[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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²J§'Ê#ÕÔ¿0³%*Æ$¤e å²="(\" PÌîűk:V±º @×ѽÌæï|^ßÚ)n-ÿ*í¡Jc´ÒSë(LsW:`l8Térõé^s-:Ƥ[7»ùjô
-¦êÓR¾XV[]¯Ï³ã*êw9ÿñͼ>Äât¤g6¥ÆÛe8tæUm3ÂÚïZ¥_°íÂÈÈìVð(e\ÃjÆêÄæbnëö$æÊ~îO¹ÁEm¨ÞÁLåKCQÝ=óÅgX©C6 yüw¤
)jËB¬¿Ës{X>ó]Ù7D)/N=pÛO´ùiª¾ÞAuJ>4c¾Á®W|_ÑN½GòEòc2ÈQ!q7[î{+TUl¢U¬Uæ-ëA¿>! muh^oh1üÉö\,AïDXÿkÕ|TB_Ñ-ªµ`W¬ÑÝmµOøÏÏÃRVýó·'=Þ;àëÏZβD¦ÚüÃm-XàÄöR&zc
ÏïìÏüó_.b±CÄ8ÝùlGèò
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/uwgarp -r 161
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