[Returnanalytics-commits] r3639 - in pkg/PerformanceAnalytics: . R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sat Apr 25 14:49:00 CEST 2015 

Author: braverock
Date: 2015-04-25 14:49:00 +0200 (Sat, 25 Apr 2015)
New Revision: 3639

Modified:
   pkg/PerformanceAnalytics/DESCRIPTION
   pkg/PerformanceAnalytics/NAMESPACE
   pkg/PerformanceAnalytics/R/Drawdowns.R
   pkg/PerformanceAnalytics/R/chart.Drawdown.R
   pkg/PerformanceAnalytics/R/table.Drawdowns.R
   pkg/PerformanceAnalytics/man/ActivePremium.Rd
   pkg/PerformanceAnalytics/man/AdjustedSharpeRatio.Rd
   pkg/PerformanceAnalytics/man/AppraisalRatio.Rd
   pkg/PerformanceAnalytics/man/AverageDrawdown.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.dynamic.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/DrawdownDeviation.Rd
   pkg/PerformanceAnalytics/man/DrawdownPeak.Rd
   pkg/PerformanceAnalytics/man/ES.Rd
   pkg/PerformanceAnalytics/man/FamaBeta.Rd
   pkg/PerformanceAnalytics/man/Frequency.Rd
   pkg/PerformanceAnalytics/man/HurstIndex.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/MarketTiming.Rd
   pkg/PerformanceAnalytics/man/MartinRatio.Rd
   pkg/PerformanceAnalytics/man/MeanAbsoluteDeviation.Rd
   pkg/PerformanceAnalytics/man/Modigliani.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/UlcerIndex.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/findDrawdowns.Rd
   pkg/PerformanceAnalytics/man/kurtosis.Rd
   pkg/PerformanceAnalytics/man/legend.Rd
   pkg/PerformanceAnalytics/man/lpm.Rd
   pkg/PerformanceAnalytics/man/maxDrawdown.Rd
   pkg/PerformanceAnalytics/man/mean.geometric.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/zerofill.Rd
Log:
- add geometric argument to table.Drawdowns, thanks to Alfred Kanzler for the request
- update roxygen docs for R 3.2.0 and new roxygen
- bump version 3639

Modified: pkg/PerformanceAnalytics/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/DESCRIPTION	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/DESCRIPTION	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,6 +1,6 @@
 Package: PerformanceAnalytics
 Type: Package
-Title: Econometric tools for performance and risk analysis
+Title: Econometric Tools for Performance and Risk Analysis
 Authors at R: c(
   person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"), email="brian at braverock.com")
   , person(given="Peter",family="Carl",role=c("aut","cph"), email="peter at braverock.com")
@@ -12,7 +12,7 @@
   , person(given="Kyle",family="Balkissoon",role="ctb")  
   , person(given="Diethelm",family="Wuertz",role="ctb")  
   )
-Version: 1.4.3579
+Version: 1.4.3639
 Date: $Date$
 Description: Collection of econometric functions for
     performance and risk analysis. This package aims to aid

Modified: pkg/PerformanceAnalytics/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/NAMESPACE	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/NAMESPACE	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,4 @@
-# Generated by roxygen2 (4.0.2): do not edit by hand
+# Generated by roxygen2 (4.1.1): do not edit by hand
 
 S3method(textplot,character)
 S3method(textplot,data.frame)
@@ -42,6 +42,7 @@
 export(DownsidePotential)
 export(DrawdownDeviation)
 export(DrawdownPeak)
+export(Drawdowns)
 export(ES)
 export(ETL)
 export(FamaBeta)
@@ -144,6 +145,7 @@
 export(chart.SnailTrail)
 export(chart.StackedBar)
 export(chart.TimeSeries)
+export(chart.TimeSeries.base)
 export(chart.VaRSensitivity)
 export(charts.Bar)
 export(charts.BarVaR)

