[Returnanalytics-commits] r3998 - in pkg/PerformanceAnalytics: . R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Oct 21 23:09:19 CEST 2015 

Author: braverock
Date: 2015-10-21 23:09:18 +0200 (Wed, 21 Oct 2015)
New Revision: 3998

Modified:
   pkg/PerformanceAnalytics/DESCRIPTION
   pkg/PerformanceAnalytics/NAMESPACE
   pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R
   pkg/PerformanceAnalytics/R/AppraisalRatio.R
   pkg/PerformanceAnalytics/R/BernadoLedoitratio.R
   pkg/PerformanceAnalytics/R/BurkeRatio.R
   pkg/PerformanceAnalytics/R/CAPM.beta.R
   pkg/PerformanceAnalytics/R/CAPM.dynamic.R
   pkg/PerformanceAnalytics/R/CAPM.utils.R
   pkg/PerformanceAnalytics/R/CalmarRatio.R
   pkg/PerformanceAnalytics/R/CoMoments.R
   pkg/PerformanceAnalytics/R/DRatio.R
   pkg/PerformanceAnalytics/R/DownsideDeviation.R
   pkg/PerformanceAnalytics/R/DownsideFrequency.R
   pkg/PerformanceAnalytics/R/DrawdownPeak.R
   pkg/PerformanceAnalytics/R/Drawdowns.R
   pkg/PerformanceAnalytics/R/FamaBeta.R
   pkg/PerformanceAnalytics/R/Frequency.R
   pkg/PerformanceAnalytics/R/Kappa.R
   pkg/PerformanceAnalytics/R/M2Sortino.R
   pkg/PerformanceAnalytics/R/MSquared.R
   pkg/PerformanceAnalytics/R/MSquaredExcess.R
   pkg/PerformanceAnalytics/R/MartinRatio.R
   pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R
   pkg/PerformanceAnalytics/R/Modigliani.R
   pkg/PerformanceAnalytics/R/NetSelectivity.R
   pkg/PerformanceAnalytics/R/OmegaExcessReturn.R
   pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R
   pkg/PerformanceAnalytics/R/PainIndex.R
   pkg/PerformanceAnalytics/R/PainRatio.R
   pkg/PerformanceAnalytics/R/ProspectRatio.R
   pkg/PerformanceAnalytics/R/Return.calculate.R
   pkg/PerformanceAnalytics/R/Return.portfolio.R
   pkg/PerformanceAnalytics/R/Selectivity.R
   pkg/PerformanceAnalytics/R/SharpeRatio.R
   pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R
   pkg/PerformanceAnalytics/R/SpecificRisk.R
   pkg/PerformanceAnalytics/R/SystematicRisk.R
   pkg/PerformanceAnalytics/R/TotalRisk.R
   pkg/PerformanceAnalytics/R/UpsideFrequency.R
   pkg/PerformanceAnalytics/R/UpsideRisk.R
   pkg/PerformanceAnalytics/R/VolatilitySkewness.R
   pkg/PerformanceAnalytics/R/apply.fromstart.R
   pkg/PerformanceAnalytics/R/apply.rolling.R
   pkg/PerformanceAnalytics/R/chart.ACF.R
   pkg/PerformanceAnalytics/R/chart.ACFplus.R
   pkg/PerformanceAnalytics/R/chart.Bar.R
   pkg/PerformanceAnalytics/R/chart.Boxplot.R
   pkg/PerformanceAnalytics/R/chart.CaptureRatios.R
   pkg/PerformanceAnalytics/R/chart.Correlation.R
   pkg/PerformanceAnalytics/R/chart.CumReturns.R
   pkg/PerformanceAnalytics/R/chart.Drawdown.R
   pkg/PerformanceAnalytics/R/chart.ECDF.R
   pkg/PerformanceAnalytics/R/chart.QQPlot.R
   pkg/PerformanceAnalytics/R/chart.Regression.R
   pkg/PerformanceAnalytics/R/chart.RelativePerformance.R
   pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R
   pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R
   pkg/PerformanceAnalytics/R/chart.RollingMean.R
   pkg/PerformanceAnalytics/R/chart.RollingPerformance.R
   pkg/PerformanceAnalytics/R/chart.RollingQuantileRegression.R
   pkg/PerformanceAnalytics/R/chart.Scatter.R
   pkg/PerformanceAnalytics/R/chart.SnailTrail.R
   pkg/PerformanceAnalytics/R/chart.StackedBar.R
   pkg/PerformanceAnalytics/R/chart.TimeSeries.R
   pkg/PerformanceAnalytics/R/chart.VaRSensitivity.R
   pkg/PerformanceAnalytics/R/charts.BarVaR.R
   pkg/PerformanceAnalytics/R/charts.PerformanceSummary.R
   pkg/PerformanceAnalytics/R/charts.RollingPerformance.R
   pkg/PerformanceAnalytics/R/charts.RollingRegression.R
   pkg/PerformanceAnalytics/R/charts.TimeSeries.R
   pkg/PerformanceAnalytics/R/checkData.R
   pkg/PerformanceAnalytics/R/legend.R
   pkg/PerformanceAnalytics/R/maxDrawdown.R
   pkg/PerformanceAnalytics/R/table.DownsideRisk.R
   pkg/PerformanceAnalytics/R/table.MonthlyReturns.R
   pkg/PerformanceAnalytics/R/table.ProbOutperformance.R
   pkg/PerformanceAnalytics/R/table.RollingPeriods.R
   pkg/PerformanceAnalytics/R/textplot.R
   pkg/PerformanceAnalytics/man/ActivePremium.Rd
   pkg/PerformanceAnalytics/man/AdjustedSharpeRatio.Rd
   pkg/PerformanceAnalytics/man/AppraisalRatio.Rd
   pkg/PerformanceAnalytics/man/AverageDrawdown.Rd
   pkg/PerformanceAnalytics/man/AverageLength.Rd
   pkg/PerformanceAnalytics/man/AverageRecovery.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:
- updates to play better with github version of roxygen2

