[Uwgarp-commits] r90 - in pkg/GARPFRM: R vignettes

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Feb 17 04:23:28 CET 2014 

Author: tfillebeen
Date: 2014-02-17 04:23:25 +0100 (Mon, 17 Feb 2014)
New Revision: 90

Modified:
   pkg/GARPFRM/R/capm.R
   pkg/GARPFRM/vignettes/CAPM_TF.Rnw
   pkg/GARPFRM/vignettes/CAPM_TF.pdf
Log:
Added label CAPM uv case: getAlphas & getBetas

Modified: pkg/GARPFRM/R/capm.R
===================================================================
--- pkg/GARPFRM/R/capm.R	2014-02-16 22:06:09 UTC (rev 89)
+++ pkg/GARPFRM/R/capm.R	2014-02-17 03:23:25 UTC (rev 90)
@@ -70,7 +70,8 @@
 #' @S3method getAlphas capm_uv
 getAlphas.capm_uv <- function(object){
   if(!inherits(object, "capm_uv")) stop("object must be of class capm_uv")
-  return(coef(object)[1])
+  temp = getStatistics(object)[,1]
+  return(temp[1])
 }
 
 #' @method getAlphas capm_mlm
@@ -96,7 +97,8 @@
 #' @S3method getBetas capm_uv
 getBetas.capm_uv <- function(object){
   if(!inherits(object, "capm_uv")) stop("object must be of class capm_uv")
-  return(coef(object)[2])
+  temp = getStatistics(object)[,1]
+  return(temp[2])
 }
 
 #' @method getBetas capm_mlm

Modified: pkg/GARPFRM/vignettes/CAPM_TF.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/CAPM_TF.Rnw	2014-02-16 22:06:09 UTC (rev 89)
+++ pkg/GARPFRM/vignettes/CAPM_TF.Rnw	2014-02-17 03:23:25 UTC (rev 90)
@@ -96,7 +96,7 @@
 <<ex4>>=
 # Univariate CAPM
 uv <- CAPM(exReturns[,1], R.market)
-summary(uv)
+coef(summary(uv))
 
 # Plot data with regression line
 plot(uv)
@@ -106,7 +106,7 @@
 <<ex5>>=
 # MLM CAPM
 mlm <- CAPM(exReturns[,1:3], R.market)
-summary(mlm)
+coef(summary(mlm))
 
 # Plot data with regression line
 plot(mlm)

Modified: pkg/GARPFRM/vignettes/CAPM_TF.pdf
===================================================================
--- pkg/GARPFRM/vignettes/CAPM_TF.pdf	2014-02-16 22:06:09 UTC (rev 89)
+++ pkg/GARPFRM/vignettes/CAPM_TF.pdf	2014-02-17 03:23:25 UTC (rev 90)
@@ -1,21 +1,22 @@
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[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/uwgarp -r 90

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