[Returnanalytics-commits] r3988 - pkg/Dowd
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Aug 31 23:46:12 CEST 2015
Author: dacharya
Date: 2015-08-31 23:46:12 +0200 (Mon, 31 Aug 2015)
New Revision: 3988
Modified:
pkg/Dowd/DESCRIPTION
Log:
Description according to CRAN policies
Modified: pkg/Dowd/DESCRIPTION
===================================================================
--- pkg/Dowd/DESCRIPTION 2015-08-30 19:06:46 UTC (rev 3987)
+++ pkg/Dowd/DESCRIPTION 2015-08-31 21:46:12 UTC (rev 3988)
@@ -1,6 +1,6 @@
Package: Dowd
Type: Package
-Title: Functions Ported From MMR2 Toolbox Offered in Kevin Dowd's Book
+Title: Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's Book
Measuring Market Risk
Version: 0.1
Date: 2015-08-20
@@ -8,16 +8,16 @@
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 by students and
- practitioners alike. As he claims, MATLAB indeed might have been most
+ practitioners alike. As he claims, 'MATLAB' indeed might have been the most
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
+ with growing popularity of R it is not entirely
+ valid. As Dowd's code was not intended to be error free and were mainly
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
+ '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.
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