Modified: pkg/PerformanceAnalytics/R/Drawdowns.R
===================================================================
--- pkg/PerformanceAnalytics/R/Drawdowns.R	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/R/Drawdowns.R	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,5 +1,5 @@
 #' @export 
-
+#' @rdname chart.Drawdown
 Drawdowns <-
 function (R, geometric = TRUE, ...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.Drawdown.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.Drawdown.R	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/R/chart.Drawdown.R	2015-04-25 12:49:00 UTC (rev 3639)
@@ -25,7 +25,9 @@
 #' \code{\link{maxDrawdown}} \cr 
 #' \code{\link{table.Drawdowns}} \cr
 #' \code{\link{table.DownsideRisk}}
-###keywords ts
+#' 
+#' @references Bacon, C. \emph{Practical Portfolio Performance Measurement and
+#' Attribution}. Wiley. 2004. p. 88 \cr
 #' @examples
 #' 
 #' data(edhec)

Modified: pkg/PerformanceAnalytics/R/table.Drawdowns.R
===================================================================
--- pkg/PerformanceAnalytics/R/table.Drawdowns.R	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/R/table.Drawdowns.R	2015-04-25 12:49:00 UTC (rev 3639)
@@ -17,6 +17,10 @@
 #' asset returns
 #' @param top the number of drawdowns to include
 #' @param digits number of digits to round results to
+#' @param geometric utilize geometric chaining (TRUE) or simple/arithmetic 
+#' chaining (FALSE) to aggregate returns, default TRUE
+#' @param \dots any other passthru parameters
+#' 
 #' @author Peter Carl
 #' @seealso 
 #' \code{\link{DownsideDeviation}} \cr 
@@ -48,7 +52,7 @@
 #' 
 #' @export
 table.Drawdowns <-
-function (R, top = 5, digits = 4)
+function (R, top = 5, digits = 4, geometric=TRUE, ...)
 {# @author Peter Carl
 
     # DESCRIPTION
@@ -65,7 +69,7 @@
 
     R = checkData(R[,1,drop=FALSE])
     R = na.omit(R)
-    x = sortDrawdowns(findDrawdowns(R))
+    x = sortDrawdowns(findDrawdowns(R, geometric=geometric, ...))
 
     ndrawdowns = sum(x$return < 0)
     if (ndrawdowns < top){

Modified: pkg/PerformanceAnalytics/man/ActivePremium.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/ActivePremium.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/ActivePremium.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/ActivePremium.R
 \name{ActiveReturn}
 \alias{ActivePremium}
 \alias{ActiveReturn}

Modified: pkg/PerformanceAnalytics/man/AdjustedSharpeRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/AdjustedSharpeRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/AdjustedSharpeRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/AdjustedSharpeRatio.R
 \name{AdjustedSharpeRatio}
 \alias{AdjustedSharpeRatio}
 \title{Adjusted Sharpe ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/AppraisalRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/AppraisalRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/AppraisalRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/AppraisalRatio.R
 \name{AppraisalRatio}
 \alias{AppraisalRatio}
 \title{Appraisal ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/AverageDrawdown.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/AverageDrawdown.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/AverageDrawdown.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/maxDrawdown.R
 \name{AverageDrawdown}
 \alias{AverageDrawdown}
 \title{Calculates the average depth of the observed drawdowns.}

Modified: pkg/PerformanceAnalytics/man/BernardoLedoitRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/BernardoLedoitRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/BernardoLedoitRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/BernadoLedoitratio.R
 \name{BernardoLedoitRatio}
 \alias{BernardoLedoitRatio}
 \title{Bernardo and Ledoit ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/BetaCoMoments.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/BetaCoMoments.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/BetaCoMoments.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CoMoments.R
 \name{BetaCoMoments}
 \alias{BetaCoKurtosis}
 \alias{BetaCoMoments}

