[Returnanalytics-commits] r3528 - in pkg/PerformanceAnalytics: . R man tests/Examples

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Thu Sep 11 14:43:18 CEST 2014 

Author: braverock
Date: 2014-09-11 14:43:17 +0200 (Thu, 11 Sep 2014)
New Revision: 3528

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/ES.R
   pkg/PerformanceAnalytics/R/FamaBeta.R
   pkg/PerformanceAnalytics/R/Frequency.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/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/ProspectRatio.R
   pkg/PerformanceAnalytics/R/Return.Geltner.R
   pkg/PerformanceAnalytics/R/Return.annualized.R
   pkg/PerformanceAnalytics/R/Return.annualized.excess.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.portfolio.R
   pkg/PerformanceAnalytics/R/Return.read.R
   pkg/PerformanceAnalytics/R/Return.relative.R
   pkg/PerformanceAnalytics/R/Selectivity.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/UpDownRatios.R
   pkg/PerformanceAnalytics/R/UpsideFrequency.R
   pkg/PerformanceAnalytics/R/UpsidePotentialRatio.R
   pkg/PerformanceAnalytics/R/UpsideRisk.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.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.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.PerformanceSummary.R
   pkg/PerformanceAnalytics/R/charts.RollingPerformance.R
   pkg/PerformanceAnalytics/R/checkData.R
   pkg/PerformanceAnalytics/R/findDrawdowns.R
   pkg/PerformanceAnalytics/R/kurtosis.R
   pkg/PerformanceAnalytics/R/maxDrawdown.R
   pkg/PerformanceAnalytics/R/mean.utils.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.ProbOutperformance.R
   pkg/PerformanceAnalytics/R/table.RollingPeriods.R
   pkg/PerformanceAnalytics/R/table.SpecificRisk.R
   pkg/PerformanceAnalytics/R/table.Variability.R
   pkg/PerformanceAnalytics/R/textplot.R
   pkg/PerformanceAnalytics/man/ActivePremium.Rd
   pkg/PerformanceAnalytics/man/AdjustedSharpeRatio.Rd
   pkg/PerformanceAnalytics/man/AppraisalRatio.Rd
   pkg/PerformanceAnalytics/man/BernardoLedoitRatio.Rd
   pkg/PerformanceAnalytics/man/BetaCoMoments.Rd
   pkg/PerformanceAnalytics/man/BurkeRatio.Rd
   pkg/PerformanceAnalytics/man/CAPM.RiskPremium.Rd
   pkg/PerformanceAnalytics/man/CAPM.alpha.Rd
   pkg/PerformanceAnalytics/man/CAPM.beta.Rd
   pkg/PerformanceAnalytics/man/CAPM.epsilon.Rd
   pkg/PerformanceAnalytics/man/CAPM.jensenAlpha.Rd
   pkg/PerformanceAnalytics/man/CDD.Rd
   pkg/PerformanceAnalytics/man/CalmarRatio.Rd
   pkg/PerformanceAnalytics/man/CoMoments.Rd
   pkg/PerformanceAnalytics/man/DRatio.Rd
   pkg/PerformanceAnalytics/man/DownsideDeviation.Rd
   pkg/PerformanceAnalytics/man/DownsideFrequency.Rd
   pkg/PerformanceAnalytics/man/DrawdownPeak.Rd
   pkg/PerformanceAnalytics/man/ES.Rd
   pkg/PerformanceAnalytics/man/FamaBeta.Rd
   pkg/PerformanceAnalytics/man/Frequency.Rd
   pkg/PerformanceAnalytics/man/InformationRatio.Rd
   pkg/PerformanceAnalytics/man/Kappa.Rd
   pkg/PerformanceAnalytics/man/KellyRatio.Rd
   pkg/PerformanceAnalytics/man/M2Sortino.Rd
   pkg/PerformanceAnalytics/man/MSquared.Rd
   pkg/PerformanceAnalytics/man/MSquaredExcess.Rd
   pkg/PerformanceAnalytics/man/MartinRatio.Rd
   pkg/PerformanceAnalytics/man/MeanAbsoluteDeviation.Rd
   pkg/PerformanceAnalytics/man/NetSelectivity.Rd
   pkg/PerformanceAnalytics/man/Omega.Rd
   pkg/PerformanceAnalytics/man/OmegaExcessReturn.Rd
   pkg/PerformanceAnalytics/man/OmegaSharpeRatio.Rd
   pkg/PerformanceAnalytics/man/PainIndex.Rd
   pkg/PerformanceAnalytics/man/PainRatio.Rd
   pkg/PerformanceAnalytics/man/ProspectRatio.Rd
   pkg/PerformanceAnalytics/man/Return.Geltner.Rd
   pkg/PerformanceAnalytics/man/Return.annualized.Rd
   pkg/PerformanceAnalytics/man/Return.annualized.excess.Rd
   pkg/PerformanceAnalytics/man/Return.calculate.Rd
   pkg/PerformanceAnalytics/man/Return.clean.Rd
   pkg/PerformanceAnalytics/man/Return.cumulative.Rd
   pkg/PerformanceAnalytics/man/Return.excess.Rd
   pkg/PerformanceAnalytics/man/Return.portfolio.Rd
   pkg/PerformanceAnalytics/man/Return.read.Rd
   pkg/PerformanceAnalytics/man/Return.relative.Rd
   pkg/PerformanceAnalytics/man/Selectivity.Rd
   pkg/PerformanceAnalytics/man/SharpeRatio.Rd
