[Returnanalytics-commits] r3904 - pkg/Dowd/man

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

Author: dacharya
Date: 2015-08-04 00:56:44 +0200 (Tue, 04 Aug 2015)
New Revision: 3904

Modified:
   pkg/Dowd/man/LogNormalESPlot3D.Rd
   pkg/Dowd/man/LogNormalVaRPlot3D.Rd
   pkg/Dowd/man/LogtESPlot3D.Rd
   pkg/Dowd/man/LogtVaRPlot3D.Rd
   pkg/Dowd/man/NormalESPlot3D.Rd
   pkg/Dowd/man/NormalVaRPlot3D.Rd
Log:
Perspective, shading and various parameters of 3D plot were adjusted to make plots look like that of MMRII Toolbox 

Modified: pkg/Dowd/man/LogNormalESPlot3D.Rd
===================================================================
--- pkg/Dowd/man/LogNormalESPlot3D.Rd	2015-08-03 22:56:10 UTC (rev 3903)
+++ pkg/Dowd/man/LogNormalESPlot3D.Rd	2015-08-03 22:56:44 UTC (rev 3904)
@@ -30,10 +30,10 @@
 \examples{
 # Plots VaR against confidene level given geometric return data
    data <- runif(5, min = 0, max = .2)
-   LogNormalESPlot3D(returns = data, investment = 5, cl = seq(.85,.99,.01), hp = 60:90)
+   LogNormalESPlot3D(returns = data, investment = 5, cl = seq(.9,.99,.01), hp = 1:100)
 
    # Computes VaR against confidence level given mean and standard deviation of return data
-   LogNormalESPlot3D(mu = .012, sigma = .03, investment = 5, cl = seq(.85,.99,.02), hp = 40:80)
+   LogNormalESPlot3D(mu = .012, sigma = .03, investment = 5, cl = seq(.9,.99,.01), hp = 1:100)
 }
 \author{
 Dinesh Acharya

Modified: pkg/Dowd/man/LogNormalVaRPlot3D.Rd
===================================================================
--- pkg/Dowd/man/LogNormalVaRPlot3D.Rd	2015-08-03 22:56:10 UTC (rev 3903)
+++ pkg/Dowd/man/LogNormalVaRPlot3D.Rd	2015-08-03 22:56:44 UTC (rev 3904)
@@ -31,11 +31,11 @@
 }
 \examples{
 # Plots VaR against confidene level given geometric return data
-   data <- runif(5, min = 0, max = .2)
-   LogNormalVaRPlot3D(returns = data, investment = 5, cl = seq(.85,.99,.01), hp = 60:90)
+   data <- rnorm(5, .09, .03)
+   LogNormalVaRPlot3D(returns = data, investment = 5, cl = seq(.9,.99,.01), hp = 1:100)
 
    # Computes VaR against confidence level given mean and standard deviation of return data
-   LogNormalVaRPlot3D(mu = .012, sigma = .03, investment = 5, cl = seq(.85,.99,.02), hp = 40:80)
+   LogNormalVaRPlot3D(mu = .012, sigma = .03, investment = 5, cl = seq(.9,.99,.01), hp = 1:100)
 }
 \author{
 Dinesh Acharya

Modified: pkg/Dowd/man/LogtESPlot3D.Rd
===================================================================
--- pkg/Dowd/man/LogtESPlot3D.Rd	2015-08-03 22:56:10 UTC (rev 3903)
+++ pkg/Dowd/man/LogtESPlot3D.Rd	2015-08-03 22:56:44 UTC (rev 3904)
@@ -33,11 +33,11 @@
 }
 \examples{
 # Plots ES against confidene level given geometric return data
-   data <- runif(5, min = 0, max = .2)
-   LogtESPlot3D(returns = data, investment = 5, df = 6, cl = seq(.85,.99,.01), hp = 60:90)
+   data <- rnorm(5, .09, .03)
+   LogtESPlot3D(returns = data, investment = 5, df = 6, cl = seq(.9,.99,.01), hp = 1:100)
 