Modified: pkg/PerformanceAnalytics/man/BurkeRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/BurkeRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/BurkeRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/BurkeRatio.R
 \name{BurkeRatio}
 \alias{BurkeRatio}
 \title{Burke ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/CAPM.RiskPremium.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CAPM.RiskPremium.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CAPM.RiskPremium.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CAPM.utils.R
 \name{CAPM.CML.slope}
 \alias{CAPM.CML}
 \alias{CAPM.CML.slope}

Modified: pkg/PerformanceAnalytics/man/CAPM.alpha.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CAPM.alpha.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CAPM.alpha.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CAPM.alpha.R
 \name{CAPM.alpha}
 \alias{CAPM.alpha}
 \alias{SFM.alpha}

Modified: pkg/PerformanceAnalytics/man/CAPM.beta.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CAPM.beta.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CAPM.beta.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CAPM.beta.R
 \name{CAPM.beta}
 \alias{CAPM.beta}
 \alias{CAPM.beta.bear}

Modified: pkg/PerformanceAnalytics/man/CAPM.dynamic.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CAPM.dynamic.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CAPM.dynamic.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CAPM.dynamic.R
 \name{CAPM.dynamic}
 \alias{CAPM.dynamic}
 \alias{SFM.dynamic}

Modified: pkg/PerformanceAnalytics/man/CAPM.epsilon.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CAPM.epsilon.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CAPM.epsilon.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CAPM.epsilon.R
 \name{CAPM.epsilon}
 \alias{CAPM.epsilon}
 \alias{SFM.epsilon}

Modified: pkg/PerformanceAnalytics/man/CAPM.jensenAlpha.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CAPM.jensenAlpha.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CAPM.jensenAlpha.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CAPM.jensenAlpha.R
 \name{CAPM.jensenAlpha}
 \alias{CAPM.jensenAlpha}
 \alias{SFM.jensenAlpha}

Modified: pkg/PerformanceAnalytics/man/CDD.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CDD.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CDD.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/maxDrawdown.R
 \name{CDD}
 \alias{CDD}
 \alias{CDaR}

Modified: pkg/PerformanceAnalytics/man/CalmarRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CalmarRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CalmarRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CalmarRatio.R
 \name{CalmarRatio}
 \alias{CalmarRatio}
 \alias{SterlingRatio}

Modified: pkg/PerformanceAnalytics/man/CoMoments.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/CoMoments.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/CoMoments.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/CoMoments.R, R/MultivariateMoments.R
 \name{CoMoments}
 \alias{CoKurtosis}
 \alias{CoKurtosisMatrix}

Modified: pkg/PerformanceAnalytics/man/DRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/DRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/DRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/DRatio.R
 \name{DRatio}
 \alias{DRatio}
 \title{d ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/DownsideDeviation.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/DownsideDeviation.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/DownsideDeviation.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/DownsideDeviation.R, R/SemiDeviation.R
 \name{DownsideDeviation}
 \alias{DownsideDeviation}
 \alias{DownsidePotential}

Modified: pkg/PerformanceAnalytics/man/DownsideFrequency.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/DownsideFrequency.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/DownsideFrequency.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/DownsideFrequency.R
 \name{DownsideFrequency}
 \alias{DownsideFrequency}
 \title{downside frequency of the return distribution}

Modified: pkg/PerformanceAnalytics/man/DrawdownDeviation.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/DrawdownDeviation.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/DrawdownDeviation.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/maxDrawdown.R
 \name{DrawdownDeviation}
 \alias{DrawdownDeviation}
 \title{Calculates a standard deviation-type statistic using individual drawdowns.}

Modified: pkg/PerformanceAnalytics/man/DrawdownPeak.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/DrawdownPeak.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/DrawdownPeak.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/DrawdownPeak.R
 \name{DrawdownPeak}
 \alias{DrawdownPeak}
 \title{Drawdawn peak of the return distribution}
@@ -16,5 +17,7 @@
 }
 \author{
 Matthieu Lestel
+
+###
 }
 