Modified: pkg/PerformanceAnalytics/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/DESCRIPTION	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/DESCRIPTION	2015-10-21 21:09:18 UTC (rev 3998)
@@ -12,7 +12,7 @@
   , person(given="Kyle",family="Balkissoon",role="ctb")  
   , person(given="Diethelm",family="Wuertz",role="ctb")  
   )
-Version: 1.4.3662
+Version: 1.4.3998
 Date: $Date$
 Description: Collection of econometric functions for
     performance and risk analysis. This package aims to aid
@@ -23,7 +23,8 @@
     work with irregular return data as well, and increasing
     numbers of functions will work with P&L or price data
     where possible.
-Imports: zoo
+Imports:
+    zoo
 Depends:
     R (>= 3.0.0),
     xts (>= 0.9)
@@ -39,3 +40,4 @@
 License: GPL-2 | GPL-3
 URL: http://r-forge.r-project.org/projects/returnanalytics/
 Copyright: (c) 2004-2015
+RoxygenNote: 4.1.1.9001

Modified: pkg/PerformanceAnalytics/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/NAMESPACE	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/NAMESPACE	2015-10-21 21:09:18 UTC (rev 3998)
@@ -1,9 +1,10 @@
-# Generated by roxygen2 (4.1.1): do not edit by hand
+# Generated by roxygen2: do not edit by hand
 
 S3method(textplot,character)
 S3method(textplot,data.frame)
 S3method(textplot,default)
 S3method(textplot,matrix)
+export("")
 export(ActivePremium)
 export(ActiveReturn)
 export(AdjustedSharpeRatio)
@@ -41,7 +42,6 @@
 export(DownsideFrequency)
 export(DownsidePotential)
 export(DrawdownDeviation)
-export(DrawdownPeak)
 export(Drawdowns)
 export(ES)
 export(ETL)
@@ -211,6 +211,7 @@
 export(table.HigherMoments)
 export(table.InformationRatio)
 export(table.ProbOutPerformance)
+export(table.RollingPeriods)
 export(table.SFM)
 export(table.SpecificRisk)
 export(table.Stats)

Modified: pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/AdjustedSharpeRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -26,8 +26,7 @@
 #' print(AdjustedSharpeRatio(managers['1996']))
 #' print(AdjustedSharpeRatio(managers['1996',1])) 
 #'
-#' @export 
-
+#' @export
 AdjustedSharpeRatio <- function (R, Rf = 0, ...)
 {
     R = checkData(R)

Modified: pkg/PerformanceAnalytics/R/AppraisalRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/AppraisalRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/AppraisalRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -41,8 +41,7 @@
 #' print(AppraisalRatio(managers['1996',1], managers['1996',8]))
 #' print(AppraisalRatio(managers['1996',1:5], managers['1996',8]))
 #'
-#' @export 
-
+#' @export
 AppraisalRatio <-
 function (Ra, Rb, Rf = 0, method = c("appraisal", "modified", "alternative"), ...)
 {

