[Returnanalytics-commits] r3529 - in pkg/PerformanceAnalytics: R man

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

Author: braverock
Date: 2014-09-11 16:33:02 +0200 (Thu, 11 Sep 2014)
New Revision: 3529

Modified:
   pkg/PerformanceAnalytics/R/Return.portfolio.R
   pkg/PerformanceAnalytics/man/Return.portfolio.Rd
Log:
- update docs for Return.portfolio


Modified: pkg/PerformanceAnalytics/R/Return.portfolio.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.portfolio.R	2014-09-11 12:43:17 UTC (rev 3528)
+++ pkg/PerformanceAnalytics/R/Return.portfolio.R	2014-09-11 14:33:02 UTC (rev 3529)
@@ -33,7 +33,7 @@
 #' and no further rebalancing will take place. If a rebalancing period is specified, 
 #' the portfolio will be rebalanced to the starting weights at the interval specified.  
 #' 
-#' Return.rebalancing will work only on daily or lower frequencies. If you are 
+#' \code{Return.portfolio} will work only on daily or lower frequencies. If you are 
 #' rebalancing intraday, you should be using a trades/prices framework like 
 #' the \code{blotter} package, not a weights/returns framework.
 #' 
@@ -86,6 +86,11 @@
 #' Across assets, those will sum to equal the geometric chained returns of the 
 #' portfolio for that same time period.  The function does not do this directly, however.
 #'
+#' @note
+#' This function was previously two functions: \code{Return.portfolio} and 
+#' \code{Return.rebalancing}.  Both function names are still exported,
+#' but the code is now common, and \code{Return.portfolio} is probably to be preferred.
+#' 
 #' @aliases Return.portfolio Return.rebalancing
 #' @param R An xts, vector, matrix, data frame, timeSeries or zoo object of
 #' asset returns
@@ -112,12 +117,12 @@
 #' @examples
 #' 
 #' data(edhec)
-#' Return.rebalancing(edhec["1997",1:5], rebalance_on="quarters") # returns time series
-#' Return.rebalancing(edhec["1997",1:5], rebalance_on="quarters", verbose=TRUE) # returns list
+#' Return.portfolio(edhec["1997",1:5], rebalance_on="quarters") # returns time series
+#' Return.portfolio(edhec["1997",1:5], rebalance_on="quarters", 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)
-#' x <- Return.rebalancing(edhec["2000::",1:11], weights=weights,verbose=TRUE)
+#' x <- Return.portfolio(edhec["2000::",1:11], weights=weights,verbose=TRUE)
 #' chart.CumReturns(x$returns)
 #' chart.StackedBar(x$BOP.Weight)
 #' chart.StackedBar(x$BOP.Value)

Modified: pkg/PerformanceAnalytics/man/Return.portfolio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.portfolio.Rd	2014-09-11 12:43:17 UTC (rev 3528)
+++ pkg/PerformanceAnalytics/man/Return.portfolio.Rd	2014-09-11 14:33:02 UTC (rev 3529)
@@ -72,7 +72,7 @@
 and no further rebalancing will take place. If a rebalancing period is specified,
 the portfolio will be rebalanced to the starting weights at the interval specified.
 
-Return.rebalancing will work only on daily or lower frequencies. If you are
+\code{Return.portfolio} will work only on daily or lower frequencies. If you are
 rebalancing intraday, you should be using a trades/prices framework like
 the \code{blotter} package, not a weights/returns framework.
 
@@ -125,14 +125,19 @@
 Across assets, those will sum to equal the geometric chained returns of the
 portfolio for that same time period.  The function does not do this directly, however.
 }
+\note{
+This function was previously two functions: \code{Return.portfolio} and
+\code{Return.rebalancing}.  Both function names are still exported,
+but the code is now common, and \code{Return.portfolio} is probably to be preferred.
+}
 \examples{
 data(edhec)
-Return.rebalancing(edhec["1997",1:5], rebalance_on="quarters") # returns time series
-Return.rebalancing(edhec["1997",1:5], rebalance_on="quarters", verbose=TRUE) # returns list
+Return.portfolio(edhec["1997",1:5], rebalance_on="quarters") # returns time series
+Return.portfolio(edhec["1997",1:5], rebalance_on="quarters", 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)
-x <- Return.rebalancing(edhec["2000::",1:11], weights=weights,verbose=TRUE)
+x <- Return.portfolio(edhec["2000::",1:11], weights=weights,verbose=TRUE)
 chart.CumReturns(x$returns)
 chart.StackedBar(x$BOP.Weight)
 chart.StackedBar(x$BOP.Value)