Modified: pkg/PerformanceAnalytics/man/ES.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/ES.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/ES.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/ES.R
 \name{ETL}
 \alias{CVaR}
 \alias{ES}

Modified: pkg/PerformanceAnalytics/man/FamaBeta.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/FamaBeta.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/FamaBeta.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/FamaBeta.R
 \name{FamaBeta}
 \alias{FamaBeta}
 \title{Fama beta of the return distribution}

Modified: pkg/PerformanceAnalytics/man/Frequency.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Frequency.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Frequency.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Frequency.R
 \name{Frequency}
 \alias{Frequency}
 \title{Frequency of the return distribution}

Modified: pkg/PerformanceAnalytics/man/HurstIndex.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/HurstIndex.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/HurstIndex.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/HurstIndex.R
 \name{HurstIndex}
 \alias{HurstIndex}
 \title{calculate the Hurst Index

Modified: pkg/PerformanceAnalytics/man/InformationRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/InformationRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/InformationRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/InformationRatio.R
 \name{InformationRatio}
 \alias{InformationRatio}
 \title{InformationRatio = ActivePremium/TrackingError}

Modified: pkg/PerformanceAnalytics/man/Kappa.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Kappa.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Kappa.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Kappa.R
 \name{Kappa}
 \alias{Kappa}
 \title{Kappa of the return distribution}

Modified: pkg/PerformanceAnalytics/man/KellyRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/KellyRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/KellyRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/KellyRatio.R
 \name{KellyRatio}
 \alias{KellyRatio}
 \title{calculate Kelly criterion ratio (leverage or bet size) for a strategy}

Modified: pkg/PerformanceAnalytics/man/M2Sortino.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/M2Sortino.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/M2Sortino.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/M2Sortino.R
 \name{M2Sortino}
 \alias{M2Sortino}
 \title{M squared for Sortino of the return distribution}

Modified: pkg/PerformanceAnalytics/man/MSquared.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/MSquared.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/MSquared.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/MSquared.R
 \name{MSquared}
 \alias{MSquared}
 \title{M squared of the return distribution}

Modified: pkg/PerformanceAnalytics/man/MSquaredExcess.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/MSquaredExcess.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/MSquaredExcess.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/MSquaredExcess.R
 \name{MSquaredExcess}
 \alias{MSquaredExcess}
 \title{M squared excess of the return distribution}

Modified: pkg/PerformanceAnalytics/man/MarketTiming.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/MarketTiming.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/MarketTiming.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/MarketTiming.R
 \name{MarketTiming}
 \alias{MarketTiming}
 \title{Market timing models}

Modified: pkg/PerformanceAnalytics/man/MartinRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/MartinRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/MartinRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/MartinRatio.R
 \name{MartinRatio}
 \alias{MartinRatio}
 \title{Martin ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/MeanAbsoluteDeviation.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/MeanAbsoluteDeviation.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/MeanAbsoluteDeviation.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/MeanAbsoluteDeviation.R
 \name{MeanAbsoluteDeviation}
 \alias{MeanAbsoluteDeviation}
 \title{Mean absolute deviation of the return distribution}

Modified: pkg/PerformanceAnalytics/man/Modigliani.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Modigliani.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Modigliani.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Modigliani.R
 \name{Modigliani}
 \alias{Modigliani}
 \title{Modigliani-Modigliani measure}

Modified: pkg/PerformanceAnalytics/man/NetSelectivity.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/NetSelectivity.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/NetSelectivity.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/NetSelectivity.R
 \name{NetSelectivity}
 \alias{NetSelectivity}
 \title{Net selectivity of the return distribution}

Modified: pkg/PerformanceAnalytics/man/Omega.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Omega.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Omega.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Omega.R
 \name{Omega}
 \alias{Omega}
 \title{calculate Omega for a return series}

Modified: pkg/PerformanceAnalytics/man/OmegaExcessReturn.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/OmegaExcessReturn.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/OmegaExcessReturn.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/OmegaExcessReturn.R
 \name{OmegaExcessReturn}
 \alias{OmegaExcessReturn}
 \alias{OmegaExessReturn}