Modified: pkg/PerformanceAnalytics/R/BernadoLedoitratio.R
===================================================================
--- pkg/PerformanceAnalytics/R/BernadoLedoitratio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/BernadoLedoitratio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -25,8 +25,7 @@
 #' print(BernardoLedoitRatio(managers['1996']))
 #' print(BernardoLedoitRatio(managers['1996',1])) #expected 4.598
 #'
-#' @export 
-
+#' @export
 BernardoLedoitRatio <- function (R, ...)
 {
     R <- checkData(R)

Modified: pkg/PerformanceAnalytics/R/BurkeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/BurkeRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/BurkeRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -33,8 +33,7 @@
 #' print(BurkeRatio(managers['1996'], modified = TRUE))
 #' print(BurkeRatio(managers['1996',1], modified = TRUE)) 
 #'
-#' @export 
-
+#' @export
 BurkeRatio <- function (R, Rf = 0, modified = FALSE, ...)
 {
     drawdown = c()

Modified: pkg/PerformanceAnalytics/R/CAPM.beta.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.beta.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/CAPM.beta.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -129,7 +129,7 @@
 }
 
 #' @rdname CAPM.beta
-#' @export 
+#' @export
 CAPM.beta.bull <-
 function (Ra, Rb, Rf = 0)
 { # @author Peter Carl
@@ -174,7 +174,7 @@
 }
 
 #' @rdname CAPM.beta
-#' @export 
+#' @export
 CAPM.beta.bear <-
 function (Ra, Rb, Rf = 0)
 { # @author Peter Carl
@@ -220,7 +220,7 @@
 
 
 #' @rdname CAPM.beta
-#' @export 
+#' @export
 TimingRatio <-
 function (Ra, Rb, Rf = 0)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/CAPM.dynamic.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.dynamic.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/CAPM.dynamic.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -57,8 +57,8 @@
 #' CAPM.dynamic(managers[80:120,1:6], managers[80:120,8:7],
 #'               managers[80:120,10,drop=FALSE], Z=managers[80:120, 9:10])
 #' 
-#' @rdname CAPM.dynamic 
-#' @export CAPM.dynamic SFM.dynamic 
+#' @rdname CAPM.dynamic
+#' @export CAPM.dynamic SFM.dynamic
 CAPM.dynamic <- SFM.dynamic <- function (Ra, Rb, Rf = 0, Z, lags = 1, ...)
 { # @author Andrii Babii
     

Modified: pkg/PerformanceAnalytics/R/CAPM.utils.R
===================================================================
--- pkg/PerformanceAnalytics/R/CAPM.utils.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/CAPM.utils.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -16,7 +16,7 @@
 }
 
 #' @rdname CAPM.RiskPremium
-#' @export CAPM.CML SFM.CML 
+#' @export CAPM.CML SFM.CML
 CAPM.CML <- SFM.CML <-function (Ra, Rb, Rf = 0)
 { #@author Brian G. Peterson
 

Modified: pkg/PerformanceAnalytics/R/CalmarRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/CalmarRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/CalmarRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -45,7 +45,7 @@
 #'     SterlingRatio(managers[,1,drop=FALSE])
 #'     SterlingRatio(managers[,1:6])
 #' 
-#' @export 
+#' @export
 #' @rdname CalmarRatio
 CalmarRatio <- function (R, scale = NA)
 { # @author Brian G. Peterson
@@ -80,7 +80,7 @@
     return(result)
 }
 
-#' @export 
+#' @export
 #' @rdname CalmarRatio
 SterlingRatio <-
 function (R, scale=NA, excess=.1)

Modified: pkg/PerformanceAnalytics/R/CoMoments.R
===================================================================
--- pkg/PerformanceAnalytics/R/CoMoments.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/CoMoments.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -53,8 +53,8 @@
 #' data(managers)
 #' Return.centered(managers[,1:3,drop=FALSE])
 #' 
-#' @rdname centeredmoments 
-#' @export 
+#' @rdname centeredmoments
+#' @export
 Return.centered <-
 function (R,...)
 { # @author Peter Carl and Kris Boudt

Modified: pkg/PerformanceAnalytics/R/DRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/DRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/DRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -33,7 +33,7 @@
 #' print(DRatio(managers['1996']))
 #' print(DRatio(managers['1996',1])) #expected 0.0725
 #'
-#' @export 
+#' @export
 
 DRatio <- function (R, ...)
 {

Modified: pkg/PerformanceAnalytics/R/DownsideDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideDeviation.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/DownsideDeviation.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -98,7 +98,7 @@
 #' SemiVariance (managers[,1,drop=FALSE])
 #' SemiVariance (managers[,1:6]) #calculated using method="subset"
 #'
-#' @export 
+#' @export
 DownsideDeviation <-
 function (R, MAR = 0, method=c("full","subset"), ..., potential=FALSE)
 { # @author Peter Carl, Matthieu Lestel

