[Uwgarp-commits] r170 - pkg/GARPFRM/demo
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Apr 24 06:02:02 CEST 2014
Author: rossbennett34
Date: 2014-04-24 06:02:00 +0200 (Thu, 24 Apr 2014)
New Revision: 170
Modified:
pkg/GARPFRM/demo/PerformanceMeasures.R
Log:
cleaning up PerformanceMeasure demo
Modified: pkg/GARPFRM/demo/PerformanceMeasures.R
===================================================================
--- pkg/GARPFRM/demo/PerformanceMeasures.R 2014-04-16 05:48:48 UTC (rev 169)
+++ pkg/GARPFRM/demo/PerformanceMeasures.R 2014-04-24 04:02:00 UTC (rev 170)
@@ -1,8 +1,6 @@
-library(knitr)
-opts_chunk$set(cache=TRUE, tidy=FALSE, warning=FALSE, fig.width=5, fig.height=5)
# Load the GARPFRM package and the CRSP dataset.
-suppressPackageStartupMessages(library(GARPFRM))
+library(GARPFRM)
data(crsp.short)
# Market returns
@@ -88,4 +86,4 @@
DownsideDeviation(R.portfolio, MAR)
# Compute Sortino Ratio
-SortinoRatio(R.portfolio, MAR)
\ No newline at end of file
+SortinoRatio(R.portfolio, MAR)
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