[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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