollingRegression.R
   pkg/PerformanceAnalytics/R/chart.Scatter.R
   pkg/PerformanceAnalytics/R/chart.SnailTrail.R
   pkg/PerformanceAnalytics/R/chart.StackedBar.R
   pkg/PerformanceAnalytics/R/chart.TimeSeries.R
   pkg/PerformanceAnalytics/R/chart.VaRSensitivity.R
   pkg/PerformanceAnalytics/R/charts.Bar.R
   pkg/PerformanceAnalytics/R/charts.BarVaR.R
   pkg/PerformanceAnalytics/R/charts.PerformanceSummary.R
   pkg/PerformanceAnalytics/R/charts.RollingPerformance.R
   pkg/PerformanceAnalytics/R/charts.RollingRegression.R
   pkg/PerformanceAnalytics/R/charts.TimeSeries.R
   pkg/PerformanceAnalytics/R/checkData.R
   pkg/PerformanceAnalytics/R/decomposeMVaR.R
   pkg/PerformanceAnalytics/R/findDrawdowns.R
   pkg/PerformanceAnalytics/R/kurtosis.R
   pkg/PerformanceAnalytics/R/legend.R
   pkg/PerformanceAnalytics/R/maxDrawdown.R
   pkg/PerformanceAnalytics/R/mean.utils.R
   pkg/PerformanceAnalytics/R/na.skip.R
   pkg/PerformanceAnalytics/R/rCornishFisher.r
   pkg/PerformanceAnalytics/R/replaceTabs.R
   pkg/PerformanceAnalytics/R/skewness.R
   pkg/PerformanceAnalytics/R/sortDrawdowns.R
   pkg/PerformanceAnalytics/R/table.AnnualizedReturns.R
   pkg/PerformanceAnalytics/R/table.Arbitrary.R
   pkg/PerformanceAnalytics/R/table.Autocorrelation.R
   pkg/PerformanceAnalytics/R/table.CAPM.R
   pkg/PerformanceAnalytics/R/table.CalendarReturns.R
   pkg/PerformanceAnalytics/R/table.CaptureRatios.R
   pkg/PerformanceAnalytics/R/table.Correlation.R
   pkg/PerformanceAnalytics/R/table.Distributions.R
   pkg/PerformanceAnalytics/R/table.DownsideRisk.R
   pkg/PerformanceAnalytics/R/table.DownsideRiskRatio.R
   pkg/PerformanceAnalytics/R/table.Drawdowns.R
   pkg/PerformanceAnalytics/R/table.DrawdownsRatio.R
   pkg/PerformanceAnalytics/R/table.HigherMoments.R
   pkg/PerformanceAnalytics/R/table.InformationRatio.R
   pkg/PerformanceAnalytics/R/table.MonthlyReturns.R
   pkg/PerformanceAnalytics/R/table.RollingPeriods.R
   pkg/PerformanceAnalytics/R/table.SpecificRisk.R
   pkg/PerformanceAnalytics/R/table.UpDownRatios.R
   pkg/PerformanceAnalytics/R/table.Variability.R
   pkg/PerformanceAnalytics/R/textplot.R
   pkg/PerformanceAnalytics/R/valueAtRiskFunctions.r
   pkg/PerformanceAnalytics/R/zerofill.R
   pkg/PerformanceAnalytics/R/zzz.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/CDrawdown.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/GLMSmoothIndex.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/Return.GLM.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/chart.AcarSim.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/na.skip.R
   pkg/PerformanceAnalytics/sandbox/Shubhankit/noniid.sm/R/table.EMaxDDGBM.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/EDDCOPS.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/Edd.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/MinTRL.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/ProbSharpeRatio.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/REDDCOPS.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/REM.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/na.skip.R
   pkg/PerformanceAnalytics/sandbox/pulkit/R/redd.R
Log:
- update copyright to 2014


Modified: pkg/PerformanceAnalytics/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/DESCRIPTION	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/DESCRIPTION	2014-01-18 15:26:12 UTC (rev 3301)
@@ -30,7 +30,7 @@
     ff
 License: GPL
 URL: http://r-forge.r-project.org/projects/returnanalytics/
-Copyright: (c) 2004-2012
+Copyright: (c) 2004-2014
 Contributors: Kris Boudt,  Diethelm Wuertz, Eric Zivot, Matthieu Lestel
 Thanks: A special thanks for additional contributions from
     Stefan Albrecht, Khahn Nygyen, Jeff Ryan,