Modified: pkg/PerformanceAnalytics/R/DownsideFrequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/DownsideFrequency.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/DownsideFrequency.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -30,7 +30,7 @@
 #' print(DownsideFrequency(managers['1996']))
 #' print(DownsideFrequency(managers['1996',1])) #expected 0.25
 #'
-#' @export 
+#' @export
 
 DownsideFrequency <- function (R, MAR = 0, ...)
 {

Modified: pkg/PerformanceAnalytics/R/DrawdownPeak.R
===================================================================
--- pkg/PerformanceAnalytics/R/DrawdownPeak.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/DrawdownPeak.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -9,7 +9,7 @@
 #' @author Matthieu Lestel
 #' 
 ###keywords ts multivariate distribution models
-### #' @export 
+### #' @export
 
 DrawdownPeak <- function (R, ...)
 {

Modified: pkg/PerformanceAnalytics/R/Drawdowns.R
===================================================================
--- pkg/PerformanceAnalytics/R/Drawdowns.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/Drawdowns.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -1,4 +1,4 @@
-#' @export 
+#' @export
 #' @rdname chart.Drawdown
 Drawdowns <-
 function (R, geometric = TRUE, ...)

Modified: pkg/PerformanceAnalytics/R/FamaBeta.R
===================================================================
--- pkg/PerformanceAnalytics/R/FamaBeta.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/FamaBeta.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -27,7 +27,7 @@
 #' print(FamaBeta(managers['1996',1], managers['1996',8]))
 #' print(FamaBeta(managers['1996',1:5], managers['1996',8]))
 #'
-#' @export 
+#' @export
 FamaBeta <-
 function (Ra, Rb, ...)
 {

Modified: pkg/PerformanceAnalytics/R/Frequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/Frequency.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/Frequency.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -15,7 +15,7 @@
 #' data(managers)
 #' print(Frequency(managers['1996',1:5]))
 #'
-#' @export 
+#' @export
 
 Frequency <- function (R, ...)
 {

Modified: pkg/PerformanceAnalytics/R/Kappa.R
===================================================================
--- pkg/PerformanceAnalytics/R/Kappa.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/Kappa.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -47,7 +47,7 @@
 #' print(Kappa(managers['1996'], MAR, l))
 #' print(Kappa(managers['1996',1], MAR, l)) #expected 1.493
 #'
-#' @export 
+#' @export
 
 Kappa <- function (R, MAR, l, ...)
 {

Modified: pkg/PerformanceAnalytics/R/M2Sortino.R
===================================================================
--- pkg/PerformanceAnalytics/R/M2Sortino.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/M2Sortino.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -30,7 +30,7 @@
 #' print(MSquaredExcess(managers['1996',1], managers['1996',8], MAR))
 #' print(MSquaredExcess(managers['1996',1:5], managers['1996',8], MAR))
 #'
-#' @export 
+#' @export
 M2Sortino <-
 function (Ra, Rb, MAR = 0, ...)
 {

Modified: pkg/PerformanceAnalytics/R/MSquared.R
===================================================================
--- pkg/PerformanceAnalytics/R/MSquared.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/MSquared.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -29,7 +29,7 @@
 #' print(MSquared(managers['1996',1], managers['1996',8]))
 #' print(MSquared(managers['1996',1:5], managers['1996',8]))
 #'
-#' @export 
+#' @export
 MSquared <-
 function (Ra, Rb, Rf = 0, ...)
 {

Modified: pkg/PerformanceAnalytics/R/MSquaredExcess.R
===================================================================
--- pkg/PerformanceAnalytics/R/MSquaredExcess.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/MSquaredExcess.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -31,7 +31,7 @@
 #' MSquaredExcess(managers['1996',1], managers['1996',8])
 #' MSquaredExcess(managers['1996',1:5], managers['1996',8])
 #'
-#' @export 
+#' @export
 MSquaredExcess <-
 function (Ra, Rb, Rf = 0, Method = c("geometric", "arithmetic"), ...)
 {

Modified: pkg/PerformanceAnalytics/R/MartinRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/MartinRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/MartinRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -27,7 +27,7 @@
 #' print(MartinRatio(managers['1996']))
 #' print(MartinRatio(managers['1996',1])) 
 #'
-#' @export 
+#' @export
 
 
 MartinRatio <- function (R, Rf = 0, ...) 

