[Returnanalytics-commits] r3812 - pkg/Dowd/man

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

Author: dacharya
Date: 2015-07-13 13:44:12 +0200 (Mon, 13 Jul 2015)
New Revision: 3812

Modified:
   pkg/Dowd/man/LogtES.Rd
   pkg/Dowd/man/LogtESDFPerc.Rd
   pkg/Dowd/man/LogtESPlot3D.Rd
   pkg/Dowd/man/LogtVaRDFPerc.Rd
Log:
Minor changes in documentation.

Modified: pkg/Dowd/man/LogtES.Rd
===================================================================
--- pkg/Dowd/man/LogtES.Rd	2015-07-13 11:42:15 UTC (rev 3811)
+++ pkg/Dowd/man/LogtES.Rd	2015-07-13 11:44:12 UTC (rev 3812)
@@ -30,7 +30,7 @@
 }
 \description{
 Estimates the ES of a portfolio assuming that geometric returns are
-Student t distributed, for specified confidence level and holding period.
+Student-t distributed, for specified confidence level and holding period.
 }
 \note{
 The input arguments contain either return data or else mean and

Modified: pkg/Dowd/man/LogtESDFPerc.Rd
===================================================================
--- pkg/Dowd/man/LogtESDFPerc.Rd	2015-07-13 11:42:15 UTC (rev 3811)
+++ pkg/Dowd/man/LogtESDFPerc.Rd	2015-07-13 11:44:12 UTC (rev 3812)
@@ -34,8 +34,8 @@
 }
 \note{
 The input arguments contain either return data or else mean and
-standard deviation data. Accordingly, number of input arguments is either 5
-or 6. In case there 5 input arguments, the mean and standard deviation of
+standard deviation data. Accordingly, number of input arguments is either 6
+or 8. In case there 6 input arguments, the mean and standard deviation of
 data is computed from return data. See examples for details.
 }
 \examples{

Modified: pkg/Dowd/man/LogtESPlot3D.Rd
===================================================================
--- pkg/Dowd/man/LogtESPlot3D.Rd	2015-07-13 11:42:15 UTC (rev 3811)
+++ pkg/Dowd/man/LogtESPlot3D.Rd	2015-07-13 11:44:12 UTC (rev 3812)
@@ -33,11 +33,11 @@
  data is computed from return data. See examples for details.
 }
 \examples{
-# Plots VaR against confidene level given geometric return data
+# 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)
 
-   # Computes VaR against confidence level given mean and standard deviation of return data
+   # 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)
 }
 \author{

Modified: pkg/Dowd/man/LogtVaRDFPerc.Rd
===================================================================
--- pkg/Dowd/man/LogtVaRDFPerc.Rd	2015-07-13 11:42:15 UTC (rev 3811)
+++ pkg/Dowd/man/LogtVaRDFPerc.Rd	2015-07-13 11:44:12 UTC (rev 3812)
@@ -34,8 +34,8 @@
 }
 \note{
 The input arguments contain either return data or else mean and
-standard deviation data. Accordingly, number of input arguments is either 5
-or 6. In case there 5 input arguments, the mean and standard deviation of
+standard deviation data. Accordingly, number of input arguments is either 6
+or 8. In case there 6 input arguments, the mean, standard deviation and number of observations of the
 data is computed from return data. See examples for details.
 }
 \examples{