[Returnanalytics-commits] r3418 - pkg/FactorAnalytics
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jun 13 01:33:04 CEST 2014
Author: gyollin
Date: 2014-06-13 01:33:04 +0200 (Fri, 13 Jun 2014)
New Revision: 3418
Modified:
pkg/FactorAnalytics/DESCRIPTION
Log:
Added Suggests: testthat
Modified: pkg/FactorAnalytics/DESCRIPTION
===================================================================
--- pkg/FactorAnalytics/DESCRIPTION 2014-06-12 23:31:38 UTC (rev 3417)
+++ pkg/FactorAnalytics/DESCRIPTION 2014-06-12 23:33:04 UTC (rev 3418)
@@ -2,10 +2,29 @@
Type: Package
Title: factor analysis
Version: 1.0
-Date: 2014-05-10
+Date: 2014-06-12
Author: Eric Zivot and Yi-An Chen
Maintainer: Yi-An Chen <chenyian at uw.edu>
-Description: An R package for estimation and risk analysis of linear factor models for asset returns and portfolios. It contains three major fitting method for the factor models: fitting macroeconomic factor model, fitting fundamental factor model and fitting statistical factor model and some risk analysis tools like VaR, ES to use the result of the fitting method. It also provides the different type of distribution to fit the fat-tail behavior of the financial returns, including edgeworth expansion type distribution.
+Description: An R package for estimation and risk analysis of linear factor
+ models for asset returns and portfolios. It contains three major fitting
+ method for the factor models: fitting macroeconomic factor model, fitting
+ fundamental factor model and fitting statistical factor model and some risk
+ analysis tools like VaR, ES to use the result of the fitting method. It
+ also provides the different type of distribution to fit the fat-tail
+ behavior of the financial returns, including edgeworth expansion type
+ distribution.
License: GPL-2
-Depends: robust, robustbase, leaps, lars, MASS, PerformanceAnalytics, sn, tseries, strucchange,xts,ellipse, zoo
+Depends:
+ robust,
+ robustbase,
+ leaps,
+ lars,
+ MASS,
+ PerformanceAnalytics,
+ sn,
+ tseries,
+ strucchange,xts,ellipse,
+ zoo
+Suggests:
+ testthat
LazyLoad: yes
More information about the Returnanalytics-commits
mailing list