[Returnanalytics-commits] r4000 - in pkg/PerformanceAnalytics: . R man

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

Author: braverock
Date: 2015-10-26 12:54:52 +0100 (Mon, 26 Oct 2015)
New Revision: 4000

Modified:
   pkg/PerformanceAnalytics/DESCRIPTION
   pkg/PerformanceAnalytics/R/HurstIndex.R
   pkg/PerformanceAnalytics/man/HurstIndex.Rd
Log:
- fix typo in HurstIndex documentation.

Modified: pkg/PerformanceAnalytics/DESCRIPTION
===================================================================
--- pkg/PerformanceAnalytics/DESCRIPTION	2015-10-21 21:36:45 UTC (rev 3999)
+++ pkg/PerformanceAnalytics/DESCRIPTION	2015-10-26 11:54:52 UTC (rev 4000)
@@ -12,7 +12,7 @@
   , person(given="Kyle",family="Balkissoon",role="ctb")  
   , person(given="Diethelm",family="Wuertz",role="ctb")  
   )
-Version: 1.4.3999
+Version: 1.4.4000
 Date: $Date$
 Description: Collection of econometric functions for
     performance and risk analysis. This package aims to aid

Modified: pkg/PerformanceAnalytics/R/HurstIndex.R
===================================================================
--- pkg/PerformanceAnalytics/R/HurstIndex.R	2015-10-21 21:36:45 UTC (rev 3999)
+++ pkg/PerformanceAnalytics/R/HurstIndex.R	2015-10-26 11:54:52 UTC (rev 4000)
@@ -30,10 +30,9 @@
 #' @param \dots any other passthru parameters
 #' @references
 #' Clarkson, R. (2001) FARM: a financial actuarial risk model.  In Chapter
-#' 12 of Managing Downside Risk in Financial Markets, F. Sortino and S.
+#' 12 of Managing Downside Risk in Financial Markets, ed. Sortino, F.  
+#' and Satchel, S.  Woburn MA. Butterworth-Heinemann Finance.
 #' 
-#' Satchel.  Butterworth-Heinemann Finance.
-#' 
 #' Peters, E.E (1991) Chaos and Order in Capital Markets, New York: Wiley.
 #' 
 #' Bacon, Carl. (2008) Practical Portfolio Performance Measurement and Attribution, 2nd Edition. London: John Wiley & Sons. 

Modified: pkg/PerformanceAnalytics/man/HurstIndex.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/HurstIndex.Rd	2015-10-21 21:36:45 UTC (rev 3999)
+++ pkg/PerformanceAnalytics/man/HurstIndex.Rd	2015-10-26 11:54:52 UTC (rev 4000)
@@ -41,10 +41,9 @@
 \references{
 
 Clarkson, R. (2001) FARM: a financial actuarial risk model.  In Chapter
-12 of Managing Downside Risk in Financial Markets, F. Sortino and S.
+12 of Managing Downside Risk in Financial Markets, ed. Sortino, F.  
+and Satchel, S.  Woburn MA. Butterworth-Heinemann Finance.
 
-Satchel.  Butterworth-Heinemann Finance.
-
 Peters, E.E (1991) Chaos and Order in Capital Markets, New York: Wiley.
 
 Bacon, Carl. (2008) Practical Portfolio Performance Measurement and Attribution, 2nd Edition. London: John Wiley & Sons.