[Returnanalytics-commits] r3533 - in pkg/PerformanceAnalytics: . man

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

Author: braverock
Date: 2014-09-12 18:07:58 +0200 (Fri, 12 Sep 2014)
New Revision: 3533

Modified:
   pkg/PerformanceAnalytics/DESCRIPTION
   pkg/PerformanceAnalytics/NAMESPACE
   pkg/PerformanceAnalytics/man/AverageDrawdown.Rd
Log:
- minor updates prior to CRAN release


Modified: pkg/PerformanceAnalytics/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/DESCRIPTION	2014-09-11 22:22:21 UTC (rev 3532)
+++ pkg/PerformanceAnalytics/DESCRIPTION	2014-09-12 16:07:58 UTC (rev 3533)
@@ -1,7 +1,7 @@
 Package: PerformanceAnalytics
 Type: Package
 Title: Econometric tools for performance and risk analysis.
-Version: 1.3.3528
+Version: 1.3.3533
 Date: $Date$
 Author: Peter Carl, Brian G. Peterson
 Maintainer: Brian G. Peterson <brian at braverock.com>

Modified: pkg/PerformanceAnalytics/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/NAMESPACE	2014-09-11 22:22:21 UTC (rev 3532)
+++ pkg/PerformanceAnalytics/NAMESPACE	2014-09-12 16:07:58 UTC (rev 3533)
@@ -9,6 +9,7 @@
 export(AdjustedSharpeRatio)
 export(AppraisalRatio)
 export(AverageDrawdown)
+export(AverageLength)
 export(AverageRecovery)
 export(BernardoLedoitRatio)
 export(BetaCoKurtosis)

Modified: pkg/PerformanceAnalytics/man/AverageDrawdown.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/AverageDrawdown.Rd	2014-09-11 22:22:21 UTC (rev 3532)
+++ pkg/PerformanceAnalytics/man/AverageDrawdown.Rd	2014-09-12 16:07:58 UTC (rev 3533)
@@ -1,12 +1,9 @@
 % Generated by roxygen2 (4.0.2): do not edit by hand
 \name{AverageDrawdown}
 \alias{AverageDrawdown}
-\alias{AverageRecovery}
-\title{Calculates the average of the observed drawdowns.}
+\title{Calculates the average depth of the observed drawdowns.}
 \usage{
 AverageDrawdown(R, ...)
-
-AverageRecovery(R, ...)
 }
 \arguments{
 \item{R}{an xts, vector, matrix, data frame, timeSeries or zoo object of
@@ -19,4 +16,7 @@
 D'_j = jth drawdown over entire period
 d = total number of drawdowns in the entire period
 }
+\author{
+Peter Carl
+}