Modified: pkg/PerformanceAnalytics/R/ActivePremium.R
===================================================================
--- pkg/PerformanceAnalytics/R/ActivePremium.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/ActivePremium.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -77,7 +77,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -67,7 +67,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/AppraisalRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/AppraisalRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/AppraisalRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -94,7 +94,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/BernadoLedoitratio.R
===================================================================
--- pkg/PerformanceAnalytics/R/BernadoLedoitratio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/BernadoLedoitratio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -49,7 +49,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/BurkeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/BurkeRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/BurkeRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -129,7 +129,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/CAPM.alpha.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.alpha.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/CAPM.alpha.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -98,7 +98,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/CAPM.beta.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.beta.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/CAPM.beta.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -264,7 +264,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/CAPM.epsilon.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.epsilon.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/CAPM.epsilon.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -71,7 +71,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -70,7 +70,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/CAPM.utils.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.utils.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/CAPM.utils.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -156,7 +156,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/CalmarRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/CalmarRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/CalmarRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -119,7 +119,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/CoMoments.R
===================================================================
--- pkg/PerformanceAnalytics/R/CoMoments.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/CoMoments.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -509,7 +509,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/DRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/DRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/DRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -60,7 +60,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/DownsideDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideDeviation.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/DownsideDeviation.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -186,7 +186,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/DownsideFrequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideFrequency.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/DownsideFrequency.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -64,7 +64,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/DrawdownPeak.R
===================================================================
--- pkg/PerformanceAnalytics/R/DrawdownPeak.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/DrawdownPeak.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -63,7 +63,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Drawdowns.R
===================================================================
--- pkg/PerformanceAnalytics/R/Drawdowns.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Drawdowns.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -39,7 +39,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/ES.R
===================================================================
--- pkg/PerformanceAnalytics/R/ES.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/ES.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -236,7 +236,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/FamaBeta.R
===================================================================
--- pkg/PerformanceAnalytics/R/FamaBeta.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/FamaBeta.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -68,7 +68,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Frequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/Frequency.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Frequency.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -60,7 +60,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/HerfindahlIndex.R
===================================================================
--- pkg/PerformanceAnalytics/R/HerfindahlIndex.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/HerfindahlIndex.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -28,7 +28,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/HurstIndex.R
===================================================================
--- pkg/PerformanceAnalytics/R/HurstIndex.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/HurstIndex.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -58,7 +58,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/InformationRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/InformationRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/InformationRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -81,7 +81,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Kappa.R
===================================================================
--- pkg/PerformanceAnalytics/R/Kappa.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Kappa.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -73,7 +73,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/KellyRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/KellyRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/KellyRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -74,7 +74,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/M2Sortino.R
===================================================================
--- pkg/PerformanceAnalytics/R/M2Sortino.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/M2Sortino.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -72,7 +72,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/MSquared.R
===================================================================
--- pkg/PerformanceAnalytics/R/MSquared.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/MSquared.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -69,7 +69,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/MSquaredExcess.R
===================================================================
--- pkg/PerformanceAnalytics/R/MSquaredExcess.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/MSquaredExcess.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -74,7 +74,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/MartinRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/MartinRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/MartinRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -66,7 +66,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -47,7 +47,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/MultivariateMoments.R
===================================================================
--- pkg/PerformanceAnalytics/R/MultivariateMoments.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/MultivariateMoments.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -8,7 +8,7 @@
 # efficient when running against very large numbers of instruments or portfolios.
 #
 # Copyright (c) 2008 Kris Boudt and Brian G. Peterson
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson for PerformanceAnalytics
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson for PerformanceAnalytics
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING
 ###############################################################################
@@ -142,7 +142,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson and Kris Boudt
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson and Kris Boudt
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/NetSelectivity.R
===================================================================
--- pkg/PerformanceAnalytics/R/NetSelectivity.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/NetSelectivity.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -71,7 +71,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Omega.R
===================================================================
--- pkg/PerformanceAnalytics/R/Omega.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Omega.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -184,7 +184,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/OmegaExcessReturn.R
===================================================================
--- pkg/PerformanceAnalytics/R/OmegaExcessReturn.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/OmegaExcessReturn.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -73,7 +73,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -78,7 +78,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/PainIndex.R
===================================================================
--- pkg/PerformanceAnalytics/R/PainIndex.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/PainIndex.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -64,7 +64,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/PainRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/PainRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/PainRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -66,7 +66,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/PortfolioRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/PortfolioRisk.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/PortfolioRisk.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -606,7 +606,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson and Kris Boudt
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson and Kris Boudt
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/ProspectRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/ProspectRatio.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/ProspectRatio.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -66,7 +66,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Return.Geltner.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.Geltner.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Return.Geltner.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -84,7 +84,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Return.annualized.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.annualized.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Return.annualized.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -97,7 +97,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Return.calculate.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.calculate.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Return.calculate.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -91,7 +91,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Return.clean.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.clean.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Return.clean.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -258,7 +258,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Return.cumulative.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.cumulative.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Return.cumulative.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -52,7 +52,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Return.excess.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.excess.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Return.excess.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -90,7 +90,7 @@
 ###############################################################################
 # R (http://r-project.org/) Econometrics for Performance and Risk Analysis
 #
-# Copyright (c) 2004-2012 Peter Carl and Brian G. Peterson
+# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
 #
 # This R package is distributed under the terms of the GNU Public License (GPL)
 # for full details see the file COPYING

Modified: pkg/PerformanceAnalytics/R/Return.index.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.index.R	2014-01-11 21:26:56 UTC (rev 3300)
+++ pkg/PerformanceAnalytics/R/Return.index.R	2014-01-18 15:26:12 UTC (rev 3301)
@@ -44,7 +44,7 @@
 ###############################################################################
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/returnanalytics -r 3301

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