   pkg/PerformanceAnalytics/man/SharpeRatio.annualized.Rd
   pkg/PerformanceAnalytics/man/SkewnessKurtosisRatio.Rd
   pkg/PerformanceAnalytics/man/SmoothingIndex.Rd
   pkg/PerformanceAnalytics/man/SortinoRatio.Rd
   pkg/PerformanceAnalytics/man/SpecificRisk.Rd
   pkg/PerformanceAnalytics/man/StdDev.Rd
   pkg/PerformanceAnalytics/man/StdDev.annualized.Rd
   pkg/PerformanceAnalytics/man/SystematicRisk.Rd
   pkg/PerformanceAnalytics/man/TotalRisk.Rd
   pkg/PerformanceAnalytics/man/TrackingError.Rd
   pkg/PerformanceAnalytics/man/TreynorRatio.Rd
   pkg/PerformanceAnalytics/man/UpDownRatios.Rd
   pkg/PerformanceAnalytics/man/UpsideFrequency.Rd
   pkg/PerformanceAnalytics/man/UpsidePotentialRatio.Rd
   pkg/PerformanceAnalytics/man/UpsideRisk.Rd
   pkg/PerformanceAnalytics/man/VaR.Rd
   pkg/PerformanceAnalytics/man/VolatilitySkewness.Rd
   pkg/PerformanceAnalytics/man/apply.fromstart.Rd
   pkg/PerformanceAnalytics/man/apply.rolling.Rd
   pkg/PerformanceAnalytics/man/centeredmoments.Rd
   pkg/PerformanceAnalytics/man/chart.ACF.Rd
   pkg/PerformanceAnalytics/man/chart.Bar.Rd
   pkg/PerformanceAnalytics/man/chart.BarVaR.Rd
   pkg/PerformanceAnalytics/man/chart.Boxplot.Rd
   pkg/PerformanceAnalytics/man/chart.CaptureRatios.Rd
   pkg/PerformanceAnalytics/man/chart.Correlation.Rd
   pkg/PerformanceAnalytics/man/chart.CumReturns.Rd
   pkg/PerformanceAnalytics/man/chart.Drawdown.Rd
   pkg/PerformanceAnalytics/man/chart.ECDF.Rd
   pkg/PerformanceAnalytics/man/chart.Events.Rd
   pkg/PerformanceAnalytics/man/chart.Histogram.Rd
   pkg/PerformanceAnalytics/man/chart.QQPlot.Rd
   pkg/PerformanceAnalytics/man/chart.Regression.Rd
   pkg/PerformanceAnalytics/man/chart.RelativePerformance.Rd
   pkg/PerformanceAnalytics/man/chart.RiskReturnScatter.Rd
   pkg/PerformanceAnalytics/man/chart.RollingCorrelation.Rd
   pkg/PerformanceAnalytics/man/chart.RollingMean.Rd
   pkg/PerformanceAnalytics/man/chart.RollingPerformance.Rd
   pkg/PerformanceAnalytics/man/chart.RollingRegression.Rd
   pkg/PerformanceAnalytics/man/chart.Scatter.Rd
   pkg/PerformanceAnalytics/man/chart.SnailTrail.Rd
   pkg/PerformanceAnalytics/man/chart.StackedBar.Rd
   pkg/PerformanceAnalytics/man/chart.TimeSeries.Rd
   pkg/PerformanceAnalytics/man/chart.VaRSensitivity.Rd
   pkg/PerformanceAnalytics/man/charts.PerformanceSummary.Rd
   pkg/PerformanceAnalytics/man/charts.RollingPerformance.Rd
   pkg/PerformanceAnalytics/man/checkData.Rd
   pkg/PerformanceAnalytics/man/clean.boudt.Rd
   pkg/PerformanceAnalytics/man/edhec.Rd
   pkg/PerformanceAnalytics/man/findDrawdowns.Rd
   pkg/PerformanceAnalytics/man/kurtosis.Rd
   pkg/PerformanceAnalytics/man/maxDrawdown.Rd
   pkg/PerformanceAnalytics/man/mean.geometric.Rd
   pkg/PerformanceAnalytics/man/portfolio_bacon.Rd
   pkg/PerformanceAnalytics/man/prices.Rd
   pkg/PerformanceAnalytics/man/skewness.Rd
   pkg/PerformanceAnalytics/man/sortDrawdowns.Rd
   pkg/PerformanceAnalytics/man/table.AnnualizedReturns.Rd
   pkg/PerformanceAnalytics/man/table.Arbitrary.Rd
   pkg/PerformanceAnalytics/man/table.Autocorrelation.Rd
   pkg/PerformanceAnalytics/man/table.CAPM.Rd
   pkg/PerformanceAnalytics/man/table.CalendarReturns.Rd
   pkg/PerformanceAnalytics/man/table.CaptureRatios.Rd
   pkg/PerformanceAnalytics/man/table.Correlation.Rd
   pkg/PerformanceAnalytics/man/table.Distributions.Rd
   pkg/PerformanceAnalytics/man/table.DownsideRisk.Rd
   pkg/PerformanceAnalytics/man/table.DownsideRiskRatio.Rd
   pkg/PerformanceAnalytics/man/table.Drawdowns.Rd
   pkg/PerformanceAnalytics/man/table.DrawdownsRatio.Rd
   pkg/PerformanceAnalytics/man/table.HigherMoments.Rd
   pkg/PerformanceAnalytics/man/table.InformationRatio.Rd
   pkg/PerformanceAnalytics/man/table.MonthlyReturns.Rd
   pkg/PerformanceAnalytics/man/table.ProbOutPerformance.Rd
   pkg/PerformanceAnalytics/man/table.RollingPeriods.Rd
   pkg/PerformanceAnalytics/man/table.SpecificRisk.Rd
   pkg/PerformanceAnalytics/man/table.Variability.Rd
   pkg/PerformanceAnalytics/man/textplot.Rd
   pkg/PerformanceAnalytics/man/weights.Rd
   pkg/PerformanceAnalytics/tests/Examples/PerformanceAnalytics-Ex.Rout.save
Log:
- updates to pass R CMD check --as-cran