Modified: pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R
===================================================================
--- pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/MeanAbsoluteDeviation.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -24,7 +24,7 @@
 #' print(MeanAbsoluteDeviation(managers['1996']))
 #' print(MeanAbsoluteDeviation(managers['1996',1]))
 #'
-#' @export 
+#' @export
 
 MeanAbsoluteDeviation <- function (R, ...)
 {

Modified: pkg/PerformanceAnalytics/R/Modigliani.R
===================================================================
--- pkg/PerformanceAnalytics/R/Modigliani.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/Modigliani.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -32,7 +32,7 @@
 #' Modigliani(managers[,1:6], managers[,8,drop=FALSE], managers[,8,drop=FALSE])
 #' Modigliani(managers[,1:6], managers[,8:7], managers[,8,drop=FALSE])
 #' 
-#' @export
+#' @export
 Modigliani <- function (Ra, Rb, Rf=0, ...)
 { # @author Andrii Babii, Brian G. Peterson
     Ra = checkData(Ra)

Modified: pkg/PerformanceAnalytics/R/NetSelectivity.R
===================================================================
--- pkg/PerformanceAnalytics/R/NetSelectivity.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/NetSelectivity.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -30,7 +30,7 @@
 #' print(NetSelectivity(managers['1996',1], managers['1996',8]))
 #' print(NetSelectivity(managers['1996',1:5], managers['1996',8]))
 #'
-#' @export 
+#' @export
 
 NetSelectivity <-
 function (Ra, Rb, Rf = 0, ...)

Modified: pkg/PerformanceAnalytics/R/OmegaExcessReturn.R
===================================================================
--- pkg/PerformanceAnalytics/R/OmegaExcessReturn.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/OmegaExcessReturn.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -31,7 +31,7 @@
 #' print(OmegaExcessReturn(managers['1996',1], managers['1996',8], MAR))
 #' print(OmegaExcessReturn(managers['1996',1:5], managers['1996',8], MAR))
 #'
-#' @export 
+#' @export
 
 OmegaExcessReturn <-
 function (Ra, Rb, MAR = 0, ...)

Modified: pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/OmegaSharpeRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -33,7 +33,7 @@
 #' print(OmegaSharpeRatio(managers['1996'], MAR))
 #' print(OmegaSharpeRatio(managers['1996',1], MAR)) #expected 3.60
 #'
-#' @export 
+#' @export
 OmegaSharpeRatio <-
 function (R, MAR = 0, ...)
 {

Modified: pkg/PerformanceAnalytics/R/PainIndex.R
===================================================================
--- pkg/PerformanceAnalytics/R/PainIndex.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/PainIndex.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -32,7 +32,7 @@
 #' print(PainIndex(100*managers['1996']))
 #' print(PainIndex(100*managers['1996',1])) 
 #'
-#' @export 
+#' @export
 
 
 PainIndex <- function (R, ...) 

Modified: pkg/PerformanceAnalytics/R/PainRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/PainRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/PainRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -27,7 +27,7 @@
 #' print(PainRatio(managers['1996']))
 #' print(PainRatio(managers['1996',1])) 
 #'
-#' @export 
+#' @export
 
 
 PainRatio <- function (R, Rf = 0, ...) 

Modified: pkg/PerformanceAnalytics/R/ProspectRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/ProspectRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/ProspectRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -27,7 +27,7 @@
 #' print(ProspectRatio(managers['1996'], MAR))
 #' print(ProspectRatio(managers['1996',1], MAR))
 #'
-#' @export 
+#' @export
 
 ProspectRatio <- function (R, MAR, ...)
 {

Modified: pkg/PerformanceAnalytics/R/Return.calculate.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.calculate.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/Return.calculate.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -82,7 +82,7 @@
 }
 
 #' @rdname Return.calculate
-#' @export 
+#' @export
 CalculateReturns <- 
 function(prices, method = c("discrete","log"))
 { # @ author Peter Carl

Modified: pkg/PerformanceAnalytics/R/Return.portfolio.R
===================================================================
--- pkg/PerformanceAnalytics/R/Return.portfolio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/Return.portfolio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -136,7 +136,7 @@
 #' chart.StackedBar(x$BOP.Value)
 #' 
 #' @rdname Return.portfolio
-#' @export Return.portfolio 
+#' @export Return.portfolio
 #' @export Return.rebalancing
 Return.portfolio <- Return.rebalancing <- function(R, 
                                                    weights=NULL,

Modified: pkg/PerformanceAnalytics/R/Selectivity.R
===================================================================
--- pkg/PerformanceAnalytics/R/Selectivity.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/Selectivity.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -27,7 +27,7 @@
 #' print(Selectivity(managers['1996',1], managers['1996',8]))
 #' print(Selectivity(managers['1996',1:5], managers['1996',8]))
 #'
-#' @export 
+#' @export
 
 Selectivity <-
 function (Ra, Rb, Rf = 0, ...)

