[Returnanalytics-commits] r3413 - pkg/PerformanceAnalytics/R

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

Author: braverock
Date: 2014-06-09 17:59:57 +0200 (Mon, 09 Jun 2014)
New Revision: 3413

Modified:
   pkg/PerformanceAnalytics/R/Return.portfolio.R
Log:
- fix so the package will build, still need answers to missing args geometric, wealth_index, and contribution


Modified: pkg/PerformanceAnalytics/R/Return.portfolio.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.portfolio.R	2014-06-09 15:33:44 UTC (rev 3412)
+++ pkg/PerformanceAnalytics/R/Return.portfolio.R	2014-06-09 15:59:57 UTC (rev 3413)
@@ -105,9 +105,10 @@
 #' Attribution}. Wiley. 2004. Chapter 2\cr
 #' @keywords ts multivariate distribution models
 #' @examples
+#' 
 #' data(edhec)
-#' Return.rebalancing(edhec["1997",1:5], rebalance="quarterly") # returns time series
-#' Return.rebalancing(edhec["1997",1:5], rebalance="quarterly", verbose=TRUE) # returns list
+#' Return.rebalancing(edhec["1997",1:5], rebalance_on="quarterly") # returns time series
+#' Return.rebalancing(edhec["1997",1:5], rebalance_on="quarterly", verbose=TRUE) # returns list
 #' # with a weights object
 #' data(weights) # rebalance at the beginning of the year to various weights through time
 #' chart.StackedBar(weights)
@@ -115,8 +116,11 @@
 #' chart.CumReturns(x$returns)
 #' chart.StackedBar(x$BOP.Weight)
 #' chart.StackedBar(x$BOP.Value)
-#' @export
-Return.rebalancing3 <- function(R, 
+#' 
+#' @rdname Return.portfolio
+#' @export Return.portfolio 
+#' @export Return.rebalancing
+Return.portfolio <- Return.rebalancing <- function(R, 
                                 weights=NULL,  
                                 rebalance_on=c(NA, 'years', 'quarters', 'months', 'weeks', 'days'),
                                 value=1,