Modified: pkg/PerformanceAnalytics/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/DESCRIPTION	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/DESCRIPTION	2014-09-11 12:43:17 UTC (rev 3528)
@@ -1,7 +1,7 @@
 Package: PerformanceAnalytics
 Type: Package
 Title: Econometric tools for performance and risk analysis.
-Version: 1.3.3526
+Version: 1.3.3528
 Date: $Date$
 Author: Peter Carl, Brian G. Peterson
 Maintainer: Brian G. Peterson <brian at braverock.com>
@@ -32,6 +32,6 @@
 Copyright: (c) 2004-2014
 Contributors: Kris Boudt, Ross Bennett, Josh Ulrich, Eric Zivot, Matthieu Lestel
 Thanks: A special thanks for additional contributions or patches from
-    Stefan Albrecht, Khahn Nygyen, Jeff Ryan,
-    Sankalp Upadhyay, Tobias Verbeke, Diethelm Wuertz
-    H. Felix Wittmann, Ram Ahluwalia, R. Douglas Martin
+    Ram Ahluwalia, Stefan Albrecht, Andrii Babii,  
+    Khahn Nygyen, R. Douglas Martin, Jeff Ryan, Sankalp Upadhyay, 
+    Tobias Verbeke, H. Felix Wittmann, Diethelm Wuertz