Modified: pkg/PerformanceAnalytics/R/SharpeRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/SharpeRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/SharpeRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -73,9 +73,8 @@
 #' SharpeRatio(managers[,1:9], Rf = managers[,10,drop=FALSE])
 #' SharpeRatio(edhec,Rf = .04/12)
 #' 
-#' @export 
+#' @export
 #' @rdname SharpeRatio
-#' 
 SharpeRatio <-
 function (R, Rf = 0, p = 0.95, FUN=c("StdDev", "VaR","ES"), weights=NULL, annualize = FALSE , ...)
 { # @author Brian G. Peterson
@@ -172,7 +171,7 @@
     return (result)
 }
 
-#' @export 
+#' @export
 #' @rdname SharpeRatio
 SharpeRatio.modified <-
 function (R, Rf = 0, p = 0.95, FUN=c("StdDev", "VaR","ES"), weights=NULL, ...) {

Modified: pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R
===================================================================
--- pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/SkewnessKurtosisRatio.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -27,7 +27,7 @@
 #' print(SkewnessKurtosisRatio(managers['1996']))
 #' print(SkewnessKurtosisRatio(managers['1996',1]))
 #'
-#' @export 
+#' @export
 SkewnessKurtosisRatio <-
 function (R, ...)
 {

Modified: pkg/PerformanceAnalytics/R/SpecificRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/SpecificRisk.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/SpecificRisk.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -23,7 +23,7 @@
 #' print(SpecificRisk(managers['1996',1], managers['1996',8]))
 #' print(SpecificRisk(managers['1996',1:5], managers['1996',8]))
 #'
-#' @export 
+#' @export
 SpecificRisk <-
 function (Ra, Rb, Rf = 0,  ...)
 {

Modified: pkg/PerformanceAnalytics/R/SystematicRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/SystematicRisk.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/SystematicRisk.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -32,7 +32,7 @@
 #' print(SystematicRisk(managers['1996',1], managers['1996',8]))
 #' print(SystematicRisk(managers['1996',1:5], managers['1996',8]))
 #'
-#' @export 
+#' @export
 SystematicRisk <-
 function (Ra, Rb, Rf = 0, scale = NA, ...)
 {

Modified: pkg/PerformanceAnalytics/R/TotalRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/TotalRisk.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/TotalRisk.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -26,7 +26,7 @@
 #' print(TotalRisk(managers['1996',1], managers['1996',8]))
 #' print(TotalRisk(managers['1996',1:5], managers['1996',8]))
 #'
-#' @export 
+#' @export
 TotalRisk <-
 function (Ra, Rb, Rf = 0,  ...)
 {

Modified: pkg/PerformanceAnalytics/R/UpsideFrequency.R
===================================================================
--- pkg/PerformanceAnalytics/R/UpsideFrequency.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/UpsideFrequency.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -30,7 +30,7 @@
 #' print(UpsideFrequency(managers['1996']))
 #' print(UpsideFrequency(managers['1996',1])) #expected 0.75
 #'
-#' @export 
+#' @export
 
 UpsideFrequency <- function (R, MAR = 0, ...)
 {

Modified: pkg/PerformanceAnalytics/R/UpsideRisk.R
===================================================================
--- pkg/PerformanceAnalytics/R/UpsideRisk.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/UpsideRisk.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -49,7 +49,7 @@
 #' print(UpsideRisk(managers['1996'], MAR, stat="risk"))
 #' print(UpsideRisk(managers['1996',1], MAR, stat="risk")) #expected 1.820
 #'
-#' @export 
+#' @export
 
 UpsideRisk <-
 function (R, MAR = 0, method=c("full","subset"), stat=c("risk","variance","potential"), ...)

Modified: pkg/PerformanceAnalytics/R/VolatilitySkewness.R
===================================================================
--- pkg/PerformanceAnalytics/R/VolatilitySkewness.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/VolatilitySkewness.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -36,7 +36,7 @@
 #'# print(VolatilitySkewness(managers['1996'], MAR, stat="volatility"))
 #' print(VolatilitySkewness(managers['1996',1], MAR, stat="volatility"))
 #'
-#' @export 
+#' @export
 
 VolatilitySkewness <-
 function (R, MAR = 0, stat=c("volatility", "variability"), ...)

