[Uwgarp-commits] r152 - pkg/GARPFRM/vignettes
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Mar 30 19:51:51 CEST 2014
Author: rossbennett34
Date: 2014-03-30 19:51:50 +0200 (Sun, 30 Mar 2014)
New Revision: 152
Added:
pkg/GARPFRM/vignettes/PerformanceMeasures.pdf
Modified:
pkg/GARPFRM/vignettes/PerformanceMeasures.Rnw
Log:
edit to Performance Measures vignette
Modified: pkg/GARPFRM/vignettes/PerformanceMeasures.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/PerformanceMeasures.Rnw 2014-03-30 17:40:58 UTC (rev 151)
+++ pkg/GARPFRM/vignettes/PerformanceMeasures.Rnw 2014-03-30 17:51:50 UTC (rev 152)
@@ -46,7 +46,7 @@
\subsection{Loading the Package and Preparing Data}
Here we load the \verb"GARPFRM" package \citep{GARPFRM} and set up the data. For our portfolio, we will construct an equal weight portfolio of the first 10 assets in \code{largecap.ts}. We will consider the market returns in the dataset as our benchmark portfolio for all examples unless otherwise noted.
<<ex2>>=
-# Load the GARPFRM package and the CAPM dataset.
+# Load the GARPFRM package and the CRSP dataset.
suppressPackageStartupMessages(library(GARPFRM))
data(crsp.short)
Added: pkg/GARPFRM/vignettes/PerformanceMeasures.pdf
===================================================================
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Property changes on: pkg/GARPFRM/vignettes/PerformanceMeasures.pdf
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Added: svn:mime-type
+ application/octet-stream
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