    # Computes ES against confidence level given mean and standard deviation of return data
-   LogtESPlot3D(mu = .012, sigma = .03, investment = 5, df = 6, cl = seq(.85,.99,.02), hp = 40:80)
+   LogtESPlot3D(mu = .012, sigma = .03, investment = 5, df = 6, cl = seq(.9,.99,.01), hp = 1:100)
 }
 \author{
 Dinesh Acharya

Modified: pkg/Dowd/man/LogtVaRPlot3D.Rd
===================================================================
--- pkg/Dowd/man/LogtVaRPlot3D.Rd	2015-08-03 22:56:10 UTC (rev 3903)
+++ pkg/Dowd/man/LogtVaRPlot3D.Rd	2015-08-03 22:56:44 UTC (rev 3904)
@@ -34,10 +34,10 @@
 \examples{
 # Plots VaR against confidene level given geometric return data
    data <- runif(5, min = 0, max = .2)
-   LogtVaRPlot3D(returns = data, investment = 5, df = 6, cl = seq(.85,.99,.01), hp = 60:90)
+   LogtVaRPlot3D(returns = data, investment = 5, df = 6, cl = seq(.9,.99,.01), hp = 1:100)
 
    # Computes VaR against confidence level given mean and standard deviation of return data
-   LogtVaRPlot3D(mu = .012, sigma = .03, investment = 5, df = 6, cl = seq(.85,.99,.02), hp = 40:80)
+   LogtVaRPlot3D(mu = .012, sigma = .03, investment = 5, df = 6, cl = seq(.9,.99,.01), hp = 1:100)
 }
 \author{
 Dinesh Acharya

Modified: pkg/Dowd/man/NormalESPlot3D.Rd
===================================================================
--- pkg/Dowd/man/NormalESPlot3D.Rd	2015-08-03 22:56:10 UTC (rev 3903)
+++ pkg/Dowd/man/NormalESPlot3D.Rd	2015-08-03 22:56:44 UTC (rev 3904)
@@ -29,10 +29,10 @@
 \examples{
 # Plots VaR against confidene level given geometric return data
    data <- runif(5, min = 0, max = .2)
-   NormalESPlot3D(returns = data, cl = seq(.85,.99,.01), hp = 60:90)
+   NormalESPlot3D(returns = data, cl = seq(.9,.99,.01), hp = 1:100)
 
    # Computes VaR against confidence level given mean and standard deviation of return data
-   NormalESPlot3D(mu = .012, sigma = .03, cl = seq(.85,.99,.02), hp = 40:80)
+   NormalESPlot3D(mu = .012, sigma = .03, cl = seq(.9,.99,.01), hp = 1:100)
 }
 \author{
 Dinesh Acharya

Modified: pkg/Dowd/man/NormalVaRPlot3D.Rd
===================================================================
--- pkg/Dowd/man/NormalVaRPlot3D.Rd	2015-08-03 22:56:10 UTC (rev 3903)
+++ pkg/Dowd/man/NormalVaRPlot3D.Rd	2015-08-03 22:56:44 UTC (rev 3904)
@@ -28,11 +28,11 @@
 }
 \examples{
 # Plots VaR against confidene level given geometric return data
-   data <- runif(5, min = 0, max = .2)
-   NormalVaRPlot3D(returns = data, cl = seq(.85,.99,.01), hp = 60:90)
+   data <- rnorm(5, .07, .03)
+   NormalVaRPlot3D(returns = data, cl = seq(.9,.99,.01), hp = 1:100)
 
    # Computes VaR against confidence level given mean and standard deviation of return data
-   NormalVaRPlot3D(mu = .012, sigma = .03, cl = seq(.85,.99,.02), hp = 40:80)
+   NormalVaRPlot3D(mu = .012, sigma = .03, cl = seq(.9,.99,.01), hp = 1:100)
 }
 \author{
 Dinesh Acharya