Modified: pkg/PerformanceAnalytics/R/apply.fromstart.R
===================================================================
--- pkg/PerformanceAnalytics/R/apply.fromstart.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/apply.fromstart.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -22,7 +22,6 @@
 #' apply.fromstart(managers[,1,drop=FALSE], FUN="mean", width=36)
 #' 
 #' @export
-#' 
 apply.fromstart <- function (R, FUN = "mean" , gap = 1, ...)
 { # @author Peter Carl
 

Modified: pkg/PerformanceAnalytics/R/apply.rolling.R
===================================================================
--- pkg/PerformanceAnalytics/R/apply.rolling.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/apply.rolling.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -26,7 +26,6 @@
 #' apply.rolling(managers[,1,drop=FALSE], FUN="mean", width=36)
 #' 
 #' @export
-#' 
 apply.rolling <- function (R, width, trim = TRUE, gap = 12, by = 1, FUN = "mean", ...)
 { # @author Peter Carl
 

Modified: pkg/PerformanceAnalytics/R/chart.ACF.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.ACF.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.ACF.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -30,7 +30,7 @@
 #' data(edhec)
 #' chart.ACFplus(edhec[,1,drop=FALSE])
 #' 
-#' @export 
+#' @export
 chart.ACF <- function(R, maxlag = NULL, elementcolor = "gray", main = NULL, ...)
 { # @author David Stoffer and Robert Shumway
     # @modifiedby Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.ACFplus.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.ACFplus.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.ACFplus.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -1,5 +1,5 @@
 #' @rdname chart.ACF
-#' @export 
+#' @export
 chart.ACFplus <- function(R, maxlag = NULL, elementcolor = "gray", main = NULL, ...)
 { # @author David Stoffer and Robert Shumway
     # @modifiedby Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.Bar.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.Bar.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.Bar.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -31,7 +31,7 @@
 #' data(edhec)
 #' chart.Bar(edhec[,"Funds of Funds"], main="Monthly Returns")
 #' 
-#' @export 
+#' @export
 chart.Bar <- function (R, legend.loc = NULL, colorset = (1:12), ...)
 { # @author Peter Carl
 

Modified: pkg/PerformanceAnalytics/R/chart.Boxplot.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.Boxplot.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.Boxplot.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -46,7 +46,7 @@
 #' chart.Boxplot(edhec)
 #' chart.Boxplot(edhec,as.Tufte=TRUE)
 #' 
-#' @export 
+#' @export
 chart.Boxplot <-
 function (R, names = TRUE, as.Tufte = FALSE, sort.by = c(NULL, "mean", "median", "variance"), colorset = "black", symbol.color = "red", mean.symbol = 1, median.symbol = "|", outlier.symbol = 1, show.data = NULL, add.mean = TRUE, sort.ascending = FALSE, xlab="Return", main = "Return Distribution Comparison", element.color = "darkgray", ...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.CaptureRatios.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.CaptureRatios.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.CaptureRatios.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -45,7 +45,7 @@
 #'     data(managers)
 #'     chart.CaptureRatios(managers[,1:6], managers[,7,drop=FALSE])
 #' 
-#' @export 
+#' @export
 chart.CaptureRatios <-
 function (Ra, Rb, main = "Capture Ratio", add.names = TRUE, xlab = "Downside Capture", ylab = "Upside Capture", colorset = 1, symbolset = 1, legend.loc = NULL, xlim = NULL, ylim = NULL, cex.legend = 1, cex.axis=0.8, cex.main = 1, cex.lab = 1, element.color="darkgray", benchmark.color = "darkgray",...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.Correlation.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.Correlation.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.Correlation.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -23,7 +23,7 @@
 #' data(managers)
 #' chart.Correlation(managers[,1:8], histogram=TRUE, pch="+")
 #' 
-#' @export 
+#' @export
 chart.Correlation <-
 function (R, histogram = TRUE, method=c("pearson", "kendall", "spearman"), ...)
 { # @author R Development Core Team