Modified: pkg/PerformanceAnalytics/R/ActivePremium.R
===================================================================
--- pkg/PerformanceAnalytics/R/ActivePremium.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/ActivePremium.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -17,7 +17,7 @@
 #' \code{\link{Return.annualized}}
 #' @references Sharpe, W.F. The Sharpe Ratio,\emph{Journal of Portfolio
 #' Management},Fall 1994, 49-58.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #'     data(managers)

Modified: pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -17,7 +17,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.99
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(AdjustedSharpeRatio(portfolio_bacon[,1])) #expected 0.81

Modified: pkg/PerformanceAnalytics/R/AppraisalRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/AppraisalRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/AppraisalRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -29,7 +29,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.77
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/BernadoLedoitratio.R
===================================================================
--- pkg/PerformanceAnalytics/R/BernadoLedoitratio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/BernadoLedoitratio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -16,7 +16,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.95
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(BernardoLedoitRatio(portfolio_bacon[,1])) #expected 1.78

Modified: pkg/PerformanceAnalytics/R/BurkeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/BurkeRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/BurkeRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -21,7 +21,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.90-91
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(BurkeRatio(portfolio_bacon[,1])) #expected 0.74

Modified: pkg/PerformanceAnalytics/R/CAPM.alpha.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.alpha.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/CAPM.alpha.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -21,7 +21,7 @@
 #' equilibrium under conditions of risk. \emph{Journal of finance}, vol 19,
 #' 1964, 425-442. \cr Ruppert, David. \emph{Statistics and Finance, an
 #' Introduction}. Springer. 2004. \cr
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' # First we load the data

Modified: pkg/PerformanceAnalytics/R/CAPM.beta.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.beta.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/CAPM.beta.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -44,7 +44,7 @@
 #' 1964, 425-442. \cr Ruppert, David. \emph{Statistics and Finance, an
 #' Introduction}. Springer. 2004. \cr Bacon, Carl. \emph{Practical portfolio
 #' performance measurement and attribution}. Wiley. 2004. \cr
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/CAPM.epsilon.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.epsilon.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/CAPM.epsilon.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -18,7 +18,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.71
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/CAPM.jensenAlpha.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -18,7 +18,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.72
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/CAPM.utils.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.utils.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/CAPM.utils.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -121,7 +121,7 @@
 #' theory of market equilibrium under conditions of risk. \emph{Journal of
 #' finance}, vol 19, 1964, 425-442. \cr Ruppert, David. \emph{Statistics and
 #' Finance, an Introduction}. Springer. 2004. \cr
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/CalmarRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/CalmarRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/CalmarRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -36,7 +36,7 @@
 #' \code{\link{UpsidePotentialRatio}}
 #' @references Bacon, Carl. \emph{Practical Portfolio Performance Measurement
 #' and Attribution}. Wiley. 2004.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #'     data(managers)

Modified: pkg/PerformanceAnalytics/R/CoMoments.R
===================================================================
--- pkg/PerformanceAnalytics/R/CoMoments.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/CoMoments.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -1,7 +1,5 @@
 # Compute co-moment matrices
 
-
-
 #' calculate centered Returns
 #' 
 #' the \eqn{n}-th centered moment is calculated as \deqn{ }{moment^n(R) =
@@ -48,7 +46,7 @@
 #' Scott, Robert C., and Philip A. Horvath. 1980. On the Direction of
 #' Preference for Moments of Higher Order than the Variance. Journal of Finance
 #' 35(4):915-919.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' 
@@ -100,6 +98,10 @@
 ###############################################################################
 
