ChangeLog.1.0.0

2009-10-23 16:30  tag v1_0_0-2009-10-23

2009-10-23 16:30  brian

	* DESCRIPTION:

	- bump version to 1.0.0

2009-10-23 16:29  brian

	* inst/doc/: PA-charts.pdf,
	  PerformanceAnalyticsChartsPresentation-Meielisalp-2007.pdf,
	  PerformanceAnalyticsPresentation-UseR-2007.pdf:

	- updates prior to 1.0.0

2009-10-23 16:29  brian

	* inst/doc/PerformanceAnalyticsGraphicalExamples.pdf:

	- Initial revision of file generated from examples

2009-10-23 16:15  brian

	* NEWS:

	- Initial Revision

2009-10-23 16:05  brian

	* tests/Examples/PerformanceAnalytics-Ex.Rout.save:

	- update prior to 1.0.0

2009-10-23 15:36  brian

	* man/prices.Rd:

	- Initial Revision

2009-10-23 15:14  peter

	* man/textplot.Rd:

	- fixed example

2009-10-23 15:03  brian

	* data/prices.rda:

	- Initial Revision

2009-10-23 14:49  peter

	* man/BetaCoMoments.Rd:

	- fixed codoc

2009-10-23 14:46  peter

	* R/CoMoments.R:

	- removed conditional test for beta coskewness

2009-10-23 14:46  peter

	* man/BetaCoMoments.Rd:

	- removed test for beta coskewness

2009-10-23 13:50  peter

	* man/: BetaCoMoments.Rd, table.AnnualizedReturns.Rd,
	  table.Autocorrelation.Rd, table.CAPM.Rd,
	  table.CalendarReturns.Rd, table.CaptureRatios.Rd,
	  table.Correlation.Rd, table.DownsideRisk.Rd, table.Drawdowns.Rd,
	  table.HigherMoments.Rd, table.MonthlyReturns.Rd,
	  table.RollingPeriods.Rd:

	- added examples with textplot

2009-10-23 13:48  peter

	* man/textplot.Rd:

	- changed example

2009-10-23 12:29  brian

	* man/PerformanceAnalytics-package.Rd:

	- fix some minor typos and formatting

2009-10-23 11:31  brian

	* man/chart.VaRSensitivity.Rd:

	- update title and description

2009-10-23 11:30  brian

	* man/Return.calculate.Rd:

	- remove dependence on internet connection to run example

2009-10-23 11:30  brian

	* man/textplot.Rd:

	- reformat example

2009-10-23 11:16  brian

	* man/textplot.Rd:

	- escape percent symbols in example

2009-10-23 11:13  brian

	* man/textplot.Rd:

	- add data line
	- wrape Hmisc call in if block, since HMisc is only a Suggests dependency

2009-10-23 09:46  peter

	* R/textplot.R:

	- fixe S3 consistency

2009-10-23 09:46  peter

	* man/textplot.Rd:

	- fixed codoc

2009-10-23 09:03  peter

	* R/table.AnnualizedReturns.R:

	- added scale

2009-10-23 09:02  peter

	* R/textplot.R:

	- fixed warnings from passing through parameters with dots

2009-10-23 09:02  peter

	* man/textplot.Rd:

	- added example

2009-10-22 23:36  peter

	* man/chart.QQPlot.Rd:

	- modified example

2009-10-22 22:20  peter

	* man/chart.Correlation.Rd:

	- fixed example

2009-10-22 22:15  peter

	* man/: managers.Rd, weights.Rd:

	- fixed info about format

2009-10-22 22:09  peter

	* man/table.CalendarReturns.Rd:

	- missed a brace

2009-10-22 22:01  peter

	* R/chart.StackedBar.R:

	- added par reset

2009-10-22 21:58  peter

	* R/chart.RiskReturnScatter.R:

	- added par reset

2009-10-22 21:54  peter

	* R/chart.QQPlot.R:

	- added par reset

2009-10-22 21:52  peter

	* R/chart.Boxplot.R:

	- added back par reset

2009-10-22 21:46  peter

	* man/BetaCoMoments.Rd:

	- added detail on test parameter

2009-10-22 21:39  peter

	* man/chart.Correlation.Rd:

	- added example
	- fixed paramters

2009-10-22 21:34  peter

	* R/chart.Correlation.R:

	- added checkData method matrix
	- added dots to pairs

2009-10-22 21:26  peter

	* man/PerformanceAnalytics-package.Rd:

	- fixed typo

2009-10-22 21:22  peter

	* man/PerformanceAnalytics-package.Rd:

	- modifications to text

2009-10-22 15:59  brian

	* man/: ActivePremium.Rd, BetaCoMoments.Rd, CAPM.alpha.Rd,
	  CAPM.beta.Rd, CAPM.utils.Rd, CalmarRatio.Rd, CoMoments.Rd,
	  DownsideDeviation.Rd, ES.Rd, InformationRatio.Rd, KellyRatio.Rd,
	  Return.Geltner.Rd, Return.annualized.Rd, Return.calculate.Rd,
	  Return.clean.Rd, Return.cumulative.Rd, Return.excess.Rd,
	  Return.read.Rd, SharpeRatio.Rd, SharpeRatio.annualized.Rd,
	  SharpeRatio.modified.Rd, SmoothingIndex.Rd, SortinoRatio.Rd,
	  StdDev.annualized.Rd, Style.Rd, TrackingError.Rd,
	  TreynorRatio.Rd, UpDownRatios.Rd, UpsidePotentialRatio.Rd,
	  VaR.Rd, apply.fromstart.Rd, chart.ACF.Rd, chart.Bar.Rd,
	  chart.BarVaR.Rd, chart.CaptureRatios.Rd, chart.Correlation.Rd,
	  chart.CumReturns.Rd, chart.Drawdown.Rd, chart.ECDF.Rd,
	  chart.Events.Rd, chart.Histogram.Rd, chart.QQPlot.Rd,
	  chart.Regression.Rd, chart.RelativePerformance.Rd,
	  chart.RiskReturnScatter.Rd, chart.RollingCorrelation.Rd,
	  chart.RollingMean.Rd, chart.RollingPerformance.Rd,
	  chart.RollingRegression.Rd, chart.Scatter.Rd,
	  chart.SnailTrail.Rd, chart.StackedBar.Rd, checkData.Rd,
	  findDrawdowns.Rd, kurtosis.Rd, maxDrawdown.Rd, mean.utils.Rd,
	  skewness.Rd, sortDrawdowns.Rd, table.AnnualizedReturns.Rd,
	  table.Autocorrelation.Rd, table.CaptureRatios.Rd,
	  table.Correlation.Rd, table.DownsideRisk.Rd, table.Drawdowns.Rd,
	  table.HigherMoments.Rd, table.MonthlyReturns.Rd,
	  table.RollingPeriods.Rd, textplot.Rd:

	- remove 'value' section, encorporating into main body where appropriate

2009-10-22 14:48  brian

	* man/clean.boudt.Rd:

	- make the equations a little more readable

2009-10-22 14:03  brian

	* tests/Examples/PerformanceAnalytics-Ex.Rout.save:

	- Initial Revision of tests/Examples version of the output of package examples

2009-10-22 14:01  brian

	* man/: apply.fromstart.Rd, apply.rolling.Rd, centeredmoments.Rd,
	  chart.Correlation.Rd, chart.RollingPerformance.Rd:

	- updates to pass R CMD check

2009-10-22 14:00  brian

	* inst/doc/: PA-charts.Rnw,
	  PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  PerformanceAnalyticsPresentation-UseR-2007.Rnw:

	- change fn name to table.Stats

2009-10-22 13:28  brian

	* man/PerformanceAnalytics-package.Rd:

	- replace some instances of \code with \kbd for future-proofing

2009-10-22 12:38  brian

	* NAMESPACE, R/chart.Correlation.color.R,
	  man/chart.Correlation.color.Rd:

	- remove chart.Correlation.color

2009-10-22 12:10  brian

	* inst/doc/: PA-charts.pdf,
	  PerformanceAnalyticsChartsPresentation-Meielisalp-2007.pdf,
	  PerformanceAnalyticsPresentation-UseR-2007.pdf:

	- updated versions of PDF's that reflect changed function names

2009-10-22 12:04  brian

	* man/PerformanceAnalytics-package.Rd:

	- update summary

2009-10-22 12:00  brian

	* R/table.MonthlyReturns.R:

	- rename function to table.Stats

2009-10-22 12:00  brian

	* man/CoMoments.Rd, man/DownsideDeviation.Rd,
	  man/InformationRatio.Rd, man/KellyRatio.Rd, man/Omega.Rd,
	  man/PerformanceAnalytics-internal.Rd,
	  man/PerformanceAnalytics-package.Rd, man/Return.calculate.Rd,
	  man/Return.clean.Rd, man/Return.portfolio.Rd, man/SharpeRatio.Rd,
	  man/SharpeRatio.annualized.Rd, man/StdDev.annualized.Rd,
	  man/TreynorRatio.Rd, man/UpDownRatios.Rd, man/centeredmoments.Rd,
	  man/chart.Correlation.Rd, man/chart.Correlation.color.Rd,
	  man/chart.Drawdown.Rd, man/chart.Histogram.Rd,
	  man/chart.RiskReturnScatter.Rd, man/chart.RollingCorrelation.Rd,
	  man/chart.RollingMean.Rd, man/chart.RollingPerformance.Rd,
	  man/chart.RollingRegression.Rd, man/chart.Scatter.Rd,
	  man/chart.TimeSeries.Rd, man/chart.VaRSensitivity.Rd,
	  man/charts.PerformanceSummary.Rd,
	  man/charts.RollingPerformance.Rd, man/edhec.Rd,
	  man/findDrawdowns.Rd, man/managers.Rd, man/maxDrawdown.Rd,
	  man/sortDrawdowns.Rd, man/table.AnnualizedReturns.Rd,
	  man/table.Arbitrary.Rd, man/table.Autocorrelation.Rd,
	  man/table.CAPM.Rd, man/table.CalendarReturns.Rd,
	  man/table.Correlation.Rd, man/table.DownsideRisk.Rd,
	  man/table.Drawdowns.Rd, man/table.MonthlyReturns.Rd,
	  man/table.RollingPeriods.Rd, man/weights.Rd, NAMESPACE:

	- updates to pass R CMD check

2009-10-22 09:37  brian

	* man/: CoMoments.Rd, SharpeRatio.modified.Rd:

	- remove links to MultivariateMoments functions that are not exported

2009-10-22 09:32  brian

	* man/chart.Boxplot.Rd:

	- change show.data usage to NULL

2009-10-22 09:22  brian

	* R/download.RiskFree.R, R/download.SP500PriceReturns.R,
	  man/download.RiskFree.Rd, man/download.SP500PriceReturns.Rd:

	- remove obsolete download.* functions

2009-10-22 09:20  brian

	* man/: MultivariateMoments.Rd, MultivariateRisk.MM.Rd:

	- remove non-exposed multivariate moments function documentation, as it was incomplete, and the functions are now for internal use only

2009-10-22 09:16  brian

	* man/centeredmoments.Rd:

	- remove IPower, change name to Return.centered

2009-10-22 08:45  brian

	* R/chart.Boxplot.R, man/chart.Boxplot.Rd:

	- change show.data to be a numerical vector of observations to overplot

2009-10-22 08:36  brian

	* R/SharpeRatio.annualized.R, man/SharpeRatio.annualized.Rd:

	- add 'geometric' passthrough at the request of Philipp Lincoln on R-SIG-Finance

2009-10-22 07:47  brian

	* R/Return.portfolio.R:

	- fix passing in unnamed vector, single column matrix, and other edge cases for weights
	- restore proper working of simple returns

2009-10-21 22:33  peter

	* R/: chart.RollingRegression.R, charts.RollingRegression.R:

	- fixed title

2009-10-21 22:31  peter

	* man/: Return.calculate.Rd, CAPM.beta.Rd, BetaCoMoments.Rd:

	- minor edits

2009-10-21 22:31  peter

	* man/PerformanceAnalytics-package.Rd:

	- editing

2009-10-21 19:08  peter

	* man/BetaCoMoments.Rd:

	- cleaned up text

2009-10-21 19:08  peter

	* man/PerformanceAnalytics-package.Rd:

	- added to sections on comoments and time series

2009-10-21 18:50  brian

	* R/chart.VaRSensitivity.R:

	- reverse order of operators to account for inversion of risk metrics

2009-10-20 21:56  peter

	* man/Omega.Rd:

	- modified example

2009-10-20 21:07  peter

	* R/Omega.R:

	- fixed for full output in method interp

2009-10-20 13:31  peter

	* man/chart.StackedBar.Rd:

	- backslashed percentage signs

2009-10-20 13:07  peter

	* man/chart.StackedBar.Rd:

	- modified example

2009-10-20 13:03  peter

	* man/chart.StackedBar.Rd:

	- fixed codoc
	- added back example

2009-10-19 22:06  peter

	* R/style.fit.R, man/Style.Rd:

	- removed debugging code
	- added documentation for parameter 'selection'

2009-10-19 21:44  peter

	* R/: chart.StackedBar.R, chart.Style.R, style.fit.R:

	- fixed chart.Stacked bar to accomodate different kinds of data

2009-10-19 21:42  peter

	* man/: Style.Rd, chart.SnailTrail.Rd:

	- modified example

2009-10-17 10:42  brian

	* R/ES.R, man/ES.Rd, man/VaR.Rd:

	- add option for clean="geltner" to ES() and to docs
	- minor updates to docs for clarity and accuracy, thanks Kris

2009-10-16 11:17  peter

	* R/chart.StackedBar.R:

	- adjusted axis labels to include space
	- changed default date label to match other defaults
	- adjusted margins for top plot when legend is under

2009-10-16 11:15  peter

	* R/chart.RollingStyle.R:

	- use rollapply.xts instead of rollapply

2009-10-16 11:14  peter

	* NAMESPACE:

	- added StdDev.annualized to export

2009-10-16 11:13  peter

	* DESCRIPTION:

	- added version constraint for xts

2009-10-15 16:50  brian

	* R/chart.RollingStyle.R, man/Style.Rd:

	- updates to add automatic periodicity to chart labels, and support different frequency data

2009-10-15 16:43  brian

	* DESCRIPTION:

	- add quantreg to Suggests

2009-10-15 16:42  brian

	* R/ES.R, man/ES.Rd, man/VaR.Rd:

	- updates to pass R CMD check

2009-10-15 16:41  brian

	* R/chart.RollingMean.R, R/chart.RollingPerformance.R,
	  R/chart.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  man/chart.RelativePerformance.Rd,
	  man/chart.RollingPerformance.Rd, man/chart.RollingRegression.Rd,
	  man/table.RollingPeriods.Rd:

	- updates to add automatic periodicity to chart labels, and support different frequency data

2009-10-15 16:37  brian

	* inst/doc/: PA-charts.Rnw, PA-charts.pdf,
	  PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  PerformanceAnalyticsChartsPresentation-Meielisalp-2007.pdf,
	  PerformanceAnalyticsPresentation-UseR-2007.Rnw,
	  PerformanceAnalyticsPresentation-UseR-2007.pdf, Rlogo.jpg:

	- changes to pass R CMD check

2009-10-15 14:56  brian

	* NAMESPACE:

	- remove pfolioReturn from exports, add Return.rebalancing

2009-10-15 13:20  peter

	* NAMESPACE:

	- added functions to export

2009-10-15 13:20  peter

	* R/Return.calculate.R:

	- fixed reclass reference

2009-10-15 13:17  brian

	* R/Return.portfolio.R:

	- add dots back in as parameter
	- add stop error for multirow weights in Return.portfolio, perhaps automatically call appropriate fn in the future

2009-10-15 13:15  brian

	* man/: BetaCoMoments.Rd, CAPM.alpha.Rd, CAPM.beta.Rd,
	  CAPM.utils.Rd, CalmarRatio.Rd, apply.fromstart.Rd,
	  apply.rolling.Rd, centeredmoments.Rd, chart.ACF.Rd, chart.Bar.Rd,
	  chart.BarVaR.Rd, chart.Boxplot.Rd, chart.Correlation.color.Rd,
	  chart.CumReturns.Rd, CoMoments.Rd, DownsideDeviation.Rd, ES.Rd,
	  InformationRatio.Rd, MultivariateMoments.Rd,
	  MultivariateRisk.MM.Rd, Omega.Rd, Return.Geltner.Rd,
	  Return.annualized.Rd, Return.clean.Rd, Return.cumulative.Rd,
	  Return.excess.Rd, Return.relative.Rd, SharpeRatio.Rd,
	  SharpeRatio.annualized.Rd, SharpeRatio.modified.Rd,
	  SmoothingIndex.Rd, SortinoRatio.Rd, StdDev.annualized.Rd,
	  TrackingError.Rd, TreynorRatio.Rd, UpDownRatios.Rd,
	  UpsidePotentialRatio.Rd, VaR.Rd, chart.Drawdown.Rd,
	  chart.ECDF.Rd, chart.Events.Rd, chart.Histogram.Rd,
	  chart.QQPlot.Rd, chart.RelativePerformance.Rd,
	  chart.RiskReturnScatter.Rd, chart.RollingCorrelation.Rd,
	  chart.RollingMean.Rd, chart.RollingPerformance.Rd,
	  chart.RollingRegression.Rd, chart.SnailTrail.Rd,
	  chart.TimeSeries.Rd, chart.VaRSensitivity.Rd,
	  charts.PerformanceSummary.Rd, charts.RollingPerformance.Rd,
	  clean.boudt.Rd, findDrawdowns.Rd, maxDrawdown.Rd,
	  table.AnnualizedReturns.Rd, table.Arbitrary.Rd,
	  table.Autocorrelation.Rd, table.CalendarReturns.Rd,
	  table.DownsideRisk.Rd, table.Drawdowns.Rd,
	  table.HigherMoments.Rd, table.MonthlyReturns.Rd,
	  table.RollingPeriods.Rd:

	- standardize language about xts for R,Ra,Rb,Rf

2009-10-15 13:01  peter

	* man/: Style.Rd, chart.Events.Rd, chart.QQPlot.Rd,
	  chart.RollingRegression.Rd, chart.StackedBar.Rd,
	  charts.PerformanceSummary.Rd, download.RiskFree.Rd,
	  download.SP500PriceReturns.Rd, findDrawdowns.Rd,
	  sortDrawdowns.Rd, table.Drawdowns.Rd, table.RollingPeriods.Rd:

	- modified examples

2009-10-15 12:23  brian

	* man/Return.portfolio.Rd:

	- initial revision of doc for Return.portfolio and Return.rebalancing

2009-10-15 11:06  peter

	* NAMESPACE:

	- added chart.Events to export list

2009-10-15 10:45  peter

	* man/SharpeRatio.modified.Rd:

	- adjusted parameter name

2009-10-15 10:45  peter

	* R/SharpeRatio.modified.R:

	- fixed function parameter confusion with apply

2009-10-15 10:23  peter

	* man/SharpeRatio.modified.Rd:

	- changed parameter names to match function

2009-10-15 10:23  peter

	* R/SharpeRatio.modified.R:

	- changed parameter name for passing function so that method may be passed

2009-10-15 10:11  peter

	* R/SharpeRatio.modified.R:

	- fixed function call

2009-10-15 09:52  brian

	* data/weights.rda:

	- update so column names are the same as edhec

2009-10-15 09:49  brian

	* R/Return.portfolio.R:

	- update Return.rebalancing to properly accumulate wealth
	- add rbind workaround provided by Jeff

2009-10-15 07:26  brian

	* R/Return.portfolio.R:

	- revert change of calc of weighed cumulative returns,
	  use more efficient apply since wealthindex.assets is already tied to structure of weights

2009-10-14 22:53  peter

	* man/: table.AnnualizedReturns.Rd, table.Arbitrary.Rd,
	  table.Correlation.Rd, table.DownsideRisk.Rd, table.Drawdowns.Rd,
	  table.HigherMoments.Rd:

	- modified examples

2009-10-14 22:52  peter

	* R/table.HigherMoments.R:

	- revised parameters

2009-10-14 22:37  peter

	* R/table.CAPM.R, man/table.CAPM.Rd:

	- modified example

2009-10-14 22:16  peter

	* man/Return.read.Rd:

	- modified to include dontrun{}

2009-10-14 22:06  peter

	* NAMESPACE:

	- reformatted

2009-10-14 21:47  peter

	* R/Return.read.R:

	- switched default for frequency parameter

2009-10-14 21:46  peter

	* man/chart.RelativePerformance.Rd:

	- added detail about the function

2009-10-14 21:46  peter

	* man/: Return.Geltner.Rd, Return.clean.Rd, Return.excess.Rd,
	  Return.read.Rd:

	- modified examples

2009-10-14 21:43  peter

	* man/Return.relative.Rd:

	- first draft of function documentation

2009-10-14 20:30  peter

	* man/CAPM.beta.Rd:

	- added alias for TimingRatio

2009-10-14 16:59  brian

	* R/Return.portfolio.R:

	- add xts-based weights handling
	- handle column names out of order for assets and weights

2009-10-14 12:07  brian

	* man/chart.StackedBar.Rd:

	- updates to pass R CMD check

2009-10-14 12:03  peter

	* man/Return.calculate.Rd:

	- modified example

2009-10-14 09:10  peter

	* man/: CalmarRatio.Rd, Omega.Rd:

	- fixed examples

2009-10-14 09:09  peter

	* R/CAPM.utils.R:

	- fixed error in CAPM.SML.slope

2009-10-13 22:46  peter

	* R/chart.VaRSensitivity.R:

	- modified call to gaussian VaR and ES

2009-10-13 22:45  peter

	* man/: chart.Bar.Rd, chart.CumReturns.Rd, chart.ECDF.Rd,
	  chart.Events.Rd, chart.Histogram.Rd, chart.QQPlot.Rd,
	  chart.RelativePerformance.Rd, chart.RiskReturnScatter.Rd,
	  chart.RollingCorrelation.Rd, chart.RollingPerformance.Rd,
	  chart.StackedBar.Rd, chart.TimeSeries.Rd,
	  charts.RollingPerformance.Rd:

	- modified examples

2009-10-13 21:13  peter

	* NAMESPACE:

	- fixes textplot export issue

2009-10-13 16:29  peter

	* NAMESPACE:

	- added back textplot functions to export list

2009-10-13 14:00  peter

	* NAMESPACE:

	- fixed typos

2009-10-13 13:55  peter

	* NAMESPACE:

	- exporting graphics lists

2009-10-13 09:31  peter

	* NAMESPACE:

	- changed timing.ratio function to TimingRatio

2009-10-13 09:30  peter

	* DESCRIPTION:

	- revised thanks

2009-10-13 09:29  peter

	* man/: CAPM.utils.Rd, BetaCoMoments.Rd:

	- modified examples

2009-10-13 09:29  peter

	* R/InformationRatio.R:

	- fixed ordering of results

2009-10-13 09:28  peter

	* R/SmoothingIndex.R:

	- revised row labeling

2009-10-13 09:27  peter

	* R/SharpeRatio.R:

	- removed 'scale' parameter

2009-10-13 09:26  peter

	* R/CAPM.beta.R:

	- revised labeling for TimingRatio function

2009-10-13 09:26  peter

	* R/CAPM.alpha.R:

	- renamed internal function to match functionality

2009-10-13 09:25  peter

	* man/: ActivePremium.Rd, CAPM.alpha.Rd, CAPM.beta.Rd,
	  CalmarRatio.Rd, DownsideDeviation.Rd, InformationRatio.Rd,
	  KellyRatio.Rd, Omega.Rd, Return.annualized.Rd,
	  Return.cumulative.Rd, SharpeRatio.Rd, SharpeRatio.annualized.Rd,
	  SmoothingIndex.Rd, SortinoRatio.Rd, StdDev.annualized.Rd,
	  TrackingError.Rd, TreynorRatio.Rd, UpDownRatios.Rd,
	  UpsidePotentialRatio.Rd, kurtosis.Rd, maxDrawdown.Rd,
	  mean.utils.Rd, skewness.Rd:

	- revised examples

2009-10-12 20:24  brian

	* man/: CoMoments.Rd, PerformanceAnalytics-package.Rd,
	  apply.rolling.Rd, chart.QQPlot.Rd, chart.Regression.Rd,
	  chart.RelativePerformance.Rd, chart.RollingMean.Rd,
	  chart.RollingRegression.Rd, chart.StackedBar.Rd:

	- updates to pass R CMD check

2009-10-12 20:20  brian

	* NAMESPACE:

	- updates to pass R CMD check

2009-10-12 16:40  brian

	* man/VaR.Rd, DESCRIPTION:

	- update to pass R CMD check

2009-10-11 07:55  brian

	* R/Return.relative.R:

	- trim

2009-10-11 07:26  brian

	* man/chart.Histogram.Rd:

	- updates to fix infinite loop in R-core perl code in R CMD check

2009-10-11 07:19  brian

	* R/chart.RollingRegression.R:

	- rf to Rf

2009-10-10 10:40  brian

	* man/: ActivePremium.Rd, BetaCoMoments.Rd, CAPM.alpha.Rd,
	  CAPM.beta.Rd, CAPM.utils.Rd, CalmarRatio.Rd,
	  DownsideDeviation.Rd, Return.annualized.Rd,
	  SharpeRatio.modified.Rd, SortinoRatio.Rd, TrackingError.Rd,
	  chart.Bar.Rd, chart.BarVaR.Rd, chart.CumReturns.Rd,
	  chart.Drawdown.Rd, chart.RollingCorrelation.Rd,
	  table.CaptureRatios.Rd, table.Correlation.Rd:

	- changes to pass R CMD check

2009-10-10 08:22  brian

	* man/: ActivePremium.Rd, CAPM.alpha.Rd, CAPM.beta.Rd,
	  CAPM.utils.Rd, CalmarRatio.Rd, DownsideDeviation.Rd,
	  Return.annualized.Rd, SharpeRatio.modified.Rd, SortinoRatio.Rd,
	  chart.Bar.Rd, chart.RollingCorrelation.Rd, table.Correlation.Rd:

	- remove empty \note{} sections

2009-10-10 07:40  brian

	* DESCRIPTION, R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R,
	  R/CAPM.utils.R, R/CalmarRatio.R, R/CoMoments.R,
	  R/DownsideDeviation.R, R/Drawdowns.R, R/ES.R,
	  R/InformationRatio.R, R/KellyRatio.R, R/MultivariateMoments.R,
	  R/Omega.R, R/PortfolioRisk.R, R/Return.Geltner.R,
	  R/Return.calculate.R, R/Return.clean.R, R/Return.cumulative.R,
	  R/Return.excess.R, R/Return.index.R, R/Return.portfolio.R,
	  R/Return.read.R, R/Return.relative.R, R/SemiDeviation.R,
	  R/SharpeRatio.R, R/SharpeRatio.modified.R, R/SortinoRatio.R,
	  R/StdDev.annualized.R, R/TrackingError.R, R/TreynorRatio.R,
	  R/UpDownRatios.R, R/UpsidePotentialRatio.R, R/VaR.Marginal.R,
	  R/VaR.R, R/apply.fromstart.R, R/apply.rolling.R, R/chart.Bar.R,
	  R/chart.BarVaR.R, R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.Correlation.color.R,
	  R/chart.CumReturns.R, R/chart.Drawdown.R, R/chart.ECDF.R,
	  R/chart.Histogram.R, R/chart.QQPlot.R, R/chart.Regression.R,
	  R/chart.RelativePerformance.R, R/chart.RiskReturnScatter.R,
	  R/chart.RollingCorrelation.R, R/chart.RollingMean.R,
	  R/chart.RollingPerformance.R, R/chart.RollingRegression.R,
	  R/chart.Scatter.R, R/chart.TimeSeries.R,
	  R/charts.PerformanceSummary.R, R/charts.RollingPerformance.R,
	  R/charts.RollingRegression.R, R/checkData.R,
	  R/download.RiskFree.R, R/download.SP500PriceReturns.R,
	  R/findDrawdowns.R, R/kurtosis.R, R/legend.R, R/maxDrawdown.R,
	  R/mean.utils.R, R/na.skip.R, R/skewness.R, R/sortDrawdowns.R,
	  R/table.AnnualizedReturns.R, R/table.Arbitrary.R,
	  R/table.Autocorrelation.R, R/table.CAPM.R,
	  R/table.CalendarReturns.R, R/table.CaptureRatios.R,
	  R/table.Correlation.R, R/table.DownsideRisk.R,
	  R/table.Drawdowns.R, R/table.HigherMoments.R,
	  R/table.MonthlyReturns.R, man/PerformanceAnalytics-package.Rd:

	- update copyright to 2004-2009

2009-10-10 07:31  brian

	* R/chart.VaRSensitivity.R:

	- add ES to sensitivity chart

2009-10-10 07:30  brian

	* man/: BetaCoMoments.Rd, CAPM.beta.Rd, centeredmoments.Rd,
	  chart.Histogram.Rd, chart.VaRSensitivity.Rd,
	  MultivariateRisk.MM.Rd, Return.Geltner.Rd, SmoothingIndex.Rd,
	  clean.boudt.Rd:

	- changes to pass R CMD check

2009-10-10 06:54  brian

	* DESCRIPTION, man/PerformanceAnalytics-package.Rd:

	- update sections on acknowledgements and contributors

2009-10-09 05:08  brian

	* R/VaR.Beyond.R, R/VaR.CornishFisher.R, man/VaR.Beyond.Rd:

	- remove deprecated VaR.Beyond and redundant VaR.CornishFisher

2009-10-09 04:28  brian

	* NAMESPACE:

	- change from blanket export to only exporting specific functions

2009-10-08 14:47  peter

	* R/table.DownsideRisk.R:

	- added scale check

2009-10-08 14:47  peter

	* R/chart.RollingPerformance.R:

	- added the new xts rollapply function

2009-10-08 12:35  peter

	* R/Return.excess.R:

	- modified to fix unequal length issue between R and Rf

2009-10-07 15:17  peter

	* data/weights.rda:

	- converted to xts

2009-10-07 15:03  peter

	* data/: edhec.csv, edhec.rda, managers.rda:

	- updated edhec series
	- converted to xts

2009-10-06 21:44  peter

	* man/chart.Histogram.Rd:

	- fixed codoc issues

2009-10-06 21:41  peter

	* man/chart.BarVaR.Rd:

	- fixed codoc issues

2009-10-06 21:37  peter

	* man/chart.RollingPerformance.Rd:

	- fixed codoc issues

2009-10-06 21:34  peter

	* man/chart.StackedBar.Rd:

	- fixed codoc issues
	- added missing arguments

2009-10-06 21:26  peter

	* man/chart.TimeSeries.Rd:

	- fixed codoc issues

2009-10-06 13:36  peter

	* R/table.UpDownRatios.R:

	- fixed method tags in UpDownRatio call

2009-10-06 13:31  peter

	* R/table.CaptureRatios.R:

	- updated method tags

2009-10-06 10:14  peter

	* R/: ActivePremium.R, CAPM.utils.R, CalmarRatio.R,
	  DownsideDeviation.R, InformationRatio.R, KellyRatio.R, Omega.R,
	  Return.annualized.R, Return.cumulative.R, SemiDeviation.R,
	  SharpeRatio.R, SharpeRatio.annualized.R, SharpeRatio.modified.R,
	  SortinoRatio.R, StdDev.annualized.R, TrackingError.R,
	  TreynorRatio.R, UpsidePotentialRatio.R, kurtosis.R,
	  maxDrawdown.R, mean.utils.R:

	- fixed rownames
	- fixed scale = 12 replacement errors

2009-10-05 22:02  peter

	* R/table.Drawdowns.R:

	- modified to accept only one column

2009-10-05 21:59  peter

	* R/: DownsideDeviation.R, CoMoments.R, CalmarRatio.R,
	  CAPM.utils.R, CAPM.beta.R, CAPM.alpha.R, ActivePremium.R:

	- added label to results

2009-10-05 21:56  peter

	* R/: SharpeRatio.R, SharpeRatio.annualized.R,
	  SharpeRatio.modified.R, SemiDeviation.R, Return.annualized.R,
	  Return.cumulative.R, Omega.R, KellyRatio.R, InformationRatio.R:

	- added label to results

2009-10-05 21:53  peter

	* R/: skewness.R, mean.utils.R, maxDrawdown.R, kurtosis.R,
	  UpsidePotentialRatio.R, TreynorRatio.R, TrackingError.R,
	  StdDev.annualized.R, SortinoRatio.R, SmoothingIndex.R:

	- added label to results

2009-10-03 13:23  brian

	* R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R, R/CAPM.utils.R,
	  R/CalmarRatio.R, R/InformationRatio.R, R/MultivariateMoments.R,
	  R/Omega.R, R/PortfolioRisk.R, R/Return.annualized.R,
	  R/Return.excess.R, R/SharpeRatio.R, R/SharpeRatio.annualized.R,
	  R/SharpeRatio.modified.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/StdDev.annualized.R, R/TrackingError.R, R/TreynorRatio.R,
	  R/UpDownRatios.R, R/UpsidePotentialRatio.R, R/VaR.Marginal.R,
	  R/VaR.R, R/chart.CaptureRatios.R, R/chart.Histogram.R,
	  R/chart.RiskReturnScatter.R, R/chart.RollingPerformance.R,
	  R/chart.RollingRegression.R, R/chart.SnailTrail.R,
	  R/chart.VaRSensitivity.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  R/download.RiskFree.R, R/table.AnnualizedReturns.R,
	  R/table.Arbitrary.R, R/table.CAPM.R, R/table.DownsideRisk.R,
	  R/table.HigherMoments.R, man/ActivePremium.Rd,
	  man/BetaCoMoments.Rd, man/CAPM.alpha.Rd, man/CAPM.beta.Rd,
	  man/CAPM.utils.Rd, man/CalmarRatio.Rd, man/DownsideDeviation.Rd,
	  man/InformationRatio.Rd, man/KellyRatio.Rd, man/Omega.Rd,
	  man/PerformanceAnalytics-package.Rd, man/apply.rolling.Rd,
	  man/chart.BarVaR.Rd, man/chart.Histogram.Rd,
	  man/chart.RiskReturnScatter.Rd, man/chart.RollingRegression.Rd,
	  man/chart.SnailTrail.Rd, man/chart.TimeSeries.Rd,
	  man/chart.VaRSensitivity.Rd, man/charts.PerformanceSummary.Rd,
	  man/charts.RollingPerformance.Rd, man/checkData.Rd,
	  man/download.RiskFree.Rd, man/Return.annualized.Rd,
	  man/Return.clean.Rd, man/Return.excess.Rd, man/SharpeRatio.Rd,
	  man/SharpeRatio.annualized.Rd, man/SharpeRatio.modified.Rd,
	  man/SmoothingIndex.Rd, man/SortinoRatio.Rd,
	  man/StdDev.annualized.Rd, man/TrackingError.Rd,
	  man/TreynorRatio.Rd, man/UpDownRatios.Rd,
	  man/UpsidePotentialRatio.Rd, man/VaR.Rd,
	  man/table.AnnualizedReturns.Rd, man/table.Arbitrary.Rd,
	  man/table.CAPM.Rd, man/table.DownsideRisk.Rd,
	  man/table.HigherMoments.Rd, man/table.RollingPeriods.Rd:

	- multiple Code-Doc mismatches cleaned up for R CMD check
	- further rationalized use of R,Ra,Rf
	- rationalized use of period/scale

2009-10-03 00:00  peter

	* R/: chart.RollingCorrelation.R, chart.RollingRegression.R:

	- reversion to prior, still working, version

2009-10-02 16:28  peter

	* R/chart.RollingCorrelation.R:

	- fixed issues around rolling correlation call with apply.rolling

2009-10-02 16:27  peter

	* R/apply.rolling.R:

	- removed multi-column support so larger objects can be passed in

2009-10-02 14:17  peter

	* R/charts.RollingRegression.R:

	- changed parameter rf to Rf

2009-10-02 14:17  peter

	* R/table.CAPM.R:

	- added up and down market beta measures

2009-10-02 14:15  peter

	* R/chart.RollingRegression.R:

	- substituted apply.rolling for rollapply

2009-10-02 14:11  peter

	* R/table.RollingPeriods.R:

	- added relative value table function
	- removed window, using xts:::last
	- revised periodicity labeling for changes in xts:::periodicity

2009-10-02 14:04  peter

	* R/chart.RollingPerformance.R:

	- uses apply.rolling rather than rollapply

2009-10-02 13:57  peter

	* R/charts.RollingPerformance.R:

	- changed parameter rf to Rf

2009-10-02 13:54  peter

	* R/: chart.RiskReturnScatter.R, table.AnnualizedReturns.R:

	- changed parameter rf to Rf

2009-10-02 13:53  peter

	* R/chart.Regression.R:

	- changed checkData to use xts
	- changed default Rf to 0

2009-10-02 13:51  peter

	* R/chart.BarVaR.R:

	- changed default p to 0.95
	- removed negative sign from risk calculation

2009-10-02 13:49  peter

	* R/VaR.CornishFisher.R:

	- changed default p to 0.95

2009-10-02 13:47  peter

	* R/CoMoments.R:

	- all comoment and betacomoment functions support multiple column R

2009-10-02 13:46  peter

	* R/chart.SnailTrail.R:

	- modified to use apply.rolling to replace rollapply

2009-10-02 13:44  peter

	* R/apply.rolling.R:

	- revamped to provide xtsible windows

2009-10-02 13:38  peter

	* R/Return.annualized.R:

	- moved scale test
	- revised copyright

2009-10-02 13:37  peter

	* R/SharpeRatio.annualized.R:

	- updated copyright

2009-10-02 13:36  peter

	* R/StdDev.annualized.R:

	- fixed scale testing

2009-10-01 15:22  brian

	* R/Return.portfolio.R:

	- add reclass on wealthindex so Return.calculate (now using xts internally) doesn't blow up

2009-10-01 14:12  brian

	* R/: ES.R, VaR.R:

	- update probability to 95% by default

2009-10-01 14:10  brian

	* R/: ES.R, VaR.R:

	- label rows
	- invert historical VaR for consistency with other univariate measures

2009-10-01 09:33  peter

	* R/UpDownRatios.R:

	- added multiple calc and row labeling

2009-09-30 22:07  peter

	* R/UpDownRatios.R:

	- added multi-column support

2009-09-30 21:41  peter

	* R/SharpeRatio.modified.R:

	- added multi-column support
	- substituted VaR wrapper and added dots to pass parameters

2009-09-30 20:53  peter

	* R/CalmarRatio.R:

	- missed one

2009-09-30 20:52  peter

	* R/CalmarRatio.R:

	- changed Ra to R for consistency

2009-09-30 20:47  peter

	* R/TreynorRatio.R:

	- added multi-column support
	- added periodicity for scaling

2009-09-30 20:45  peter

	* R/: KellyRatio.R, SortinoRatio.R, UpsidePotentialRatio.R:

	- added multi-column support

2009-09-30 20:45  peter

	* R/CalmarRatio.R:

	- added multi-column support
	- added periodicity check for scale

2009-09-30 09:01  peter

	* R/InformationRatio.R:

	- added multi-column support

2009-09-30 09:01  peter

	* R/TrackingError.R:

	- added multi-column support
	- added periodicity-based scaling

2009-09-29 22:00  peter

	* R/StdDev.annualized.R:

	- added periodicity for setting scale

2009-09-29 21:48  peter

	* R/SharpeRatio.annualized.R:

	- added multi-column support

2009-09-29 21:22  peter

	* R/: SharpeRatio.R, CAPM.utils.R:

	- added multi-column support

2009-09-29 20:42  peter

	* R/Return.annualized.R:

	- added multi-column support
	- detects scale from periodicity

2009-09-29 20:31  peter

	* R/ActivePremium.R:

	- added multiple-column support

2009-09-29 09:29  peter

	* R/: CAPM.beta.R, CAPM.alpha.R:

	- rewrite of function using apply for multi-column support

2009-09-24 13:00  peter

	* R/Return.excess.R:

	- fixed to handle scalar rf

2009-09-24 12:46  peter

	* R/Return.excess.R:

	- fixed column renaming

2009-09-24 12:39  peter

	* R/Return.excess.R:

	- fixed reclass
	- added column renaming

2009-09-24 12:11  brian

	* R/Return.excess.R:

	- convert to use apply

2009-09-24 11:01  brian

	* R/VaR.R:

	- remove unneeded function params
	- remove deprecated function

2009-09-23 22:35  peter

	* R/DownsideDeviation.R:

	- added multi-column support

2009-09-23 22:23  peter

	* R/SmoothingIndex.R:

	- added multi-column support

2009-09-23 22:14  peter

	* R/SemiDeviation.R:

	- added multi-column support

2009-09-23 22:03  peter

	* R/Omega.R:

	- added multicolumn support

2009-09-23 21:54  peter

	* R/: kurtosis.R, skewness.R:

	- changed checkData from zoo to matrix

2009-09-23 21:42  peter

	* R/Return.cumulative.R:

	- added multicolumn support

2009-09-23 21:35  peter

	* R/mean.utils.R:

	- added multicolumn support

2009-09-23 21:05  peter

	* R/maxDrawdown.R:

	- added multicolumn support

2009-09-22 13:07  brian

	* R/PortfolioRisk.R:

	- add ncol in loop in ES.historical

2009-09-22 04:35  brian

	* DESCRIPTION:

	- formally add Kris as an author
	- add xts as dependency

2009-09-21 21:56  peter

	* R/Drawdowns.R:

	- added reclass

2009-09-21 21:44  peter

	* R/: Return.relative.R, Return.excess.R:

	- added reclass

2009-09-21 21:43  peter

	* R/Return.calculate.R:

	- function now using cleaned data for 'simple' method

2009-09-21 21:15  peter

	* R/Return.index.R:

	- cleaned up cvs log

2009-09-21 21:12  peter

	* R/Return.index.R:

	- separates a function to calculate wealth index

2009-09-21 09:05  brian

	* R/PortfolioRisk.R:

	- remove precision global var, unnecessary

2009-09-19 09:35  brian

	* man/centeredmoments.Rd:

	- add some information on the math

2009-09-17 16:40  brian

	* R/chart.BarVaR.R:

	- use wrappers for historical VaR/ES, do not pass clean for historical measures

2009-09-16 22:48  peter

	* R/charts.BarVaR.R:

	- first commit of function

2009-09-16 22:15  peter

	* R/charts.Bar.R:

	- fixed labels and title

2009-09-16 22:02  peter

	* R/chart.RollingPerformance.R:

	- added new attributes

2009-09-16 22:01  peter

	* R/SharpeRatio.annualized.R:

	- using xts internally

2009-09-16 22:00  peter

	* R/Return.excess.R:

	- reverting back to zoo until rollapply works for xts

2009-09-16 21:58  peter

	* R/chart.Histogram.R:

	- added xaxis and yaxis controls

2009-09-15 15:35  peter

	* R/Return.excess.R:

	- converted to use xts internally

2009-09-15 15:34  peter

	* R/CAPM.beta.R:

	- fixed checkData for rf such that a single value can be passed

2009-09-15 08:09  brian

	* man/: VaR.CornishFisher.Rd, VaR.Marginal.Rd, VaR.Rd:

	- removed deprecated function documentation, replaced with documentation for new VaR wrapper function

2009-09-04 15:45  brian

	* R/ES.R:

	- make sure the non-portfolio case returns the same data type as VaR fn
	- add correct historical ES calc

2009-09-04 15:42  brian

	* R/chart.BarVaR.R:

	- add ES functions to as methods to chart.BarVaR, currently suffering from problems in apply.fromstart

2009-09-04 15:38  brian

	* R/PortfolioRisk.R:

	- add historical ES function for completeness

2009-09-02 09:11  brian

	* R/Return.clean.R:

	- add alpha and dots as passthru arguments to clean.boudt
	- TODO: vectorize and na.skip

2009-09-02 07:23  brian

	* R/Return.clean.R:

	- convert to use xts internally
	- add reclass
	- add 'none' and 'geltner' as methods

2009-09-02 07:20  brian

	* R/chart.BarVaR.R:

	- add 'geltner' as a method for clean=

2009-09-02 07:14  brian

	* R/Return.calculate.R:

	- convert to xts internally
	- use positive lag for lag.xts
	- add reclass to returned series

2009-09-02 07:13  brian

	* R/Return.Geltner.R:

	- fix for positive lag of lag.xts

2009-09-02 06:53  brian

	* R/Return.Geltner.R:

	- add na.skip functionality
	- add reclass functionality to returned series

2009-09-01 16:40  brian

	* R/chart.BarVaR.R:

	- add na.skip around call to Return.clean

2009-09-01 16:40  brian

	* R/Return.clean.R:

	- change to use xts internally

2009-09-01 15:18  brian

	* R/chart.CumReturns.R:

	- add comments to describe the handling of na.skip for rbind'ing correct start value to shorter series

2009-09-01 15:05  brian

	* R/chart.CumReturns.R:

	- add na.skip to reference.index
	- revise start.index handling to be more programatically efficient
	- revise start.index handling for binding later-starting series to the "current" value of the first series

2009-09-01 15:03  brian

	* R/chart.BarVaR.R:

	- move legend location to "topleft"

2009-08-31 17:30  brian

	* R/chart.TimeSeries.R:

	- update timestamp formatting for more compact format if start and end of series are in same year

2009-08-31 16:20  brian

	* R/chart.CumReturns.R:

	- fix return accumulation after adding na.skip

2009-08-31 15:51  brian

	* R/: Drawdowns.R, chart.CumReturns.R, chart.Drawdown.R, na.skip.R:

	- add new function na.skip to deal with non-contiguous NA's in data, may eventually go to xts
	- fix components of charts.PerformanceSummary to use na.skip

2009-08-31 11:35  brian

	* R/charts.PerformanceSummary.R:

	- add periodicity to label of chart.BarVaR

2009-08-27 13:34  peter

	* R/chart.BarVaR.R:

	- fixed initialization

2009-08-25 12:43  brian

	* R/: Return.portfolio.R, VaR.Marginal.R, VaR.R:

	- updates to support Marginal VaR
	- use reclass() in Return.portfolio to return xts object

2009-08-25 10:29  brian

	* R/: ES.R, PortfolioRisk.R:

	- clean up labeling, warnings, and returns for Expected Shortfall

2009-08-25 10:21  brian

	* R/VaR.R:

	- eliminate deprecated multi-argument return

2009-08-25 09:48  brian

	* R/VaR.R:

	- add additional warnings for unreasonable VaR results

2009-08-25 09:38  brian

	* R/: PortfolioRisk.R, VaR.R:

	- update display logic and names in list return for Component VaR, test more cases

2009-08-24 17:08  brian

	* R/: ES.R, PortfolioRisk.R, VaR.R:

	- adjust to handle p values for correct results
	- adjust ES to correctly handle probability
	- add invert argument with default TRUE to match older behavior
	- make sure all VaR/ES functions handle columns correctly

2009-08-20 21:59  peter

	* R/chart.TimeSeries.R:

	- tweaked the distance of the x-axis labels from the tick marks

2009-08-20 11:26  brian

	* R/chart.TimeSeries.R:

	- add as.numeric on range for ylim to handle xts objects with mixed character/numeric columns, which are stored as character matrix

2009-08-19 12:04  brian

	* R/chart.TimeSeries.R:

	- add 'seconds' to periodicity switch, since xts supports those now

2009-08-19 09:02  brian

	* R/chart.TimeSeries.R:

	- add automatic date.format using periodicity of series to be charted

2009-08-18 16:40  peter

	* R/charts.TimeSeries.R:

	- multi-panel time series chart

2009-08-18 16:24  peter

	* R/charts.Bar.R:

	- multiple bar plots function

2009-08-05 21:51  peter

	* R/textplot.R:

	- fixed max.cex to cap size

2009-07-02 09:01  peter

	* R/VaR.R:

	- forced returned value into matrix for naming
	- made VaR.CornishFisher results negative

2009-07-02 08:54  peter

	* R/checkData.R:

	- made warning quiet

2009-07-01 09:58  peter

	* R/checkData.R:

	- added support for vector to xts using zoo instead

2009-07-01 08:36  peter

	* R/SmoothingIndex.R:

	- verbose mode shows thetas in results

2009-07-01 08:34  peter

	* man/charts.PerformanceSummary.Rd:

	- added 'none' to list of methods

2009-07-01 08:31  peter

	* R/chart.BarVaR.R:

	- added sensitivity to data periodicity for labeling

2009-06-30 05:23  brian

	* R/chart.BarVaR.R:

	- modify to use VaR wrapper, reverse signs

2009-06-26 15:47  brian

	* R/: ES.R, VaR.R:

	- clean up naming confusion/standardization between VaR/ES wrappers

2009-06-25 11:10  brian

	* R/ES.R:

	- initial revision of ES wrapper function to call underlying Es functions for univariate and multivariate series

2009-06-25 08:27  brian

	* R/PortfolioRisk.R:

	- rationalize function arguments
	- standardize function returns
	- TODO: rationalize fn return for VaR/ES.historical.portfolio to match other portfolio methods

2009-06-24 18:59  brian

	* R/: PortfolioRisk.R, VaR.R:

	- changes to make portfolio VaR work correctly
	NOTE: weights is a vector, not time-varying

2009-06-22 11:35  brian

	* R/VaR.R:

	- correct apply for historical VaR to pass na.rm=TRUE

2009-06-21 10:07  brian

	* R/: PortfolioRisk.R, VaR.R:

	- wrapper functions now work for VaR

2009-06-19 22:18  peter

	* R/chart.StackedBar.R:

	- added axTicksByTime to give nice xaxis labels
	- modified to use layout only for legend "under"

2009-06-19 15:59  brian

	* R/VaR.R:

	- worked out more of the switch logic,
	- NOTE: still looping too many times

2009-06-01 22:23  peter

	* R/chart.Correlation.R:

	- removed pch change, should parameterize it instead

2009-06-01 22:20  peter

	* R/chart.ACFplus.R:

	- correction to checkData line for removing na's

2009-06-01 22:17  peter

	* R/chart.Scatter.R:

	- cleaned out old comments

2009-06-01 22:16  peter

	* R/chart.CaptureRatios.R:

	- corrected order for coloring

2009-06-01 22:14  peter

	* R/Drawdowns.R:

	- converted internal to xts, removed zoo coersion

2009-06-01 22:13  peter

	* R/checkData.R:

	- added back rm.na for vectors

2009-06-01 22:12  peter

	* R/chart.TimeSeries.R:

	- added xaxis.labels to allow for non-date labeling of date axes

2009-06-01 22:08  peter

	* man/SmoothingIndex.Rd:

	- added credit where it's due

2009-06-01 22:08  peter

	* man/chart.Events.Rd:

	- initial commit of documentation

2009-06-01 20:01  brian

	* R/PortfolioRisk.R:

	- temporarily move VaR.CornishFisher to VaR.CornishFisher.new

2009-05-14 21:19  peter

	* R/checkData.R:

	- rewrite to cover cases more carefully

2009-05-14 20:40  peter

	* R/chart.Events.R:

	- first draft of code

2009-05-05 21:21  peter

	* R/replaceTabs.R:

	- from gplots package

2009-04-20 06:30  brian

	* man/PerformanceAnalytics-package.Rd:

	- add \cr to references

2009-04-19 08:15  brian

	* R/checkData.R:

	- pass dots into the xts call (e.g. for date formatting)

2009-04-17 22:01  peter

	* man/PerformanceAnalytics-package.Rd:

	- link cleanup

2009-04-17 22:01  peter

	* man/: chart.BarVaR.Rd, chart.Histogram.Rd,
	  chart.RollingRegression.Rd, chart.StackedBar.Rd,
	  chart.TimeSeries.Rd, textplot.Rd:

	- codoc and parameter cleanup

2009-04-17 21:56  peter

	* R/: chart.BarVaR.R, chart.Histogram.R, chart.RollingRegression.R,
	  chart.Scatter.R, chart.TimeSeries.R, table.RollingPeriods.R:

	- argument cleanup and codoc issues

2009-04-17 10:36  brian

	* R/VaR.Beyond.R:

	- add additional handling for 'modified' and 'add' arguments

2009-04-17 10:23  brian

	* R/PortfolioRisk.R:

	- better standardize use of p for probability and conversion to alpha number

2009-04-17 10:23  brian

	* R/VaR.Beyond.R:

	- update to use (Boudt,Peterson,Croux(2008)) versions of ES calcs for greater
	accuracy

2009-04-17 10:14  brian

	* R/: PortfolioRisk.R, VaR.R:

	- Initial revision of VaR wrapper and portfolio risk functions

2009-04-16 23:15  peter

	* R/chart.CaptureRatios.R:

	- parameter cleanup
	- adjusted placement of benchmark name label

2009-04-16 23:14  peter

	* R/chart.RiskReturnScatter.R:

	- added parameters for geometry, scale

2009-04-16 23:13  peter

	* R/chart.SnailTrail.R:

	- removed commented code

2009-04-16 23:11  peter

	* R/chart.TimeSeries.R:

	- removed commented code
	- parameter cleanup

2009-04-16 23:09  peter

	* R/: table.UpDownRatios.R, table.Drawdowns.R,
	  table.CaptureRatios.R:

	- parameter cleanup

2009-04-16 23:08  peter

	* R/textplot.R:

	- added back hadj variable for later work

2009-04-16 23:06  peter

	* man/: chart.BarVaR.Rd, chart.Histogram.Rd, chart.QQPlot.Rd,
	  chart.Regression.Rd, chart.RiskReturnScatter.Rd,
	  chart.RollingMean.Rd, chart.RollingPerformance.Rd,
	  chart.RollingRegression.Rd, chart.Scatter.Rd,
	  chart.SnailTrail.Rd, chart.TimeSeries.Rd, checkData.Rd,
	  table.AnnualizedReturns.Rd, table.Correlation.Rd,
	  table.Drawdowns.Rd, table.RollingPeriods.Rd, textplot.Rd:

	- fixed codoc issues

2009-04-15 22:20  peter

	* man/chart.ECDF.Rd:

	- fixed codoc

2009-04-15 22:14  peter

	* man/: chart.BarVaR.Rd, chart.Boxplot.Rd:

	- fixed codoc

2009-04-15 22:10  peter

	* man/: UpDownRatios.Rd:

	- fixed codoc

2009-04-15 22:09  peter

	* man/SmoothingIndex.Rd:

	- fixed clobbered function name

2009-04-15 22:06  peter

	* man/SmoothingIndex.Rd:

	- fixed codoc issues

2009-04-15 21:54  peter

	* man/: chart.CaptureRatios.Rd, table.CaptureRatios.Rd:

	- first draft of function documentation

2009-04-15 21:53  peter

	* man/: chart.RiskReturnScatter.Rd, table.CAPM.Rd:

	- minor adjustments to wording

2009-04-15 21:53  peter

	* man/UpDownRatios.Rd:

	- adjusted for changes to the function

2009-04-15 20:37  peter

	* man/textplot.Rd:

	- adding documentation straight from gplots function

2009-04-15 16:50  peter

	* R/table.DownsideRisk.R:

	- fixed calculation using subset on zoo object
	- passing in column using drop=FALSE to preserve names

2009-04-14 20:20  peter

	* R/rollingRegression.R, man/rollingRegression.Rd,
	  man/rollingStat.Rd:

	- removed, no longer used

2009-04-14 20:20  peter

	* R/rollingStat.R:

	- removing, no longer used

2009-04-13 23:24  peter

	* R/table.Drawdowns.R:

	- now subsets drawdowns less than zero
	- digits for formatting WDD

2009-04-13 22:45  peter

	* R/table.RollingPeriods.R:

	- smarter labeling of frequency scale

2009-04-13 21:50  peter

	* R/table.AnnualizedReturns.R:

	- added geometric parameter to pass calculation method

2009-04-13 21:49  peter

	* R/chart.TimeSeries.R:

	- restored date formatting needed for matching event lines and areas

2009-04-07 17:33  peter

	* R/table.Correlation.R:

	- changed checkData to use default xts

2009-04-07 17:32  peter

	* R/findDrawdowns.R:

	- changed checkData to a matrix

2009-04-07 17:30  peter

	* R/chart.TimeSeries.R:

	- added cex.* attributes for sizing text elements

2009-04-07 17:26  peter

	* R/chart.SnailTrail.R:

	- added element.color, cex.* attributes

2009-04-07 17:26  peter

	* R/chart.Scatter.R:

	- added rug and other graphic features

2009-04-07 17:22  peter

	* R/: chart.Regression.R, chart.RiskReturnScatter.R:

	- uses element.color parameter

2009-04-07 17:22  peter

	* R/chart.QQPlot.R:

	- added element.color parameter
	- passes cex.* for main, axis labels, and axis titles

2009-04-07 17:19  peter

	* R/: chart.ECDF.R, chart.Histogram.R:

	- changed to use element.color parameter

2009-04-07 17:18  peter

	* R/chart.Boxplot.R:

	- added element.color as a parameter

2009-04-07 17:17  peter

	* R/chart.BarVaR.R:

	- changed to use xts internally

2009-04-07 17:15  peter

	* R/UpDownRatios.R:

	- removed unused dot dot dot

2009-04-07 17:14  peter

	* R/SmoothingIndex.R:

	- parameterized the lag period

2009-04-01 22:06  peter

	* R/table.CaptureRatios.R:

	- added CVS log

2009-04-01 22:04  peter

	* R/: chart.CaptureRatios.R, table.CaptureRatios.R:

	- initial commit to cvs

2009-04-01 09:03  peter

	* R/table.UpDownRatios.R:

	- first commit of code
	- formatted table of Up/Down ratios

2009-04-01 09:02  peter

	* R/UpDownRatios.R:

	- fixed number ratio and added percentage ratio

2009-03-30 23:21  peter

	* R/table.Drawdowns.R:

	- fixed error when NAs in data shifted time index
	- added NAs in table when series ends in drawdown

2009-03-20 23:39  peter

	* man/StdDev.annualized.Rd:

	- added ",drop=FALSE" to examples.  How did that pass before?

2009-03-20 16:20  peter

	* R/checkData.R:

	- makes vectors a single col matrix for naming again

2009-03-20 15:48  peter

	* R/checkData.R:

	- fixes vector to zoo translation

2009-03-19 22:26  peter

	* R/chart.SnailTrail.R:

	- changed arguments for consistency
	- uses xts internally

2009-03-19 22:23  peter

	* R/Return.read.R:

	- now returns an xts object by default

2009-03-19 22:22  peter

	* R/: chart.BarVaR.R, chart.CumReturns.R, chart.Drawdown.R,
	  chart.RelativePerformance.R, chart.RollingCorrelation.R,
	  chart.RollingMean.R, chart.RollingPerformance.R,
	  chart.RollingRegression.R, chart.TimeSeries.R,
	  charts.PerformanceSummary.R, charts.RollingPerformance.R,
	  charts.RollingRegression.R:

	- added xts

2009-03-10 22:42  peter

	* R/checkData.R:

	- added switch for xts, set as default

2009-03-05 21:06  peter

	* R/chart.Bar.R:

	- changed checkData to use default xts

2009-03-03 23:14  peter

	* R/chart.TimeSeries.R:

	- added axTicksByTime from xts for nice xaxis

2009-03-01 21:26  peter

	* R/Return.read.R:

	- returns an xts object rather than zoo

2009-03-01 21:25  peter

	* R/chart.SnailTrail.R:

	- fixed condition when end-dates do not match
	----------------------------------------------------------------------
	R/chart.SnailTrail.R CVS:
	----------------------------------------------------------------------

2009-03-01 21:22  peter

	* R/table.CalendarReturns.R:

	- fixed date formatting issues with yearmon, other date classes

2009-03-01 21:21  peter

	* R/Return.Geltner.R:

	- fix acf call to pass in numeric

2009-03-01 21:04  peter

	* R/textplot.R:

	- initial commit of changes to function originally in gplots package
	- added text wrap to labels for columns and rows
	- re-wrote internals to allow for horizontal and vertical alignment

2009-01-11 06:55  brian

	* R/checkData.R:

	- convert 'zoo' method to use xts
	- TODO add reclass capability

2009-01-08 05:23  brian

	* R/Return.portfolio.R:

	- remove obsolete comments
	- change yeargrid to rebalancegrid
	- add comment block

2009-01-08 05:04  brian

	* R/Return.portfolio.R:

	- initial revision of Return.portfolio, Return.portfolio.multiweight, and pfolioReturn wrapper

2008-10-29 21:18  peter

	* R/Return.relative.R:

	- functionalizes the relative return calculation used in the charts

2008-10-16 13:45  brian

	* R/: UpDownRatios.R, VaR.Marginal.R, chart.Bar.R:

	- use checkData with method="zoo" instead of checkDataMatrix

2008-10-16 13:41  brian

	* man/: PerformanceAnalytics-package.Rd, chart.TimeSeries.Rd,
	  edhec.Rd, managers.Rd:

	- remove deprecated cummax.column and cumprod.column functions, replaced with zoo-native functions

2008-10-16 13:31  brian

	* man/cum.utils.Rd:

	- remove, deprecated as cumprod and cummax are now supported by zoo

2008-10-16 12:02  brian

	* R/: cummax.column.R, cumprod.column.R:

	- removed as these functions are now provided by zoo for multicolumn data

2008-10-14 09:37  brian

	* R/: StdDev.annualized.R, VaR.Beyond.R, VaR.CornishFisher.R,
	  chart.StackedBar.R, charts.RollingPerformance.R, checkData.R,
	  style.QPfit.R, style.fit.R, table.Arbitrary.R,
	  table.CalendarReturns.R, table.DownsideRisk.R,
	  table.MonthlyReturns.R:

	- convert from matrix or data.frame to zoo in checkData call

2008-10-10 11:26  tag v0_9_7_1-2008-10-10

2008-10-10 11:26  brian

	* ChangeLog:

	- update to changes for v0.9.7.1

2008-10-10 11:21  brian

	* DESCRIPTION, man/PerformanceAnalytics-package.Rd:

	- update date

2008-10-10 11:17  brian

	* man/PerformanceAnalytics-package.Rd:

	- added sections on Style Analysis, Robust Data Cleaning, and Moments and Co-moments
	- added references to new tables and graphs
	- bump version to 0.9.7.1

2008-10-06 14:08  peter

	* R/chart.TimeSeries.R:

	- fixed so that it will plot backgrounds when ylog=T

2008-10-01 19:55  brian

	* man/clean.boudt.Rd:

	- add explicit reference to multivariate Winsorization

2008-10-01 07:25  brian

	* DESCRIPTION:

	- bump version to 0.9.7.1

2008-09-30 16:17  brian

	* R/DownsideDeviation.R, R/UpsidePotentialRatio.R,
	  man/DownsideDeviation.Rd, man/UpsidePotentialRatio.Rd:

	- both DownsideDeviation and UpsidePotentialRatio now support "method argument to use full or subset of series
	- use subset as default method
	- updated documentation to reflect change

2008-09-30 10:27  brian

	* man/CoMoments.Rd:

	- fix typo in code link

2008-09-30 10:26  brian

	* man/PerformanceAnalytics-package.Rd:

	- update version to 0.9.7

2008-09-30 05:28  tag v0_9_7-2008-09-29

2008-09-30 05:28  brian

	* man/chart.RollingRegression.Rd:

	remove spurious bracket

2008-09-29 20:14  brian

	* inst/doc/:
	  PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  PerformanceAnalyticsPresentation-UseR-2007.Rnw:

	- remove hardcoded path for SWeave

2008-09-29 13:29  brian

	* man/chart.RollingRegression.Rd:

	- fix LaTeX syntax error

2008-09-29 13:24  brian

	* ChangeLog:

	- ChangeLog for PerfromanceAnalytics version 0.9.7

2008-09-29 13:15  brian

	* DESCRIPTION:

	- uodate version and date prior to release

2008-09-29 11:59  peter

	* NAMESPACE:

	- added importFrom for packageDescription function needed for namespace check

2008-09-29 09:26  brian

	* man/: BetaCoMoments.Rd, CoMoments.Rd, MultivariateMoments.Rd,
	  MultivariateRisk.MM.Rd, centeredmoments.Rd:

	- update documentation prior to 0.9.7 release

2008-09-29 08:47  brian

	* R/Omega.R:

	- fix to use pmax per patch submitted by Ryan Sheftel <at> Malbec Pertners

2008-09-17 04:58  brian

	* man/edhec.Rd:

	- correct duplicated sections

2008-09-16 19:37  brian

	* man/cum.utils.Rd:

	- fix typo

2008-09-16 19:35  brian

	* man/CAPM.utils.Rd:

	- add more description on CML function and leveraged portfolios

2008-09-16 19:33  brian

	* man/edhec.Rd:

	- add acknowledgements
	- add note about extending the data set

2008-09-03 20:17  peter

	* R/zzz.R:

	- creates onLoad message from DESCRIPTION file

2008-09-03 20:15  peter

	* DESCRIPTION:

	- added copyright

2008-09-03 17:26  brian

	* NAMESPACE:

	- create default NAMESPACE file

2008-09-03 16:36  peter

	* R/utils.R:

	- removed in favor of zzz.R

2008-09-03 16:35  peter

	* R/zzz.R:

	- added load message

2008-09-03 16:27  peter

	* R/utils.R:

	- added for startup message

2008-09-03 15:11  brian

	* man/clean.boudt.Rd:

	- fix LaTeX error

2008-09-03 14:03  peter

	* man/Return.clean.Rd:

	- wrapper doc

2008-09-03 13:51  peter

	* man/chart.TimeSeries.Rd:

	- fixed encoding issues

2008-09-02 23:01  peter

	* man/chart.SnailTrail.Rd:

	- updated for codoc changes

2008-09-02 23:01  peter

	* man/chart.TimeSeries.Rd:

	- updated for codoc problems

2008-08-18 22:32  peter

	* man/chart.SnailTrail.Rd:

	- fixed line folding for ylab

2008-08-18 22:27  peter

	* R/chart.BarVaR.R:

	- fixed legend formatting issues

2008-08-18 22:25  peter

	* man/chart.RollingRegression.Rd:

	- fixed spelling

2008-08-18 22:24  peter

	* man/: charts.PerformanceSummary.Rd, VaR.CornishFisher.Rd:

	- fixed documentation issues

2008-08-18 22:23  peter

	* man/: chart.BarVaR.Rd, chart.SnailTrail.Rd,
	  chart.VaRSensitivity.Rd:

	- fixed codoc issues

2008-08-16 07:52  peter

	* man/chart.BarVaR.Rd:

	- fixed T to TRUE in examples

2008-08-15 22:42  peter

	* R/chart.TimeSeries.R:

	- added yaxis.right parameter

2008-08-15 22:41  peter

	* R/table.AnnualizedReturns.R:

	- fixed rounding in column name label

2008-08-15 22:40  peter

	* R/chart.SnailTrail.R:

	- added default colorset

2008-08-15 22:39  peter

	* R/chart.RiskReturnScatter.R:

