[Returnanalytics-commits] r3987 - pkg/Dowd
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Aug 30 21:06:47 CEST 2015
Author: dacharya
Date: 2015-08-30 21:06:46 +0200 (Sun, 30 Aug 2015)
New Revision: 3987
Modified:
pkg/Dowd/DESCRIPTION
Log:
Small errors corrected
Modified: pkg/Dowd/DESCRIPTION
===================================================================
--- pkg/Dowd/DESCRIPTION 2015-08-20 23:27:36 UTC (rev 3986)
+++ pkg/Dowd/DESCRIPTION 2015-08-30 19:06:46 UTC (rev 3987)
@@ -7,24 +7,24 @@
Author: Dinesh Acharya <dines.acharya at gmail.com>
Maintainer: Dinesh Acharya <dines.acharya at gmail.com>
Description: Kevin Dowd's book Measuring Market Risk is a widely read book
- in the area of risk measurement and is widely used by students and
+ in the area of risk measurement by students and
practitioners alike. As he claims, MATLAB indeed might have been most
- suitable language when Dowd originally wrote the functions, however,
- with growing popularity of R and a large user base, this project
- should make Dowd's code accessible to more readers. As Dowd's code
- was not intended to be error free and were more for reference, some
- functions in this package have inherited those errors. An attempt
- will be made in future to identify and correct them. Dowd's original
- code can be downloaded from . It should be noted that Dowd offers both
+ suitable language when he originally wrote the functions, but,
+ with growing popularity of R and a large user base it is not entirely
+ valid. As Dowd's code was not intended to be error free and were more
+ for reference, some functions in this package have inherited those
+ errors. An attempt will be made in future releases to identify and correct
+ them. Dowd's original code can be downloaded from www.kevindowd.org/measuring-market-risk/.
+ It should be noted that Dowd offers both
MMR2 and MMR1 toolboxes. Only MMR2 was ported to R. MMR2 is more
recent version of MMR1 toolbox and they both have mostly similar
function. The toolbox mainly contains different parametric and non
parametric methods for measurement of market risk as well as
backtesting risk measurement methods.
-Depends: R (>= 3.0.0),
+Depends: R (>= 3.0.0),
bootstrap,
MASS,
forecast
-Suggests: PerformanceAnalytics,
+Suggests: PerformanceAnalytics,
testthat
License: GPL
\ No newline at end of file
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