[Uwgarp-commits] r161 - in pkg/GARPFRM: . man vignettes

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Thu Apr 3 21:50:16 CEST 2014


Author: rossbennett34
Date: 2014-04-03 21:50:15 +0200 (Thu, 03 Apr 2014)
New Revision: 161

Modified:
   pkg/GARPFRM/DESCRIPTION
   pkg/GARPFRM/man/CAPM.Rd
   pkg/GARPFRM/man/GARP_FRM-package.Rd
   pkg/GARPFRM/vignettes/CAPM_TF.pdf
   pkg/GARPFRM/vignettes/DelineatingEfficientPortfolios.pdf
   pkg/GARPFRM/vignettes/EstimatingVolatilitiesCorrelation.pdf
   pkg/GARPFRM/vignettes/GARPFRM.bib
   pkg/GARPFRM/vignettes/MonteCarloMethods.pdf
   pkg/GARPFRM/vignettes/PerformanceMeasures.pdf
   pkg/GARPFRM/vignettes/QuantifyingVolatilityVaRModels.pdf
   pkg/GARPFRM/vignettes/QuantitativeAnalysisBasics.pdf
Log:
Minor updates to DESCRIPTION and vignettes

Modified: pkg/GARPFRM/DESCRIPTION
===================================================================
--- pkg/GARPFRM/DESCRIPTION	2014-04-03 18:36:30 UTC (rev 160)
+++ pkg/GARPFRM/DESCRIPTION	2014-04-03 19:50:15 UTC (rev 161)
@@ -4,6 +4,7 @@
 Version: 0.1.0
 Date: 2013-11-17
 Author: Ross Bennett and Thomas Fillebeen
+Contributor: Mark L. Labovitz, Kirk Li, Doug Martin, Guy Yollin
 Maintainer: Thomas Fillebeen <tdf17 at uw.edu>
 Description: R package for Global Association of Risk Professionals: Financial
     Risk Manager
@@ -12,9 +13,8 @@
     xts (>= 0.8),
     PerformanceAnalytics (>= 1.0.0)
 Suggests:
-    quadprog,
     rugarch (>= 1.3.1),
-    PortfolioAnalytics,
+    PortfolioAnalytics (>= 0.9.0),
     foreach (>= 1.4.1)
 License: GPL
 Collate:

Modified: pkg/GARPFRM/man/CAPM.Rd
===================================================================
--- pkg/GARPFRM/man/CAPM.Rd	2014-04-03 18:36:30 UTC (rev 160)
+++ pkg/GARPFRM/man/CAPM.Rd	2014-04-03 19:50:15 UTC (rev 161)
@@ -10,7 +10,8 @@
   \item{Rmkt}{market returns}
 }
 \description{
-  TODO: Need a better description of the CAPM
+  CAPM describes the relationship between risk and
+  (expected) return
 }
 \details{
   Retrieves alphas, betas, as well as pvalue and tstats.

Modified: pkg/GARPFRM/man/GARP_FRM-package.Rd
===================================================================
--- pkg/GARPFRM/man/GARP_FRM-package.Rd	2014-04-03 18:36:30 UTC (rev 160)
+++ pkg/GARPFRM/man/GARP_FRM-package.Rd	2014-04-03 19:50:15 UTC (rev 161)
@@ -14,8 +14,8 @@
 Package: \tab GARPFRM\cr
 Type: \tab Package\cr
 Version: \tab 0.1.0\cr
-Date: \tab 2013-11-17\cr
-License: \tab What license is it under?\cr
+Date: \tab 2014-04-03\cr
+License: \tab GPL\cr
 }
 
 The purpose of this package is to implement the concepts and methods presented in the Global Association of Risk Professionals (GARP) Financial Risk Manager (FRM) Part I series of books. Developing the \code{GARPFRM} package is a collaborative project between the University of Washington Computational Finance & Risk Management Program and the Global Association of Risk Professionals to develop R packages that facilitate the learning of risk management concepts. The \code{GARPFRM} package provides a framework to implement the topics presented in the Financial Risk Manager (FRM) Part 1 books. The user should be able to follow along in the books and using the \code{GARPFRM} package and supporting packages.
@@ -61,10 +61,12 @@
 Ross Bennett and Thomas Fillebeen
 
 Maintainer: Thomas Fillebeen <tdf17 at uw.edu>
+
+Contributors: Mark L. Labovitz, Kirk Li, Doug Martin, Guy Yollin
 }
+
 \references{
-TODO: Add references
-GARP books
+TODO: Add references for GARP books
 }
 
 \keyword{ package }

Modified: pkg/GARPFRM/vignettes/CAPM_TF.pdf
===================================================================
--- pkg/GARPFRM/vignettes/CAPM_TF.pdf	2014-04-03 18:36:30 UTC (rev 160)
+++ pkg/GARPFRM/vignettes/CAPM_TF.pdf	2014-04-03 19:50:15 UTC (rev 161)
@@ -1,59 +1,52 @@
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[TRUNCATED]

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    svnlook diff /svnroot/uwgarp -r 161


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