 #' @rdname CoMoments
+#' @name CoMoments
+NULL
+
+#' @rdname CoMoments
 #' @export
 CoSkewnessMatrix <-
 function (R, ...)
@@ -203,7 +205,7 @@
 #' Scott, Robert C., and Philip A. Horvath. 1980. On the Direction of
 #' Preference for Moments of Higher Order than the Variance. Journal of Finance
 #' 35(4):915-919.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)
@@ -337,7 +339,7 @@
 #' Martellini, Lionel, and Volker Ziemann. 2007. Improved Forecasts of
 #' Higher-Order Comoments and Implications for Portfolio Selection. EDHEC Risk
 #' and Asset Management Research Centre working paper.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/DRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/DRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/DRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -24,7 +24,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.95
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(DRatio(portfolio_bacon[,1])) #expected 0.401

Modified: pkg/PerformanceAnalytics/R/DownsideDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideDeviation.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/DownsideDeviation.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -77,7 +77,7 @@
 #' \url{http://www.sortino.com/htm/performance.htm} see especially end note 10
 #' 
 #' \url{http://en.wikipedia.org/wiki/Semivariance}
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' #with data used in Bacon 2008

Modified: pkg/PerformanceAnalytics/R/DownsideFrequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideFrequency.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/DownsideFrequency.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -20,7 +20,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.94
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' MAR = 0.005

Modified: pkg/PerformanceAnalytics/R/DrawdownPeak.R
===================================================================
--- pkg/PerformanceAnalytics/R/DrawdownPeak.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/DrawdownPeak.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -8,7 +8,7 @@
 #' @param \dots any other passthru parameters
 #' @author Matthieu Lestel
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @export 
 
 DrawdownPeak <- function (R, ...)

Modified: pkg/PerformanceAnalytics/R/ES.R
===================================================================
--- pkg/PerformanceAnalytics/R/ES.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/ES.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -90,7 +90,7 @@
 #' 
 #' Scaillet, Olivier. Nonparametric estimation and sensitivity analysis of
 #' expected shortfall. Mathematical Finance, 2002, vol. 14, 74-86.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #'     data(edhec)

Modified: pkg/PerformanceAnalytics/R/FamaBeta.R
===================================================================
--- pkg/PerformanceAnalytics/R/FamaBeta.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/FamaBeta.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -17,7 +17,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.78
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/Frequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/Frequency.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Frequency.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -8,7 +8,7 @@
 #' @param \dots any other passthru parameters
 #' @author Matthieu Lestel
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(Frequency(portfolio_bacon[,1])) #expected 12

Modified: pkg/PerformanceAnalytics/R/InformationRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/InformationRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/InformationRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -20,7 +20,7 @@
 #' \code{\link{SharpeRatio}}
 #' @references Sharpe, W.F. The Sharpe Ratio,\emph{Journal of Portfolio
 #' Management},Fall 1994, 49-58.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/Kappa.R
===================================================================
--- pkg/PerformanceAnalytics/R/Kappa.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Kappa.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -33,7 +33,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.96
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #'
 #' @examples
 #' l = 2

Modified: pkg/PerformanceAnalytics/R/KellyRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/KellyRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/KellyRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -27,7 +27,7 @@
 #' Blackjack, Sports Betting, and the Stock Market.
 #' \url{http://www.bjmath.com/bjmath/thorp/paper.htm} \cr
 #' \url{http://en.wikipedia.org/wiki/Kelly_criterion}
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #'     data(managers)

Modified: pkg/PerformanceAnalytics/R/M2Sortino.R
===================================================================
--- pkg/PerformanceAnalytics/R/M2Sortino.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/M2Sortino.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -18,7 +18,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.102-103
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/MSquared.R
===================================================================
--- pkg/PerformanceAnalytics/R/MSquared.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/MSquared.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -19,7 +19,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.67-68
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/MSquaredExcess.R
===================================================================
--- pkg/PerformanceAnalytics/R/MSquaredExcess.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/MSquaredExcess.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -19,7 +19,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.68
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/MartinRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/MartinRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/MartinRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -18,7 +18,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.91
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(MartinRatio(portfolio_bacon[,1])) #expected 1.70