Modified: pkg/PerformanceAnalytics/man/OmegaSharpeRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/OmegaSharpeRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/OmegaSharpeRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/OmegaSharpeRatio.R
 \name{OmegaSharpeRatio}
 \alias{OmegaSharpeRatio}
 \title{Omega-Sharpe ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/PainIndex.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/PainIndex.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/PainIndex.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/PainIndex.R
 \name{PainIndex}
 \alias{PainIndex}
 \title{Pain index of the return distribution}

Modified: pkg/PerformanceAnalytics/man/PainRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/PainRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/PainRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/PainRatio.R
 \name{PainRatio}
 \alias{PainRatio}
 \title{Pain ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/ProspectRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/ProspectRatio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/ProspectRatio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/ProspectRatio.R
 \name{ProspectRatio}
 \alias{ProspectRatio}
 \title{Prospect ratio of the return distribution}

Modified: pkg/PerformanceAnalytics/man/Return.Geltner.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.Geltner.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.Geltner.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.Geltner.R
 \name{Return.Geltner}
 \alias{Return.Geltner}
 \title{calculate Geltner liquidity-adjusted return series}

Modified: pkg/PerformanceAnalytics/man/Return.annualized.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.annualized.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.annualized.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.annualized.R
 \name{Return.annualized}
 \alias{Return.annualized}
 \title{calculate an annualized return for comparing instruments with different

Modified: pkg/PerformanceAnalytics/man/Return.annualized.excess.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.annualized.excess.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.annualized.excess.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.annualized.excess.R
 \name{Return.annualized.excess}
 \alias{Return.annualized.excess}
 \title{calculates an annualized excess return for comparing instruments with different

Modified: pkg/PerformanceAnalytics/man/Return.calculate.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.calculate.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.calculate.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.calculate.R
 \name{Return.calculate}
 \alias{CalculateReturns}
 \alias{Return.calculate}

Modified: pkg/PerformanceAnalytics/man/Return.clean.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.clean.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.clean.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.clean.R
 \name{Return.clean}
 \alias{Return.clean}
 \title{clean returns in a time series to to provide more robust risk estimates}

Modified: pkg/PerformanceAnalytics/man/Return.cumulative.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.cumulative.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.cumulative.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.cumulative.R
 \name{Return.cumulative}
 \alias{Return.cumulative}
 \title{calculate a compounded (geometric) cumulative return}

Modified: pkg/PerformanceAnalytics/man/Return.excess.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.excess.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.excess.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.excess.R
 \name{Return.excess}
 \alias{Return.excess}
 \title{Calculates the returns of an asset in excess of the given risk free rate}

Modified: pkg/PerformanceAnalytics/man/Return.portfolio.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.portfolio.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.portfolio.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.portfolio.R
 \name{Return.portfolio}
 \alias{Return.portfolio}
 \alias{Return.rebalancing}

Modified: pkg/PerformanceAnalytics/man/Return.read.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.read.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.read.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.read.R
 \name{Return.read}
 \alias{Return.read}
 \title{Read returns data with different date formats}

Modified: pkg/PerformanceAnalytics/man/Return.relative.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Return.relative.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Return.relative.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Return.relative.R
 \name{Return.relative}
 \alias{Return.relative}
 \title{calculate the relative return of one asset to another}

Modified: pkg/PerformanceAnalytics/man/Selectivity.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/Selectivity.Rd	2015-04-24 17:40:39 UTC (rev 3638)
+++ pkg/PerformanceAnalytics/man/Selectivity.Rd	2015-04-25 12:49:00 UTC (rev 3639)
@@ -1,4 +1,5 @@
-% Generated by roxygen2 (4.0.2): do not edit by hand
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/Selectivity.R
 \name{Selectivity}
 \alias{Selectivity}
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/returnanalytics -r 3639

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