Modified: pkg/PerformanceAnalytics/R/chart.CumReturns.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.CumReturns.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.CumReturns.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -34,7 +34,7 @@
 #' chart.CumReturns(managers,main="Cumulative Returns",begin="first")
 #' chart.CumReturns(managers,main="Cumulative Returns",begin="axis")
 #' 
-#' @export 
+#' @export
 chart.CumReturns <-
 function (R, wealth.index = FALSE, geometric = TRUE, legend.loc = NULL, colorset = (1:12), begin = c("first","axis"), ...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.Drawdown.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.Drawdown.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.Drawdown.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -35,7 +35,7 @@
 #' 		main="Drawdown from Peak Equity Attained", 
 #' 		legend.loc="bottomleft")
 #' @aliases Drawdowns
-#' @export 
+#' @export
 chart.Drawdown <-
 function (R, geometric = TRUE, legend.loc = NULL, colorset = (1:12), ...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.ECDF.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.ECDF.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.ECDF.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -37,7 +37,7 @@
 #' chart.ECDF(edhec[, 1, drop=FALSE])
 #' 
 #' 
-#' @export 
+#' @export
 chart.ECDF <-
 function(R, main = "Empirical CDF", xlab="x", ylab="F(x)", colorset = c("black", "#005AFF"), lwd = 1, lty = c(1,1), element.color = "darkgray", xaxis=TRUE, yaxis=TRUE, ...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.QQPlot.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.QQPlot.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.QQPlot.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -93,7 +93,7 @@
 #' }
 #' #end examples
 #' 
-#' @export 
+#' @export
 chart.QQPlot <-
 function(R, distribution="norm", ylab=NULL,
         xlab=paste(distribution, "Quantiles"), main=NULL, las=par("las"),

Modified: pkg/PerformanceAnalytics/R/chart.Regression.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.Regression.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.Regression.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -51,7 +51,7 @@
 #' 		excess.returns = TRUE, fit = c("loess", "linear"), 
 #' 		legend.loc = "topleft")
 #' 
-#' @export 
+#' @export
 chart.Regression <-
 function (Ra, Rb, Rf = 0, excess.returns = FALSE, reference.grid = TRUE, main = "Title", ylab=NULL, xlab=NULL, xlim = NA, colorset = 1:12, symbolset = 1:12, element.color = "darkgray", legend.loc = NULL, ylog = FALSE, fit = c("loess", "linear", "conditional", "quadratic"), span = 2/3, degree = 1, family = c("symmetric", "gaussian"),  ylim = NA, evaluation = 50, legend.cex= 0.8, cex = 0.8, lwd = 2, ...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.RelativePerformance.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RelativePerformance.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.RelativePerformance.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -40,7 +40,7 @@
 #' 		colorset=rich8equal, legend.loc="bottomright", 
 #' 		main="Relative Performance to S&P")
 #' 
-#' @export 
+#' @export
 chart.RelativePerformance <-
 function (Ra, Rb, main = "Relative Performance", xaxis = TRUE, colorset = (1:12), legend.loc = NULL, ylog = FALSE, elementcolor = "darkgray", lty = 1, cex.legend=.7, ...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.RiskReturnScatter.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -57,7 +57,7 @@
 #' chart.RiskReturnScatter(edhec, Rf = .04/12)
 #' chart.RiskReturnScatter(edhec, Rf = .04/12, add.boxplots = TRUE)
 #' 
-#' @export 
+#' @export
 chart.RiskReturnScatter <-
 function (R, Rf = 0, main = "Annualized Return and Risk", add.names = TRUE, xlab = "Annualized Risk", ylab = "Annualized Return", method = "calc", geometric = TRUE, scale = NA, add.sharpe = c(1,2,3), add.boxplots = FALSE, colorset = 1, symbolset = 1, element.color = "darkgray", legend.loc = NULL, xlim = NULL, ylim = NULL, cex.legend = 1, cex.axis = 0.8, cex.main = 1, cex.lab = 1, ...)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.RollingCorrelation.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -29,7 +29,7 @@
 #' 		colorset=rich8equal, legend.loc="bottomright", 
 #' 		width=24, main = "Rolling 12-Month Correlation")
 #' 
-#' @export 
+#' @export
 chart.RollingCorrelation <-
 function (Ra, Rb, width = 12, xaxis = TRUE, legend.loc = NULL, colorset = (1:12), ..., fill=NA)
 { # @author Peter Carl

Modified: pkg/PerformanceAnalytics/R/chart.RollingMean.R
===================================================================
--- pkg/PerformanceAnalytics/R/chart.RollingMean.R	2015-09-21 06:57:48 UTC (rev 3997)
+++ pkg/PerformanceAnalytics/R/chart.RollingMean.R	2015-10-21 21:09:18 UTC (rev 3998)
@@ -23,7 +23,7 @@
 #' data(edhec)
 #' chart.RollingMean(edhec[, 9, drop = FALSE])
 #' 
-#' @export 
+#' @export
 chart.RollingMean <-
 function (R, width = 12, xaxis = TRUE, ylim = NULL, lwd=c(2,1,1), ..., fill = NA)
 { # @author Peter Carl

[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/returnanalytics -r 3998

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