Modified: pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -15,7 +15,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.62
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(MeanAbsoluteDeviation(portfolio_bacon[,1])) #expected 0.0310

Modified: pkg/PerformanceAnalytics/R/NetSelectivity.R
===================================================================
--- pkg/PerformanceAnalytics/R/NetSelectivity.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/NetSelectivity.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -20,7 +20,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.78
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/Omega.R
===================================================================
--- pkg/PerformanceAnalytics/R/Omega.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Omega.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -58,7 +58,7 @@
 #' @references Keating, J. and Shadwick, W.F. The Omega Function. working
 #' paper. Finance Development Center, London. 2002. Kazemi, Schneeweis, and
 #' Gupta. Omega as a Performance Measure. 2003.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #'     data(edhec)

Modified: pkg/PerformanceAnalytics/R/OmegaExcessReturn.R
===================================================================
--- pkg/PerformanceAnalytics/R/OmegaExcessReturn.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/OmegaExcessReturn.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -19,7 +19,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.103
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -21,7 +21,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008, p.95
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/PainIndex.R
===================================================================
--- pkg/PerformanceAnalytics/R/PainIndex.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/PainIndex.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -23,7 +23,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.89, Becker, Thomas (2006) Zephyr Associates 
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(PainIndex(portfolio_bacon[,1])) #expected 0.04

Modified: pkg/PerformanceAnalytics/R/PainRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/PainRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/PainRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -18,7 +18,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.91
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' print(PainRatio(portfolio_bacon[,1])) #expected 2.66

Modified: pkg/PerformanceAnalytics/R/ProspectRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/ProspectRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/ProspectRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -16,7 +16,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.100
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(portfolio_bacon)
 #' MAR = 0.05

Modified: pkg/PerformanceAnalytics/R/Return.Geltner.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.Geltner.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.Geltner.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -33,7 +33,7 @@
 #' Geltner, David, 1993, Estimating Market Values from Appraised Values without
 #' Assuming an Efficient Market, Journal of Real Estate Research, Vol.8,
 #' p.325-345.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/Return.annualized.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.annualized.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.annualized.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -27,7 +27,7 @@
 #' @seealso \code{\link{Return.cumulative}},
 #' @references Bacon, Carl. \emph{Practical Portfolio Performance Measurement
 #' and Attribution}. Wiley. 2004. p. 6
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/Return.annualized.excess.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.annualized.excess.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.annualized.excess.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -34,7 +34,7 @@
 #' @seealso \code{\link{Return.annualized}},
 #' @references Bacon, Carl. \emph{Practical Portfolio Performance Measurement
 #' and Attribution}. Wiley. 2004. p. 206-207
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' data(managers)
 #' Return.annualized.excess(Rp = managers[,1], Rb = managers[,8])

Modified: pkg/PerformanceAnalytics/R/Return.calculate.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.calculate.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.calculate.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -37,7 +37,7 @@
 #' @seealso \code{\link{Return.cumulative}}
 #' @references Bacon, C. \emph{Practical Portfolio Performance Measurement and
 #' Attribution}. Wiley. 2004. Chapter 2 \cr
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #'   \dontrun{

Modified: pkg/PerformanceAnalytics/R/Return.clean.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.clean.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.clean.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -30,7 +30,7 @@
 #' function
 #' @author Peter Carl
 #' @seealso \code{\link{clean.boudt}} \cr \code{\link{Return.Geltner}} \cr
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)
@@ -159,7 +159,7 @@
 #' }
 #' 
 #' Note that the primary value of data cleaning lies in creating a more robust
-#' and stable estimation of the distribution generating the large majority of
+#' and stable estimation of the distribution describing the large majority of
 #' the return data. The increased robustness and stability of the estimated
 #' moments utilizing cleaned data should be used for portfolio construction. If
 #' a portfolio manager wishes to have a more conservative risk estimate,
@@ -195,7 +195,7 @@
 #' Rousseeuw, P. J. (1985). Multivariate estimation with high breakdown point.
 #' In W. Grossmann, G. Pflug, I. Vincze, and W. Wertz (Eds.), Mathematical
 #' Statistics and Its Applications, Volume B, pp. 283?297. Dordrecht-Reidel.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @export
 clean.boudt <-
 function(R, alpha=.01 , trim=1e-3)

Modified: pkg/PerformanceAnalytics/R/Return.cumulative.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.cumulative.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.cumulative.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -15,7 +15,7 @@
 #' @seealso \code{\link{Return.annualized}}
 #' @references Bacon, Carl. \emph{Practical Portfolio Performance Measurement
 #' and Attribution}. Wiley. 2004. p. 6
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/Return.excess.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.excess.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.excess.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -29,7 +29,7 @@
 #' @author Peter Carl
 #' @references Bacon, Carl. \emph{Practical Portfolio Performance Measurement
 #' and Attribution}. Wiley. 2004. p. 47-52
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/Return.portfolio.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.portfolio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.portfolio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -108,7 +108,7 @@
 #' @seealso \code{\link{Return.calculate}} \code{\link[xts]{endpoints}} \cr
 #' @references Bacon, C. \emph{Practical Portfolio Performance Measurement and
 #' Attribution}. Wiley. 2004. Chapter 2\cr
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(edhec)

Modified: pkg/PerformanceAnalytics/R/Return.read.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.read.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.read.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -33,7 +33,7 @@
 #' \code{\link[zoo]{read.zoo}}
 #' @author Peter Carl
 #' @seealso \code{\link[zoo]{read.zoo}}, \code{\link[utils]{read.table}}
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #'      \dontrun{

Modified: pkg/PerformanceAnalytics/R/Return.relative.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.relative.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Return.relative.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -11,7 +11,7 @@
 #' @return xts or other time series of relative return
 #' @author Peter Carl
 #' @seealso \code{\link{chart.RelativePerformance}}
-#' @keywords ts
+###keywords ts
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/Selectivity.R
===================================================================
--- pkg/PerformanceAnalytics/R/Selectivity.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/Selectivity.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -17,7 +17,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.78
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/SharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/SharpeRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/SharpeRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -52,7 +52,7 @@
 #' Laurent Favre and Jose-Antonio Galeano. Mean-Modified Value-at-Risk
 #' Optimization with Hedge Funds. Journal of Alternative Investment, Fall 2002,
 #' v 5.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/SharpeRatio.annualized.R
===================================================================
--- pkg/PerformanceAnalytics/R/SharpeRatio.annualized.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/SharpeRatio.annualized.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -32,7 +32,7 @@
 #' \code{\link{SortinoRatio}}
 #' @references Sharpe, W.F. The Sharpe Ratio,\emph{Journal of Portfolio
 #' Management},Fall 1994, 49-58.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -17,7 +17,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.100
 #' 
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #'
 #' data(portfolio_bacon)

Modified: pkg/PerformanceAnalytics/R/SmoothingIndex.R
===================================================================
--- pkg/PerformanceAnalytics/R/SmoothingIndex.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/SmoothingIndex.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -83,7 +83,7 @@
 #' Getmansky, Mila, Andrew W. Lo, and Igor Makarov. 2004. An Econometric Model
 #' of Serial Correlation and Illiquidity in Hedge Fund Returns. Journal of
 #' Financial Economics (74): 529-609.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/SortinoRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/SortinoRatio.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/SortinoRatio.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -34,7 +34,7 @@
 #' \code{\link{InformationRatio}}
 #' @references Sortino, F. and Price, L. Performance Measurement in a Downside
 #' Risk Framework. \emph{Journal of Investing}. Fall 1994, 59-65.
-#' @keywords ts multivariate distribution models
+###keywords ts multivariate distribution models
 #' @examples
 #' 
 #' data(managers)

Modified: pkg/PerformanceAnalytics/R/SpecificRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/SpecificRisk.R	2014-09-08 20:38:57 UTC (rev 3527)
+++ pkg/PerformanceAnalytics/R/SpecificRisk.R	2014-09-11 12:43:17 UTC (rev 3528)
@@ -13,7 +13,7 @@
 #' @references Carl Bacon, \emph{Practical portfolio performance measurement 
 #' and attribution}, second edition 2008 p.75
 #' 
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/returnanalytics -r 3528

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