	- fixed point label adjustment

2008-08-15 22:38  peter

	* R/charts.PerformanceSummary.R:

	- changed chart.BarVaR call from 'method' to 'methods'

2008-08-15 22:11  peter

	* man/chart.BarVaR.Rd:

	- fixed example

2008-08-15 16:53  peter

	* man/chart.BarVaR.Rd:

	- fixed codoc differences to new function additions

2008-08-15 16:42  peter

	* R/VaR.CornishFisher.R:

	- fixed warnings from 'clean' parameter comparison

2008-08-15 16:40  peter

	* man/chart.BarVaR.Rd:

	- added new examples

2008-08-15 16:27  peter

	* man/chart.VaRSensitivity.Rd:

	- first draft of function documentation and example

2008-08-15 16:04  peter

	* man/VaR.CornishFisher.Rd:

	- added "clean" parameter

2008-08-14 11:28  peter

	* R/chart.VaRSensitivity.R:

	- fixed columnnames for title

2008-08-14 11:22  peter

	* R/chart.VaRSensitivity.R:

	- filled in chart elements from single specification

2008-08-14 11:18  peter

	* R/chart.VaRSensitivity.R:

	- first draft of sensitivity chart

2008-08-13 13:05  brian

	* R/Return.clean.R:

	- add copyright, licence, and CVS log

2008-08-12 22:35  peter

	* R/chart.BarVaR.R:

	- calls 'clean' parameter in risk calculation to get rolling cleaned data
	- handles multiple columns OR multiple methods

2008-08-12 22:32  peter

	* R/Return.read.R:

	- sets rownames for the resulting 'zoo' object

2008-08-12 22:31  peter

	* R/VaR.CornishFisher.R:

	- added 'clean' parameter for calling a data cleaning method prior to calculation

2008-08-12 17:56  brian

	* DESCRIPTION:

	- add suggests for robustbase

2008-08-12 17:56  brian

	* R/Return.clean.R:

	- add library check for package robustbase

2008-08-12 17:52  brian

	* R/MultivariateMoments.R:

	- change mean.MM to multivariate_mean fn call to eliminate contention with R core mean fn

2008-08-11 15:16  brian

	* R/multivariate_moments.R:

	- duplicate of MultivariateMoments.R

2008-08-11 09:06  peter

	* R/chart.BarVaR.R:

	- added parameter 'clean' to specify data cleaning method for risk estimation
	- added parameter 'show.clean' to show cleaned returns overlaid on original data
	- added parameter 'show.horizontal' to show exceedences to most recent risk value

2008-08-11 08:58  peter

	* R/Return.clean.R:

	- moved prior functionality into 'clean.boudt'
	- made Return.clean a wrapper focused on data handling, multiple methods

2008-08-08 23:16  peter

	* R/Return.clean.R:

	- separated out the cleaning function and added column handling

2008-08-07 16:39  brian

	* R/Return.clean.R, man/clean.boudt.Rd:

	- initial revision of robust data cleaning function and documentation

2008-08-03 18:50  brian

	* man/: CoMoments.Rd, MultivariateMoments.Rd,
	  MultivariateRisk.MM.Rd, SharpeRatio.modified.Rd,
	  centeredmoments.Rd:

	- initial revision of new files for multivariate moments
	- update existing documentation to reference the new files

2008-08-03 17:30  brian

	* R/moment.fourth.R, R/moment.third.R, man/moment.fourth.Rd,
	  man/moment.third.Rd:

	- removed old mathematical moment files, replaced by MultivariateMoment files

2008-07-22 07:58  peter

	* R/style.fit.R:

	- fixed to return adjusted R-squared

2008-07-22 07:43  peter

	* R/style.fit.R:

	- correctly removed intercept values from regression fits
	- added adjusted R-squared back

2008-07-18 16:07  brian

	* man/: Style.Rd, chart.Scatter.Rd, chart.SnailTrail.Rd,
	  chart.StackedBar.Rd:

	- fix \item and \usage to pass R CMD check

2008-07-18 15:59  peter

	* man/chart.StackedBar.Rd:

	- changed F to FALSE

2008-07-18 15:54  peter

	* man/chart.StackedBar.Rd:

	- changed T to TRUE

2008-07-18 15:47  peter

	* R/style.QPfit.R:

	- changed T to TRUE

2008-07-18 15:37  peter

	* man/Style.Rd:

	- fixed [quadprog] links

2008-07-18 15:32  peter

	* man/Style.Rd:

	- changed F to FALSE

2008-07-18 15:27  brian

	* man/Style.Rd:

	- fix \code{\link{}} again

2008-07-18 15:24  brian

	* man/chart.StackedBar.Rd:

	- fix \code{\link{}}

2008-07-18 15:23  brian

	* man/chart.RollingStyle.Rd:

	- removing, replaced by Style.Rd

2008-07-18 15:22  brian

	* man/chart.RollingStyle.Rd:

	- syntax updates

2008-07-18 15:17  peter

	* man/Style.Rd:

	- fixed code link order issues

2008-07-18 15:08  brian

	* man/Style.Rd:

	- fix incorrect \code{\link{}} ordering

2008-07-18 15:01  brian

	* man/: chart.RollingStyle.Rd, weights.Rd:

	- fix links
	- fix equations

2008-07-18 14:57  brian

	* man/: BetaCoMoments.Rd, CoMoments.Rd,
	  PerformanceAnalytics-package.Rd, Style.Rd, kurtosis.Rd,
	  skewness.Rd:

	- fix missing/incorrect links
	- update equations to conform to Rd standard

2008-07-18 14:53  peter

	* man/chart.RollingRegression.Rd:

	- removed link to charts.RegressionDiagnostics

2008-07-11 10:41  peter

	* man/weights.Rd:

	- weights data documentation

2008-07-11 10:36  peter

	* man/managers.Rd:

	- changed title

2008-07-11 10:33  peter

	* data/weights.rda:

	- random weights file used for examples in chart.StackedBar

2008-07-11 10:27  peter

	* man/Style.Rd:

	- added examples for other functions covered

2008-07-11 10:24  peter

	* R/: style.fit.R, style.QPfit.R:

	- removed Adjusted R.squared calculation as unnecessary

2008-07-11 10:15  peter

	* man/Style.Rd:

	- consolidated style function documentation to this file
	- added details about the use of solve.QP

2008-07-10 22:24  peter

	* R/chart.Style.R:

	- fixed error with alignment of results

2008-07-10 22:23  peter

	* R/style.fit.R:

	- deleted unnecessary comments

2008-07-10 22:22  peter

	* R/chart.RollingStyle.R:

	- removed unnecessary function attributes

2008-07-10 22:21  peter

	* man/chart.RollingStyle.Rd:

	- first draft of documentation

2008-07-10 21:42  peter

	* man/chart.StackedBar.Rd:

	- added cex.axis

2008-07-10 21:42  peter

	* R/chart.StackedBar.R:

	- adjustments to margins again
	- added cex.axis for sizing axis text

2008-07-10 21:35  peter

	* man/Style.Rd:

	- minor additions

2008-07-10 21:16  peter

	* man/Style.Rd:

	- first draft of function documentation

2008-07-10 10:24  peter

	* R/chart.StackedBar.R:

	- adjusted bottom margin

2008-07-10 10:03  peter

	* R/chart.StackedBar.R:

	- added legend border color

2008-07-10 09:56  peter

	* R/chart.StackedBar.R:

	- fixed orientation of data issue
	- switched to brute force solution for plotting negative values using barplot

2008-07-09 23:12  peter

	* R/chart.StackedBar.R:

	- fixed to now use barplot to plot negative values correctly (origin = 0)

2008-07-08 21:04  peter

	* man/chart.StackedBar.Rd:

	- fixed references

2008-07-08 20:47  peter

	* man/chart.StackedBar.Rd:

	- first draft of documentation

2008-07-08 20:47  peter

	* R/chart.StackedBar.R:

	- eliminated unnecessary attributes
	- adjusted margins again
	- added element.color to axis

2008-07-07 22:56  peter

	* R/chart.StackedBar.R:

	- switched the orientation of w to better fit typical data structures
	- improved? the calculation for label margins

2008-06-30 22:19  peter

	* man/chart.RiskReturnScatter.Rd:

	- added cex.main

2008-06-30 22:14  peter

	* man/chart.RelativePerformance.Rd:

	- fixed usage line

2008-06-30 22:13  peter

	* man/chart.Scatter.Rd:

	- added cex.main

2008-06-30 21:52  peter

	* man/chart.TimeSeries.Rd:

	- fixed default cex.label to match code

2008-06-30 21:51  peter

	* man/chart.Scatter.Rd:

	- added cex.axis, cex.legend

2008-06-30 21:49  peter

	* man/chart.RiskReturnScatter.Rd:

	- fixed codoc errors

2008-06-30 21:47  peter

	* R/chart.RiskReturnScatter.R:

	- added cex.legend

2008-06-30 16:52  peter

	* R/chart.Histogram.R:

	- changed 'method' to 'methods' in test

2008-06-30 16:42  peter

	* R/TrackingError.R:

	- fixed bad encoding

2008-06-29 23:22  peter

	* R/TrackingError.R:

	- altered calculation to be consistent with Grinold formulation.
	- thanks to Arthur P.Steinmetz (OppenheimerFunds Inc.)

2008-06-29 22:24  peter

	* man/chart.Histogram.Rd:

	- modified 'show.outliers' description

2008-06-29 22:13  peter

	* man/chart.Histogram.Rd:

	- cleaned up example

2008-06-29 22:10  peter

	* R/chart.Histogram.R:

	- VaR not calculated without 'add.risk' method
	- x-axis correctly adjusted with 'add.risk' method
	- chart reset correctly after 'qq.plot' method

2008-06-28 08:59  peter

	* man/KellyRatio.Rd:

	- fixed example

2008-06-28 08:56  peter

	* man/: chart.Histogram.Rd, chart.RelativePerformance.Rd,
	  chart.RiskReturnScatter.Rd, chart.RollingPerformance.Rd,
	  chart.Scatter.Rd, chart.TimeSeries.Rd:

	- fixed codoc problems

2008-06-28 08:55  peter

	* R/chart.TimeSeries.R:

	- added cex.labels attribute

2008-06-25 22:00  peter

	* man/chart.SnailTrail.Rd:

	- added keywords

2008-06-25 21:07  peter

	* R/chart.RollingMean.R:

	- changed 'stdev' to 'sd'

2008-06-25 21:05  peter

	* man/chart.QQPlot.Rd:

	- loaded fBasics in example

2008-06-25 21:03  peter

	* man/chart.QQPlot.Rd:

	- added reference to 'MASS' package in example

2008-06-25 21:00  peter

	* R/chart.Histogram.R:

	- changed 'stdev' to 'sd'

2008-06-25 20:46  peter

	* R/chart.SnailTrail.R, man/chart.SnailTrail.Rd:

	- removed 'first' attribute

2008-06-25 20:42  peter

	* DESCRIPTION:

	- added 'fPortfolio' to 'Suggests'

2008-06-25 20:42  peter

	* R/VaR.Marginal.R:

	- added package test for 'fPortfolio'

2008-06-25 18:07  brian

	* R/: kurtosis.R, skewness.R:

	- update functions to deal with multi-column zoo/xts data

2008-06-25 16:56  brian

	* man/: edhec.Rd, managers.Rd:

	- add note about updating the data periodically

2008-06-25 08:50  brian

	* R/kurtosis.R, R/skewness.R, man/kurtosis.Rd, man/skewness.Rd:

	- initial commit of skewness and kurtosis functions and documentation ported from RMetrics package fUtilities

2008-06-24 22:51  peter

	* DESCRIPTION:

	- moved Hmisc to 'Suggests'

2008-06-24 22:50  peter

	* R/Omega.R:

	- added package test for Hmisc

2008-06-24 22:48  peter

	* R/chart.ECDF.R:

	- added copyright and CVS log

2008-06-24 22:35  peter

	* R/: download.RiskFree.R, download.SP500PriceReturns.R:

	- added package test for 'tseries'

2008-06-24 22:34  peter

	* DESCRIPTION:

	- moved rarely used packages from Depends to Suggests

2008-06-24 22:33  peter

	* R/chart.QQPlot.R:

	- changed package test to load MASS quietly

2008-06-24 22:31  peter

	* R/chart.Histogram.R:

	- changed package test to load quietly

2008-06-24 21:07  peter

	* DESCRIPTION:

	- moved packages to suggests
	- added 'sn'

2008-06-24 16:55  brian

	* R/VaR.CornishFisher.R:

	- remove excess parenthesis in Zcf
	  - report and patch credit to Enrique Bengoechea Bartolome
	- fix sign for left tail assymetry
	  - credit Kris Boudt

2008-06-23 22:22  peter

	* man/chart.SnailTrail.Rd:

	- cleaned up example

2008-06-23 22:18  peter

	* man/chart.QQPlot.Rd:

	- fixed example

2008-06-23 21:31  peter

	* man/chart.RiskReturnScatter.Rd:

	- fixed description of 'method'

2008-06-23 21:26  peter

	* R/chart.SnailTrail.R:

	- changed 'add.labels' to 'add.names' to be consistent with chart.RiskReturnScatter

2008-06-23 21:02  peter

	* man/chart.SnailTrail.Rd:

	- created stub documentation

2008-06-23 20:56  peter

	* man/BetaCoMoments.Rd:

	- fixed notation

2008-06-23 20:54  peter

	* man/CAPM.beta.Rd:

	- added aliases

2008-06-23 20:52  peter

	* man/SmoothingIndex.Rd:

	- added neg.thetas = FALSE to usage

2008-06-23 20:50  peter

	* man/TreynorRatio.Rd:

	- fixed example

2008-06-23 20:08  peter

	* man/BetaCoMoments.Rd:

	- added aliases

2008-06-23 20:05  peter

	* man/SmoothingIndex.Rd:

	- improved descriptive text and cleaned up encoding, special chars

2008-06-23 19:48  peter

	* man/BetaCoMoments.Rd:

	- fixed file encoding problems

2008-06-23 19:41  peter

	* R/CoMoments.R:

	- changed 'warn' to 'warning'

2008-06-23 19:39  peter

	* man/CAPM.beta.Rd:

	- fixed syntax error

2008-06-23 19:37  peter

	* R/chart.SnailTrail.R:


	- added code for tracking changing risk and return through time on scatter

2008-06-22 21:41  peter

	* R/chart.RollingPerformance.R:

	- added ylimit to include zero

2008-06-22 21:35  peter

	* R/chart.Histogram.R:

	- added note line text size attribute
	- added check for 'sn' library

2008-06-22 21:32  peter

	* R/CoMoments.R:

	- renamed inputs to be consistent with package

2008-06-22 21:05  peter

	* man/BetaCoMoments.Rd:

	- addition of documentation for beta co-moment calculations

2008-06-22 21:04  peter

	* man/CoMoments.Rd:

	- revision of the higher co-moment documentation

2008-06-19 21:04  peter

	* man/CoMoments.Rd:

	- removed special chars

2008-06-19 07:51  peter

	* man/CoMoments.Rd:

	- added documentation and detail on comoments

2008-06-18 22:54  peter

	* R/CoMoments.R:

	- added data check and NA removal to comoment calcs

2008-06-18 22:15  peter

	* man/SmoothingIndex.Rd:

	- added detail to documentation

2008-06-18 22:00  peter

	* man/CAPM.beta.Rd:

	- added conditional betas and timing ratio to documentation
	- expanded examples
	- added reference

2008-06-18 17:24  brian

	* man/CAPM.beta.Rd:

	- add \alian and \usage for CAPM.beta.bear and CAPM.beta.bull functions

2008-06-18 17:18  brian

	* man/BetaCoMoments.Rd:

	- initial commit of documentation stubs for beta co-moments functions

2008-06-18 17:12  brian

	* man/CoMoments.Rd:

	- initial commit of co-moments documentation

2008-06-18 09:51  peter

	* R/SmoothingIndex.R:

	- added a switch for removing negative autocorrelation

2008-06-18 09:47  peter

	* man/TreynorRatio.Rd:

	- cleaned up example

2008-06-18 09:46  peter

	* man/SmoothingIndex.Rd:

	- fixed bug in example

2008-06-02 11:05  brian

	* R/: ActivePremium.R, CAPM.alpha.R, CAPM.beta.R, CAPM.utils.R,
	  CalmarRatio.R, CoMoments.R, DownsideDeviation.R, Drawdowns.R,
	  InformationRatio.R, KellyRatio.R, Omega.R, Return.Geltner.R,
	  Return.annualized.R, Return.calculate.R, Return.cumulative.R,
	  Return.excess.R, Return.read.R, SemiDeviation.R, SharpeRatio.R,
	  SharpeRatio.annualized.R, SharpeRatio.modified.R, SortinoRatio.R,
	  StdDev.annualized.R, TrackingError.R, TreynorRatio.R,
	  UpDownRatios.R, UpsidePotentialRatio.R, VaR.Beyond.R,
	  VaR.CornishFisher.R, VaR.Marginal.R, apply.fromstart.R,
	  apply.rolling.R, chart.Bar.R, chart.BarVaR.R, chart.Boxplot.R,
	  chart.Correlation.R, chart.Correlation.color.R,
	  chart.CumReturns.R, chart.Drawdown.R, chart.Histogram.R,
	  chart.QQPlot.R, chart.Regression.R, chart.RelativePerformance.R,
	  chart.RiskReturnScatter.R, chart.RollingCorrelation.R,
	  chart.RollingMean.R, chart.RollingPerformance.R,
	  chart.RollingRegression.R, chart.Scatter.R, chart.TimeSeries.R,
	  charts.PerformanceSummary.R, charts.RollingPerformance.R,
	  charts.RollingRegression.R, checkData.R, cummax.column.R,
	  cumprod.column.R, download.RiskFree.R,
	  download.SP500PriceReturns.R, findDrawdowns.R, legend.R,
	  maxDrawdown.R, mean.utils.R, moment.fourth.R, moment.third.R,
	  rollingRegression.R, rollingStat.R, sortDrawdowns.R,
	  table.AnnualizedReturns.R, table.Arbitrary.R,
	  table.Autocorrelation.R, table.CAPM.R, table.CalendarReturns.R,
	  table.Correlation.R, table.DownsideRisk.R, table.Drawdowns.R,
	  table.HigherMoments.R, table.MonthlyReturns.R,
	  table.RollingPeriods.R:

	- update copyright to 2004-2008

2008-06-02 10:25  peter

	* R/apply.fromstart.R:

	- fixed multicolumn support

2008-05-13 21:38  peter

	* man/chart.Regression.Rd:

	- updated fit documentation

2008-05-13 21:34  peter

	* man/chart.Regression.Rd:

	- added missing attributes

2008-05-13 21:31  peter

	* man/chart.Regression.Rd:

	- cleaned up example

2008-05-13 21:21  peter

	* man/chart.Correlation.Rd:

	- removed 'y' arguement from documentation

2008-05-13 20:59  peter

	* man/PerformanceAnalytics-internal.Rd:

	- added missing attributes for box.lty, box.lwd

2008-05-07 17:54  brian

	* R/CoMoments.R:

	- add parens to denominator in centeredcomoment fn

2008-05-07 17:05  brian

	* R/CoMoments.R:

	- replace with centeredmoment function that is multi-column aware via apply

2008-05-07 16:41  brian

	* man/: BetaCoKurtosis.Rd, BetaCoSkewness.Rd, BetaCoVariance.Rd,
	  CoKurtosis.Rd, CoSkewness.Rd:

	- remove old (broken) univatiate function, replaced by functions in CoMoments.R

2008-05-07 16:40  brian

	* R/: BetaCoKurtosis.R, BetaCoSkewness.R, BetaCoVariance.R,
	  CoKurtosis.R, CoSkewness.R:

	- remove old (broken) CoMoment functions, replaced with CoMoments.R

2008-05-07 16:38  brian

	* R/MultivariateMoments.R:

	- update header, footer, and licencing to reflect moving into PerformanceAnalytics

2008-05-07 16:30  peter

	* R/CoMoments.R:

	- repair to centeredcomoment normalization suggested by Kris in 2008-01-23 email

2008-04-17 22:59  peter

	* R/chart.RollingStyle.R:

	- added na.omit to avoid problems with missing data

2008-04-17 22:58  peter

	* R/chart.Style.R:

	- reduced to a wrapper to chart.StackedBar

2008-04-17 22:56  peter

	* R/chart.StackedBar.R:

	- added a legend at the bottom
	- added smarts for displaying single column or stacked
	- made bottom margin sensitive to length of label names

2008-04-17 22:52  peter

	* R/: charts.RollingPerformance.R, charts.RollingRegression.R:

	- added par to reset layout to default

2008-04-17 22:51  peter

	* R/charts.PerformanceSummary.R:

	- added par to reset graphics layout to default

2008-04-17 22:51  peter

	* R/chart.Scatter.R:

	- added cex attributes

2008-04-17 22:47  peter

	* R/chart.RollingPerformance.R:

	- added cex attributes for formatting

2008-04-17 22:41  peter

	* R/chart.RiskReturnScatter.R:

	- added cex attributes for passing in formatting changes

2008-04-17 22:38  peter

	* R/chart.Regression.R:

	- fixed x-axis
	- added method for conditional beta lines
	- added notes for extending fct to gauging market timing

2008-04-17 22:33  peter

	* R/chart.ACFplus.R:

	- added par to reset graphics back to default layout

2008-04-17 22:27  peter

	* R/CAPM.beta.R:

	- converted checkData to use zoo
	- added functions for conditional beta calcs: beta.bear, beta.bull, and timingRatio

2008-02-26 22:05  peter

	* R/chart.Style.R:

	- added 'leverage' tag to eliminate sum to one constraint
	- added cex.names for controlling size of xaxis labels

2008-02-26 22:04  peter

	* R/style.fit.R:

	- added 'leverage' attribute to remove sum to one constraint

2008-02-26 22:02  peter

	* R/style.QPfit.R:

	- added 'leverage' tag for ignoring sum to one constraint

2008-02-26 22:01  peter

	* R/chart.StackedBar.R:

	- added cex.names for sizing xaxis tags

2008-02-25 22:56  peter

	* R/chart.StackedBar.R:

	- fixed label calculation to handle correct dimension

2008-02-25 22:49  peter

	* R/chart.Style.R:

	- handles single column fits better

2008-02-25 22:39  peter

	* R/chart.Style.R:

	- moved legend and margin control into chart.StackedBar
	- handles multiple columns

2008-02-25 22:38  peter

	* R/chart.StackedBar.R:

	- now handles multiple columns for fund
	- legend "under" draws correctly
	- bottom margin fits to text with cex=1

2008-02-22 23:55  peter

	* R/chart.RollingStyle.R:

	- chart demonstrating fund exposures through time

2008-02-22 23:54  peter

	* R/chart.StackedBar.R:

	- primitive for weight displays and other charts

2008-02-22 23:35  peter

	* R/chart.Style.R:

	- set ylim more sensibly depending on method

2008-02-22 23:32  peter

	* R/chart.Style.R:

	- simple bar chart of a fund's exposures to a set of factors, as determined
	by style.fit

2008-02-22 21:45  peter

	* R/style.QPfit.R:

	- fixed output labels

2008-02-22 21:29  peter

	* R/style.fit.R:

	- first commit of a function that handles looping for multiple funds
	- calculates weights and fit for three methods: constrained, unconstrained
	and normalized

2008-02-22 16:07  peter

	* R/style.QPfit.R:

	- added R-squared and adjusted R-squared calcs

2008-02-21 21:47  peter

	* R/style.QPfit.R:

	- added example to comments

2008-02-21 21:41  peter

	* R/style.QPfit.R:

	- first draft of a function for style fitting with constrained weights

2008-02-14 22:22  peter

	* R/chart.RelativePerformance.R:

	- added lty parameters to plot and legend

2008-02-14 22:21  peter

	* R/chart.TimeSeries.R:

	- added parameters for legend management

2008-02-14 22:20  peter

	* R/legend.R:

	- parameterized box color separately from background elements

2008-01-23 04:17  kris

	* R/CoMoments.R:

	Make a clear separation between function applicable to univariate and multivariate series

2008-01-20 06:07  kris

	* R/: MultivariateMoments.R, multivariate_moments.R:

	Changed function definitions in optim_functions.R and updated the function calls in optimizer.R to these functions

2008-01-20 00:30  brian

	* R/: MultivariateMoments.R, multivariate_moments.R:

	- Initial Revision

2008-01-17 22:05  peter

	* R/chart.Correlation.R:

	- fixed missing values in density
	- removed y as unnecessary parameter

2008-01-15 15:06  peter

	* R/chart.Histogram.R:

	- fixed ylim for probability T or F

2008-01-15 14:22  peter

	* R/chart.Histogram.R:

	- fixed ylim setting calculation

2008-01-03 07:53  brian

	* man/chart.RegressionDiagnostics.Rd:

	- renamed function charts.RegressionDiagnostics because it is a multipanel plot

2007-12-29 15:18  brian

	* ChangeLog:

	- Initial Revision of ChangeLog for PerformanceAnalytics package 0.9.6

2007-12-29 15:17  brian

	* inst/doc/:
	  PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  PerformanceAnalyticsPresentation-UseR-2007.Rnw:

	- add drop=F in tableCAPM to pass R CMD build

2007-12-29 14:33  tag v0_9_6-2007-12-29

2007-12-29 14:33  brian

	* DESCRIPTION, man/PerformanceAnalytics-package.Rd:

	- bump version to 0.9.6

2007-12-29 14:32  brian

	* man/chart.QQPlot.Rd:

	- fix LaTeX error for R CMD check

2007-12-29 13:58  brian

	* man/chart.QQPlot.Rd:

	- minor update to reference wording

2007-12-29 13:54  peter

	* man/chart.QQPlot.Rd:

	- referenced car package and filled in documentation

2007-12-29 13:34  brian

	* man/chart.ECDF.Rd:

	- minor change in escape char to pass R CMD check

2007-12-29 13:33  peter

	* man/chart.RollingPerformance.Rd:

	- documented missing parameters

2007-12-29 13:25  peter

	* man/chart.TimeSeries.Rd:

	- added documentation for missing attributes

2007-12-29 13:25  brian

	* R/: VaR.CornishFisher.R, chart.Histogram.R:

	- minor changes to pass R CMD check

2007-12-29 13:24  brian

	* man/: chart.ECDF.Rd, chart.Histogram.Rd,
	  table.Autocorrelation.Rd:

	- minor updates to pass R CMD check

2007-12-29 09:46  peter

	* man/chart.ECDF.Rd:

	- fixed latex issue

2007-12-29 09:44  peter

	* man/SmoothingIndex.Rd:

	- fixed encoding issue

2007-12-29 09:38  peter

	* R/chart.Regression.R:

	- fixed switch statement

2007-12-29 08:53  peter

	* man/chart.Boxplot.Rd:

	- minor edits to text

2007-12-29 08:50  peter

	* man/: chart.ECDF.Rd, SmoothingIndex.Rd:

	- first draft of function documentation

2007-12-29 08:46  peter

	* man/table.Autocorrelation.Rd:

	- first draft of documentation

2007-12-29 08:43  peter

	* man/chart.Regression.Rd:

	- first draft of documentation for the function

2007-12-29 08:32  brian

	* man/chart.Boxplot.Rd:

	- minor text updates

2007-12-29 08:30  brian

	* man/chart.Boxplot.Rd:

	- update \item descriptions with common parameters
	- add description and references

2007-12-29 08:01  brian

	* man/table.Autocorrelation.Rd:

	- update \item descriptions with common parameters
	- add description and references

2007-12-29 07:56  brian

	* man/chart.ECDF.Rd:

	- update \item descriptions with common parameters
	- add description and references

2007-12-29 07:43  brian

	* man/chart.Regression.Rd:

	- update \item descriptions with common parameters

2007-12-28 13:59  brian

	* man/: Return.read.Rd, chart.ECDF.Rd, chart.Histogram.Rd,
	  chart.QQPlot.Rd, chart.Regression.Rd,
	  chart.RelativePerformance.Rd, chart.RollingRegression.Rd,
	  chart.TimeSeries.Rd, charts.RollingPerformance.Rd, cum.utils.Rd,
	  mean.utils.Rd, table.Autocorrelation.Rd:

	- update \usage \item and \keyword to pass R CMD CHECK

2007-12-28 11:51  brian

	* man/: PerformanceAnalytics-package.Rd, Return.read.Rd,
	  chart.Boxplot.Rd, chart.Histogram.Rd, chart.RollingRegression.Rd,
	  chart.TimeSeries.Rd:

	- usage and item changes to pass R CMD CHECK

2007-12-27 16:25  peter

	* man/chart.ACF.Rd:

	- added title
	- fixed utf8 character

2007-12-27 16:19  peter

	* man/Return.read.Rd:

	- fixed closing brace

2007-12-27 16:17  peter

	* man/Return.read.Rd:

	- first draft of function documentation

2007-12-27 16:14  brian

	* man/: charts.RollingPerformance.Rd, checkData.Rd:

	- fix usage to match current function

2007-12-27 16:10  brian

	* man/: chart.RollingRegression.Rd, chart.TimeSeries.Rd:

	- fix usage to match current function

2007-12-27 16:07  brian

	* man/: chart.QQPlot.Rd, chart.RelativePerformance.Rd:

	- fix usage to match current function

2007-12-27 16:03  brian

	* man/chart.Correlation.color.Rd:

	- add usage and item for 'use' parameter

2007-12-27 15:59  brian

	* man/chart.Boxplot.Rd:

	- update item and usage to match current function

2007-12-27 15:58  brian

	* R/SmoothingIndex.R:

	- chnage ra to Ra to match usage in the rest of the package

2007-12-27 15:53  peter

	* R/rollingCorrelation.R, R/rollingFunction.R,
	  man/rollingCorrelation.Rd, man/rollingFunction.Rd:

	- deprecated, use rollapply instead

2007-12-27 15:50  peter

	* R/: rollingFunction.R, rollingCorrelation.R:

	- replaced 'n' with 'width'

2007-12-27 15:46  brian

	* man/Return.read.Rd:

	- fix usage for R CMD check

2007-12-27 15:43  brian

	* man/Return.annualized.Rd:

	- fix deqn LaTeX error

2007-12-27 15:26  brian

	* man/table.Arbitrary.Rd:

	- update documentation to reflect inability to pass different parameters to same function

2007-12-27 15:20  peter

	* man/chart.ACF.Rd:

	- completed first draft of function documentation

2007-12-27 15:12  brian

	* man/table.Arbitrary.Rd:

	- update usage and alias to reflect function name change from statsTable to table.Arbitrary

2007-12-27 15:05  brian

	* man/chart.ACFplus.Rd:

	- removed, added alias to this function in chart.ACF.Rd

2007-12-27 15:04  brian

	* man/chart.ACF.Rd:

	- add alias for chart.ACFplus and document standard items

2007-12-27 14:59  peter

	* R/table.Arbitrary.R:

	- cleaned out commented lines

2007-12-27 14:55  brian

	* man/: chart.ACF.Rd, chart.ACFplus.Rd, chart.ECDF.Rd,
	  chart.Regression.Rd, table.Autocorrelation.Rd:

	- initial commit of documentation stubs created with prompt() command

2007-12-27 14:54  peter

	* R/table.Arbitrary.R:

	- renamed function from statsTable
	- added wrapper

2007-12-27 14:46  peter

	* R/table.Arbitrary.R:

	- fixed bug to calculate number of columns

2007-12-27 14:41  brian

	* R/chart.Regression.R:

	- fix switch syntax error

2007-12-27 14:36  brian

	* R/chart.Regression.R:

	- change fit to use a list and a switch

2007-12-27 14:19  brian

	* R/chart.Correlation.color.R, man/chart.Correlation.color.Rd:

	- remove unused parameter 'new'

2007-12-27 14:13  peter

	* R/table.Autocorrelation.R:

	- fixed F for FALSE

2007-12-27 14:11  peter

	* R/chart.Histogram.R:

	- fixed F for FALSE in function call

2007-12-27 13:51  brian

	* man/SmoothingIndex.Rd:

	- initial commit of adaptation to Getmansky smotting index

2007-12-27 13:03  brian

	* R/chart.Regression.R:

	- change function name from chart.MultiScatter to chart.Regression in prep for public release

2007-12-27 12:45  peter

	* R/chart.Correlation.color.R:

	- added parameter for passing to cor

2007-12-27 12:44  peter

	* R/chart.Correlation.R:

	- added option for passing parameters to cor, including
	"pairwise.complete.obs"

2007-12-27 12:43  peter

	* R/chart.RelativePerformance.R:

	- added solid reference line

2007-12-27 12:42  peter

	* R/chart.Histogram.R:

	- shrank text labels for event lines

2007-12-27 12:40  peter

	* R/SmoothingIndex.R:

	- fixed theta calculations

2007-12-06 15:39  peter

	* R/chart.Histogram.R:

	- added stable fit using fBasics functions

2007-12-06 15:38  peter

	* R/chart.QQPlot.R:

	- replaced core code with John Fox's qq.plot internals
	- makes error bands available
	- allows multiple distribution fitting

2007-11-26 16:49  brian

	* man/VaR.CornishFisher.Rd:

	- update Zangari reference
	- update equations to match other notation

2007-11-22 22:28  peter

	* R/chart.Histogram.R:

	- added margin to histogram bars for ylim

2007-11-21 23:32  peter

	* R/chart.Histogram.R:

	- fixed ylim to show height of histogram bars

2007-11-21 23:18  peter

	* R/chart.Histogram.R:

	- added 'elementcolor' parameter

2007-11-21 23:16  peter

	* R/chart.Histogram.R:

	- added log-normal fit, although requires positive numbers only

2007-11-21 22:55  peter

	* R/chart.Histogram.R:

	- fixed xlab for add.cauchy

2007-11-21 22:52  peter

	* R/chart.Histogram.R:

	- added fit for skew t
	- fixed ylim for cauchy
	- unified fit across x axis

2007-11-20 23:32  peter

	* R/chart.QQPlot.R:

	- fixed title

2007-11-20 23:31  peter

	* R/chart.QQPlot.R:

	- added fitting for norm, lnorm, cauchy, and sst distributions

2007-11-20 17:13  brian

	* R/VaR.CornishFisher.R:

	- fix warnings for unreasonable results
	- use negative mean to calculate for tail risk

2007-11-20 15:19  peter

	* R/chart.Histogram.R:

	- added p attribute for passing in risk calculation parameter

2007-11-19 15:06  peter

	* R/chart.ECDF.R:

	- plots a fitted ECDF line to the sorted data

2007-11-18 21:43  peter

	* R/charts.RollingRegression.R:

	- removed event.labels from lower charts

2007-11-18 21:42  peter

	* R/chart.TimeSeries.R:

	- title will no longer be set to default text, will use column name instead

2007-11-18 21:40  peter

	* R/chart.Histogram.R:

	- smoothed out the density line for smaller data sets
	- added parameter for showing all data points rather than center

2007-11-18 21:38  peter

	* R/chart.Regression.R:

	- allow cex to be passed through correctly

2007-11-18 08:28  peter

	* R/chart.Bar.R:

	- squared off the bar ends

2007-11-07 23:04  peter

	* R/chart.TimeSeries.R:

	- added support for other time formats

2007-10-18 08:56  peter

	* R/checkData.R:

	- fixed error labeling data without columnnames

2007-10-10 22:56  peter

	* R/chart.RollingCorrelation.R:

	- fixed so that it will handle zoo objects with yearmon dates

2007-10-10 22:53  peter

	* R/chart.RollingRegression.R:

	- fixed bug for handling yearmon class dates in zoo object

2007-10-10 22:33  peter

	* inst/doc/PA-charts.Rnw:

	- added drop=FALSE to Rf for table.CAPM

2007-10-10 22:22  peter

	* R/DownsideDeviation.R:

	- fixed "subset" to use r instead of R

2007-10-10 22:21  peter

	* R/SemiDeviation.R:

	- fixed return so that method was being passed to DownsideDeviation

2007-10-09 20:58  peter

	* R/chart.ACF.R:

	- adding similar chart to chart.ACFplus, with stripped down ACF chart

2007-10-04 22:24  peter

	* R/table.Autocorrelation.R:

	- first commit of lag-6 autocorrelation coefficient with Q-stat p-value table

2007-10-02 21:46  peter

	* R/chart.RiskReturnScatter.R:

	- colors and symbol sets now stretched to match the number of columns
	- name text colors prints backwards to match the order of the dots

2007-10-02 21:44  peter

	* R/: charts.RollingRegression.R, charts.RollingPerformance.R:

	- legend will be hidden by default
	- legend location can be passed in through legend.loc parameter

2007-10-02 21:43  peter

	* R/checkData.R:

	- single column zoo objects will have the time class and order preserved
	- yearmon class should be ordered correctly as a result

2007-09-26 22:03  peter

	* R/chart.ACFplus.R:

	- first commit of ACF and PACF paired chart

2007-09-25 22:33  peter

	* R/chart.Histogram.R:

	- no longer clobbers xlim when passed in from function

2007-09-25 22:13  peter

	* R/chart.Regression.R:

	- added a spline fit
	- switched the order of the lowess fit variables

2007-09-25 21:59  peter

	* R/chart.QQPlot.R:

	- changed chart elements to be consistent with other chart

2007-09-25 21:56  peter

	* R/chart.Boxplot.R:

	- changed zero line to solid
	- removed subtitles

2007-09-25 21:54  peter

	* R/Return.excess.R:

	- fixed labeling problem in multi-column asset results

2007-09-24 23:29  peter

	* R/checkData.R:

	- added data.frame as method

2007-09-24 23:28  peter

	* R/chart.Boxplot.R:

	- added overplot of mean
	- sort.by for mean, median, variance
	- as.Tufte for cleaner charts
	- set color by bar
	- cleaned up labeling

2007-09-23 21:50  peter

	* R/charts.PerformanceSummary.R:

	- cleaned up spacing in title

2007-09-23 21:49  peter

	* R/chart.RiskReturnScatter.R:

	- chart elements now consistent with time series charts
	- prints columns backwards so that earlier columns printed on top of later
	- return axis now unbounded below zero, although it will show zero
	- zero return line drawn if min is not zero

2007-09-23 21:35  peter

	* R/chart.Histogram.R:

	- chart elements now set to similar defaults as time series charts
	- xlim settings now conditioned on methods

2007-09-23 21:32  peter

	* R/Return.read.R:

	- added check.names as a parameter
	- set default so that names are not checked
	- spaces will not be replaced by dots in column names by default

2007-09-20 07:20  brian

	* R/HerfindahlIndex.R:

	- removed because of faulty work by EDHEC

2007-09-17 23:05  peter

	* man/HerfindahlIndex.Rd:

	- removed because measure is of marginal utility

2007-09-17 22:33  peter

	* man/chart.Histogram.Rd:

	- added "none" to methods list

2007-09-17 22:33  peter

	* man/charts.PerformanceSummary.Rd:

	- fixed typo

2007-09-17 22:27  peter

	* man/chart.Histogram.Rd:

	- changed function list to include NULL default

2007-09-17 22:26  peter

	* man/charts.PerformanceSummary.Rd:

	- added new parameters to documentation

2007-09-17 22:26  peter

	* man/StdDev.annualized.Rd:

	- changed default for rm.na to TRUE to match function

2007-09-17 22:25  peter

	* man/Return.calculate.Rd:

	- fixed example

2007-09-17 22:24  peter

	* man/InformationRatio.Rd:

	- fixed example to use managers

2007-09-17 22:24  peter

	* R/chart.Histogram.R:

	- default for methods is now NULL

2007-09-13 21:04  peter

	* R/chart.Histogram.R:

	- commented need for adding MASS as a dependency

2007-09-13 21:03  peter

	* R/CAPM.beta.R:

	- altered error message to correct syntax matching in editor

2007-09-13 21:01  peter

	* data/edhec.rda:

	- transformed to a zoo object

2007-09-13 20:58  peter

	* man/: ActivePremium.Rd, CAPM.alpha.Rd, CAPM.beta.Rd,
	  InformationRatio.Rd, SharpeRatio.annualized.Rd, VaR.Marginal.Rd,
	  chart.TimeSeries.Rd:

	- fixed example

2007-09-10 22:03  peter

	* R/Return.Geltner.R:

	- fixed na.omit for column zoo object

2007-09-10 21:52  peter

	* R/Return.Geltner.R:

	- removed the clever bits and calculate the hard way
	- row and column names work

2007-09-05 17:37  peter

	* R/SmoothingIndex.R:

	- first draft of the so-called Herfindahl index based on an MA(2) fit

2007-09-03 23:35  peter

	* man/HerfindahlIndex.Rd:

	- added commentary about interpretation
	- added notes about appropriate reference

2007-09-03 21:12  brian

	* R/VaR.CornishFisher.R:

	- add eval to if statement for Sweave pickiness

2007-09-01 20:51  peter

	* R/table.CalendarReturns.R:

	- puts NAs where data is missing, rather than zeros

2007-09-01 14:43  brian

	* man/Return.Geltner.Rd:

	- replace \psi with \rho to match common time series notation

2007-09-01 14:05  brian

	* man/Return.Geltner.Rd:

	- initial revision of Geltner Returns documentation

2007-09-01 11:29  brian

	* R/Return.Geltner.R:

	- initial revision of Geltner Returns function
	- seems to only work on rectangular multicolumn inputs
	- may lose rownames

2007-08-31 23:05  brian

	* R/HerfindahlIndex.R:

	- remove squred returns, that was just a test
	  nothing to see here, move along

2007-08-31 22:06  brian

	* R/HerfindahlIndex.R:

	- change F to FALSE for R CMD check

2007-08-31 17:42  brian

	* man/HerfindahlIndex.Rd:

	- initial revision of documentation for Herfindahl Autocorrelation Index

2007-08-31 17:12  brian

	* R/HerfindahlIndex.R:

	- initial revision of Herfindahl autocorrelation index

2007-08-30 07:19  brian

	* R/CAPM.beta.R:

	- change quoting to clean up syntax

2007-08-30 07:18  brian

	* R/TreynorRatio.R:

	- add passing of dots

2007-08-28 22:17  peter

	* R/table.DownsideRisk.R:

	- fixed NA removal problems
	- fixed rounding issue with Rf labels in table

2007-08-28 09:56  peter

	* R/VaR.Beyond.R:

	- added na.omit to column processing
	- added rowname when multiple columns are returned

2007-08-27 09:30  peter

	* data/managers.rda:

	- converted to zoo object with yearmon formatted time slot

2007-08-27 06:59  brian

	* man/SharpeRatio.modified.Rd:

	- add note on scaling

2007-08-26 05:01  brian

	* R/StdDev.annualized.R:

	- code comment and indentation cleanup, no functional change

2007-08-26 04:54  brian

	* R/StdDev.annualized.R:

	- simplify recursion to eliminate possibility of endless loop

2007-08-25 17:55  brian

	* R/StdDev.annualized.R:

	- modify to mimic class behavior of sd function
	  should handle both single and multicolumn data smoothly now

2007-08-23 23:02  peter

	* R/chart.Histogram.R:

	- labels now work for note.lines

2007-08-23 22:54  peter

	* R/chart.Histogram.R:

	- added arbitrary lines and labels
	- labeling doesn't work yet

2007-08-23 22:18  peter

	* R/chart.Histogram.R:

	- added cauchy fit

2007-08-23 20:43  peter

	* R/chart.Histogram.R:

	- beautified format of vertical lines for add.risk

2007-08-22 21:12  peter

	* R/charts.PerformanceSummary.R:

	- added legend.loc as parameter so that legend can be shut off or moved
	in top chart

2007-08-20 16:06  peter

	* R/chart.TimeSeries.R:

	- using range function's na.rm flag to get correct NA behavior

2007-08-20 16:04  peter

	* R/chart.BarVaR.R:

	- added as.Date because merge.zoo is not behaving as expected when date
	  formats are not consistent

2007-08-20 16:03  peter

	* R/apply.fromstart.R:

	- moved as.Date transformations

2007-08-16 09:58  peter

	* man/chart.CumReturns.Rd:

	- fixed example by adding drop=FALSE

2007-08-16 09:48  peter

	* R/table.HigherMoments.R:

	- added checkData for rf

2007-08-16 09:47  peter

	* R/table.DownsideRisk.R:

	- added subset handling for when rf is a time series rather than a point
	est

2007-08-16 09:41  peter

	* R/table.AnnualizedReturns.R:

	- NA removal now handled in individual calcs
	- added checkData for rf

2007-08-16 09:29  peter

	* R/chart.RiskReturnScatter.R:

	- modified checkData to return Zoo object
	- added checkData to handle Rf as a time series rather than a point est

2007-08-16 09:27  peter

	* R/StdDev.annualized.R:

	- added NA removal default
	- modified checkData to return a vector

2007-08-16 09:12  peter

	* R/SharpeRatio.annualized.R:

	- added checkData for rf

2007-08-16 09:11  peter

	* R/Return.read.R:

	- clarified comments

2007-08-16 09:10  peter

	* R/Return.annualized.R:

	- updated checkData function

2007-08-16 09:09  peter

	* R/DownsideDeviation.R:

	- added checkData for MAR in case it is a vector of Rf

2007-08-16 09:07  peter

	* man/Return.calculate.Rd:

	- added commentary about using adjusted close prices
	- added better example

2007-08-16 07:58  peter

	* R/checkData.R:

	- fix quote format for sntax highlighting

2007-08-16 07:57  peter

	* R/checkData.R:

	- fix quote format for syntax highlighting

2007-08-15 15:18  brian

	* man/Return.read.Rd:

	- fix keywords for R CMD check

2007-08-15 15:15  brian

	* R/table.Returns.R:

	- remove deprecated table.Returns.R

2007-08-15 15:14  brian

	* R/table.CalendarReturns.R, man/table.CalendarReturns.Rd:

	- add notes on deprecated table.Returns, with wrapper to table.CalendarReturns

2007-08-15 15:10  brian

	* man/PerformanceAnalytics-package.Rd:

	- change references to deprecated table.Returns to table.CalendarReturns

2007-08-15 15:09  brian

	* R/checkData.R:

	- fix quote format for sntax highlighting

2007-08-15 15:08  brian

	* R/CAPM.utils.R:

	- fix warning for quote formatting

2007-08-15 15:05  brian

	* inst/doc/: PA-charts.Rnw,
	  PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  PerformanceAnalyticsPresentation-UseR-2007.Rnw:

	- change references to table.Returns to table.CalendarReturns

2007-08-15 14:42  brian

	* man/Return.read.Rd:

	- initial revision of Rd documentation created via prompt() fn

2007-08-14 22:37  peter

	* R/Return.read.R:

	- first entry in CVS
	- wrapper for read.zoo with a few case conditions for setting defaults

2007-08-14 19:04  peter

	* R/charts.PerformanceSummary.R:

	- aligns the three charts along the start date of the first column of
	data

2007-08-14 18:43  peter

	* R/chart.TimeSeries.R:

	- now uses zoo internally and handles yearmon and yearqtr formatting

2007-08-14 18:20  peter

	* R/Return.excess.R:

	- added conditional labeling to columns

2007-08-14 16:43  peter

	* R/table.CalendarReturns.R:

	- fixed the name of the function

2007-08-14 16:37  peter

	* R/Return.excess.R:

	- removed support for multiple columns in Rf
	- now works for numeric Rf

2007-08-14 16:30  peter

	* man/SharpeRatio.Rd:

	- modification to the Ra selected in the example

2007-08-14 16:17  peter

	* man/SharpeRatio.Rd:

	- fixed examples

2007-08-14 16:03  peter

	* R/CAPM.utils.R:

	- changed checkData to use zoo instead of vector

2007-08-14 15:53  peter

	* R/CAPM.utils.R:

	- changed rf to mean(rf) in CAPM.CML

2007-08-14 15:31  peter

	* man/CAPM.utils.Rd:

	- changed drop=F to drop=FALSE

2007-08-14 15:27  peter

	* man/CAPM.utils.Rd:

	- re-wrote examples to use managers data

2007-08-14 15:19  peter

	* man/CAPM.utils.Rd:

	- fixed examples

2007-08-13 20:19  peter

	* R/Return.excess.R:

	- function handles multiple columns for both R and Rf

2007-08-13 15:17  peter

	* man/Return.excess.Rd:

	- fixed the example

2007-08-11 11:57  peter

	* R/table.CalendarReturns.R:

	- replaces table.Returns.R

2007-08-11 11:56  peter

	* man/table.CalendarReturns.Rd:

	- replaced table.Returns.Rd

2007-08-11 11:55  peter

	* man/table.Returns.Rd:

	- removing from CVS in favor of table.CalendarReturns.Rd

2007-08-08 10:28  peter

	* inst/doc/PerformanceAnalyticsPresentation-UseR-2007.Rnw:

	- fixed typos

2007-08-07 23:59  peter

	* inst/doc/PerformanceAnalyticsPresentation-UseR-2007.Rnw:

	- aarrrgggghhhh
	- added returns slide, fixed some formatting

2007-08-07 07:32  brian

	* inst/doc/PerformanceAnalyticsPresentation-UseR-2007.Rnw:

	- Initial Revision of Presentation for UseR! 2007 Ames, Iowa

2007-08-04 10:15  brian

	* R/download.SP500PriceReturns.R:

	- use Return.calculate() fn instead of deprecated CalculateReturns() fn

2007-08-04 10:06  brian

	* R/Return.calculate.R, man/Return.calculate.Rd:

	- change primary function name to Return.calculate
	- provide alias to old fn name CalculateReturns
	- rename in CVS

2007-08-03 09:58  brian

	* R/: DownsideDeviation.R, SemiDeviation.R:

	- add use of length of full series or subset below MAR
	- set proper values for SemiVariance(subset), and SemiDeviation(full)
	- allow DownsideDeviation user to choose, default method="full"

2007-08-03 09:56  brian

	* man/: DownsideDeviation.Rd, SemiDeviation.Rd:

	- remove SemiDeviation.Rd, replace with expanded discussion in
	DownsideDeviation
	- add discussion of use of length of subset vs full return series

2007-07-30 14:06  brian

	* R/VaR.CornishFisher.R, man/VaR.CornishFisher.Rd:

	- fix typo in equation identified by Samantha Kumaran

2007-07-25 22:34  peter

	* R/findDrawdowns.R:

	- fixed error when first period is negative

2007-07-25 10:55  brian

	* man/PerformanceAnalytics-package.Rd:

	- add Khanh Nguyen to thanks for his testing and bug reports

2007-07-14 12:26  brian

	* R/Return.annualized.R:

	- add handling for geometric=FALSE (simple returns)

2007-07-14 12:25  brian

	* man/Return.annualized.Rd:

	add formula for simple return annualization to docs

2007-07-14 12:24  brian

	* R/: cummax.column.R, cumprod.column.R:

	- remove dots from apply to pass R CMD check

2007-07-12 16:54  brian

	* man/SharpeRatio.Rd:

	- update to use sigma of excess returns per Sharpe(1994)

2007-07-12 16:45  brian

	* R/SharpeRatio.R:

	-calculate stddev on excess return to account for a rf series, per Sharpe paper

2007-07-11 10:34  brian

	*
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw:

	- minor formatting updates
	- discussion of perturb/accuracy for data creation

2007-07-11 10:32  brian

	* man/SortinoRatio.Rd:

	- fix formatting of \overline

2007-07-11 10:23  brian

	*
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw:

	- add slides on Downside Deviation and VaR
	- correct other minor errors and formatting

2007-07-10 16:56  brian

	* man/SharpeRatio.modified.Rd:

	- improve formatting of overline

2007-07-10 16:46  brian

	*
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw:

	- fix size of busy ratios slide, using 'shrink', which beamer guide calls 'very evil'

2007-07-10 11:47  brian

	*
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw:

	- add slide on reward/risk ratios: too much text, it runs off the bottom

2007-07-10 11:20  brian

	*
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw:

	- add slide on complex measures included in table.CAPM

2007-07-10 04:13  brian

	* R/: cummax.column.R, cumprod.column.R:

	- comment out old na.rm handling to pass R CMD check

2007-07-10 04:06  brian

	* R/cummax.column.R, R/cumprod.column.R, man/cum.utils.Rd:

	- change parameters to x only, for reconciliation with R core

2007-07-09 08:42  brian

	* R/: cummax.column.R, cumprod.column.R:

	- update to pass R CMD check

2007-07-09 08:41  brian

	* man/: cum.utils.Rd, cummax.column.Rd, cumprod.column.Rd:

	- remove separate cum*.column files and replace with generic cum.utils documentation

2007-07-06 20:23  brian

	*
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw:

	- initial revision of noweb vignette for R/Rmetrics Meielisalp 2007 presentation

2007-07-06 09:12  brian

	* man/VaR.CornishFisher.Rd:

	- correct equation typo pointed out by Denis Musiyichuk <dmusiyichuk@bfinance.com>

2007-07-06 08:40  brian

	* man/VaR.CornishFisher.Rd:

	- correct equation typo pointed out by Denis Musiyichuk <dmusiyichuk@bfinance.com>

2007-06-29 12:55  tag v0_9_5-2007-06-29

2007-06-29 12:55  brian

	* DESCRIPTION, man/PerformanceAnalytics-package.Rd:

	- bump version to 0.9.5

2007-06-29 10:54  peter

	* R/charts.RollingRegression.R:

	- removed plot.new() because it was causing two page pdfs

2007-06-29 10:53  peter

	* R/charts.RollingPerformance.R:

	- removed plot.new() that was causing two page pdfs

2007-06-29 10:52  peter

	* R/charts.PerformanceSummary.R:

	- removed plot.new() that was causing two page pdf files

2007-06-29 07:23  brian

	* inst/doc/PA-charts.Rnw:

	- rearranged preamble so things load in correct order
	- fixed LaTeX errors to pass R CMD build
	- moved abstract to after title

2007-06-28 21:55  peter

	* inst/doc/PA-charts.Rnw:

	- changed data object name from manager.df to manager

2007-06-28 21:51  peter

	* data/managers.rda:

	- changed name of the R object from managers.df to managers

2007-06-28 21:27  brian

	* man/managers.Rd:

	-initial revision of documentation for managers data set

2007-06-28 19:21  brian

	* man/chart.BarVaR.Rd:

	- updates to clean up \usage for R CMD check

2007-06-27 16:30  brian

	* man/VaR.Marginal.Rd:

	-update for default NULL weightingvector

2007-06-27 14:32  brian

	* inst/doc/PA-charts.Rnw:

	 - first cut at Sweave vignette comments and extra needed bits

2007-06-27 14:21  brian

	* R/VaR.Marginal.R:

	- add handling for NULL weightingvector (assume equal weight)

2007-06-27 11:10  peter

	* inst/doc/PA-charts.Rnw:

	- modified to use data(managers.df) command rather than read.csv

2007-06-26 22:55  peter

	* inst/doc/PA-charts.Rnw:

	- added table of contents

2007-06-24 23:18  peter

	* data/managers.csv:

	- CSV version of managers data

2007-06-24 23:18  peter

	* data/managers.rda:

	- jittered manager data

2007-06-24 23:15  peter

	* R/chart.BarVaR.R:

	- made gap default 12 (months)

2007-06-24 09:06  brian

	* man/: PerformanceAnalytics-package.Rd, Return.excess.Rd:

	- fix typos

2007-06-24 09:05  brian

	* R/VaR.Beyond.R, man/VaR.Beyond.Rd:

	- add parameter 'add'

2007-06-23 09:50  brian

	* man/DownsideDeviation.Rd:

	- add references
	- add discussion of using fitted distribution rather than observed returns

2007-06-23 07:33  brian

	* man/CalmarRatio.Rd:

	- add note on three year duration used in most cases

2007-06-23 07:09  brian

	* inst/doc/PerformanceAnalyticsVignette.lyx:

	- will be replaced by a noweb file

2007-06-23 07:06  brian

	* R/CalmarRatio.R, man/CalmarRatio.Rd:

	- initial revision of Calmar and Sterling Ratio functions and docs
	  originally requested by Khanh Nguyen <chaokhanh@yahoo.com>

2007-06-23 05:43  brian

	* man/StdDev.annualized.Rd:

	- minor text clarification

2007-06-23 05:42  brian

	* man/StdDev.annualized.Rd:

	- fix typos
	- add text about the inverse square law

2007-06-21 21:38  brian

	* man/PerformanceAnalytics-package.Rd:

	- add UpsidePotentialRatio references to package introduction

2007-06-21 21:31  brian

	* man/SortinoRatio.Rd:

	- fix quotes

2007-06-21 21:30  brian

	* man/UpsidePotentialRatio.Rd:

	- update equation LaTeX to pass R CMD check

2007-06-21 21:16  brian

	* R/UpsidePotentialRatio.R, man/UpsidePotentialRatio.Rd:

	- initial commit of functions and documentation for Sortino's Upside
	Potential Ratio

2007-06-21 20:01  brian

	* man/: DownsideDeviation.Rd, SortinoRatio.Rd:

	- add equations and additional text

2007-06-21 16:41  brian

	* man/DownsideDeviation.Rd:

	- add Platinga,van der Meer, Sortino 2001 reference

2007-06-21 16:36  brian

	* R/DownsideDeviation.R:

	- fixed to use length of entire series, per Platinga, van der Meer, Sortino 2001

2007-06-21 16:24  brian

	* R/DownsideDeviation.R:

	- update to use length rather than length-1 after reviewing several original Sortino papers

2007-06-20 23:34  peter

	* inst/doc/PA-charts.Rnw:

	- first complete draft of vignette in noweb format for easier editing
	  within kile
	- supercedes lyx versions

2007-06-17 22:36  brian

	* man/: chart.BarVaR.Rd, chart.CumReturns.Rd,
	  charts.PerformanceSummary.Rd:

	- update /usage and /item entries for clarity and to pass check

2007-06-17 22:35  brian

	* R/charts.PerformanceSummary.R:

	- make method argument a list

2007-06-17 22:34  brian

	* R/chart.CumReturns.R:

	- reverse default order of 'begin' argument to match charts.PerformanceSummary

2007-06-17 22:33  brian

	* R/chart.BarVaR.R:

	- use switch for method argument, more efficient

2007-06-17 16:42  brian

	* R/chart.Histogram.R, man/StdDev.annualized.Rd,
	  man/chart.Histogram.Rd:

	- update /usage and /items to pass check

2007-06-07 18:45  brian

	* DESCRIPTION:

	- add URL

2007-06-07 18:45  brian

	* man/VaR.CornishFisher.Rd:

	- add reference to quantile

2007-06-07 18:44  brian

	* man/: StdDev.annualized.Rd, mean.utils.Rd:

	- fix broken \link's

2007-06-07 18:43  brian

	* man/PerformanceAnalytics-internal.Rd:

	- remove defunct \links

2007-06-07 18:42  brian

	* man/PerformanceAnalytics-package.Rd:

	- format urls

2007-06-07 18:42  brian

	* R/chart.Histogram.R:

	- add comments

2007-06-07 18:02  brian

	* R/StdDev.annualized.R:

	- update passing of ... into functions
	- fix scale/periods cut and paste error

2007-06-05 08:10  peter

	* R/maxDrawdown.R:

	- fixed calculation for negative value in first month

2007-06-04 09:32  peter

	* R/StdDev.annualized.R:

	- fixed x and Ra replacement error

2007-05-15 15:02  brian

	* R/StdDev.annualized.R:

	- fix syntax error (extra paren)

2007-05-15 14:47  peter

	* R/Return.excess.R:

	- handles multiple column objects

2007-05-15 06:57  brian

	* R/StdDev.annualized.R, man/StdDev.annualized.Rd:

	- standardize usage to match common R usage
	- define sd.annualized and sd.multiperiod as generic extensions of R core sd fn
	- move StdDev and std wrappers to this file

2007-05-15 06:51  brian

	* man/StdDev.Rd, R/StdDev.R:

	- removed, no longer relevant

2007-05-01 07:56  peter

	* man/: chart.BarVaR.Rd, chart.CumReturns.Rd:

	- added missing attributes

2007-04-30 07:56  peter

	* R/charts.PerformanceSummary.R:

	- changed 'method' to 'begin'

2007-04-30 07:51  peter

	* R/chart.Histogram.R:

	- fixed F instead of FALSE error

2007-04-27 06:19  brian

	* man/PerformanceAnalytics-internal.Rd:

	- add \item descriptions from R SVN repository copy of legend.Rd at
	  https://svn.r-project.org/R/trunk/src/library/graphics/man/legend.Rd

2007-04-27 05:46  brian

	* man/chart.Histogram.Rd:

	- add examples

2007-04-26 22:25  peter

	* R/chart.Histogram.R:

	- added risk lines

2007-04-26 22:08  peter

	* R/chart.Histogram.R:

	- added switch
	- added qqchart
	- added rug

2007-04-26 08:22  brian

	* man/: PerformanceAnalytics-package.Rd, chart.CumReturns.Rd,
	  chart.Drawdown.Rd, chart.QQPlot.Rd, chart.TimeSeries.Rd,
	  charts.PerformanceSummary.Rd, cummax.column.Rd,
	  cumprod.column.Rd, download.RiskFree.Rd, edhec.Rd,
	  findDrawdowns.Rd, maxDrawdown.Rd, mean.utils.Rd,
	  rollingRegression.Rd, sortDrawdowns.Rd,
	  table.AnnualizedReturns.Rd, table.CAPM.Rd, table.DownsideRisk.Rd,
	  table.Drawdowns.Rd:

	- update links
	- fix typos

2007-04-25 22:00  brian

	* man/: VaR.Beyond.Rd, apply.rolling.Rd, chart.Bar.Rd,
	  chart.BarVaR.Rd, chart.Boxplot.Rd, chart.Correlation.Rd,
	  chart.Correlation.color.Rd:

	- update links

2007-04-25 21:12  brian

	* man/: SharpeRatio.annualized.Rd, SharpeRatio.modified.Rd,
	  SortinoRatio.Rd:

	- update links
	- fix typos

2007-04-25 21:09  brian

	* man/: InformationRatio.Rd, SharpeRatio.Rd:

	- update links

2007-04-25 21:06  brian

	* man/SemiDeviation.Rd:

	- fix typo

2007-04-25 15:07  peter

	* R/chart.Scatter.R:

	- added x-y axes

2007-04-25 15:06  peter

	* R/chart.CumReturns.R:

	- changed the 'method' tag to 'begin'

2007-04-23 09:35  peter

	* R/chart.Regression.R:

	- scatterplot to handle multiple columns of data

2007-04-22 07:54  brian

	* man/PerformanceAnalytics-package.Rd:

	- minor grammatical fixes
	- spell check

2007-04-21 09:07  peter

	* R/chart.BarVaR.R:

	- added 'all' flag: when F only draws first column

2007-04-20 20:06  peter

	* R/chart.BarVaR.R:

	- creates risk lines for each column of data

2007-04-20 08:47  peter

	* R/chart.CumReturns.R:

	- added attribute 'method' with values of 'axis' and 'first' to indicate
	  where to attach shorter data lengths for comparison

2007-04-15 21:25  tag v0_9_4-2007-04-15

2007-04-15 21:25  brian

	* man/PerformanceAnalytics-internal.Rd:

	- Initial revision of Rd file for internal objects

2007-04-15 20:59  brian

	* R/mean.utils.R, man/mean.utils.Rd:

	- add dots parameter to pass R CMD check

2007-04-15 11:14  brian

	* man/apply.rolling.Rd:

	- Initial Revision of documentation for apply.rolling function

2007-04-15 11:01  brian

	* man/checkData.Rd:

	- fix title

2007-04-15 10:47  brian

	* man/chart.RollingPerformance.Rd:

	- add stubs for undocumented parameters

2007-04-15 10:46  brian

	* DESCRIPTION:

	- update date before release

2007-04-15 09:45  brian

	* R/table.Correlation.R, man/table.Correlation.Rd:

	- remove unused parameter n

2007-04-15 08:55  brian

	* man/chart.RollingPerformance.Rd:

	- add documentation for many of the undocumented parameters to get closer to passing R CMD check

2007-04-15 07:56  brian

	* man/chart.Histogram.Rd:

	- add details for undocumented parameters

2007-04-15 07:56  brian

	* R/chart.Histogram.R:

	- add breaks as an explicit parameter

2007-04-15 07:12  brian

	* man/apply.fromstart.Rd:

	- typo

2007-04-15 07:07  brian

	* man/apply.fromstart.Rd:

	- Initial Revision of documentation for apply.fromstart function

2007-04-15 06:08  brian

	* man/download.SP500PriceReturns.Rd:

	- remove unused sections

2007-04-15 06:07  brian

	* man/VaR.CornishFisher.Rd:

	- minor text revision

2007-04-15 06:07  brian

	* man/Return.excess.Rd:

	- additional text and examples to demonstrate excess return over a benchmark

2007-04-15 06:04  brian

	* man/findDrawdowns.Rd:

	- fix LaTeX errors in the unordered list in \value section

2007-04-15 05:59  brian

	* man/PerformanceAnalytics-package.Rd:

	- add additional text to discuss new functions apply.fromstart, apply.rolling, and Return.excess
	- add reference to 'portfolio' package for tracking historical portfolios

2007-04-14 19:51  brian

	* R/rollingCorrelation.R, R/rollingFunction.R,
	  man/rollingCorrelation.Rd, man/rollingFunction.Rd:

	- standardize return and width parameters

2007-04-14 18:55  brian

	* man/Return.excess.Rd:

	- fix LaTeX syntax errors

2007-04-14 17:42  brian

	* man/findDrawdowns.Rd:

	- fix case of link

2007-04-14 17:38  brian

	* man/findDrawdowns.Rd:

	- fix case of link

2007-04-14 17:32  brian

	* man/VaR.CornishFisher.Rd:

	- add alias for vanila VaR function

2007-04-14 17:27  brian

	* man/Return.excess.Rd:

	- initial Revision of documentation and examples for Return.excess function

2007-04-14 15:57  brian

	* man/findDrawdowns.Rd:

	- add \alias for similar function Drawdowns

2007-04-14 14:12  brian

	* R/Return.calculate.R:

	-lowercase first parameter prices

2007-04-14 14:12  brian

	* man/: Return.calculate.Rd, VaR.Beyond.Rd:

	- adjust \usage to match code
	- add \items for additional parameters

2007-04-14 11:25  brian

	* man/: chart.BarVaR.Rd, chart.RollingMean.Rd,
	  chart.RollingPerformance.Rd:

	- match \usage and parameter documentation to code

2007-04-14 10:48  brian

	* man/: chart.RollingCorrelation.Rd, chart.RollingMean.Rd,
	  chart.RollingPerformance.Rd, chart.RollingRegression.Rd,
	  chart.Scatter.Rd:

	- match \usage and parameter documentation to code

2007-04-14 10:42  brian

	* R/chart.RollingCorrelation.R:

	- standardize Ra as first argument for asset returns

2007-04-14 10:04  brian

	* man/chart.RollingRegression.Rd:

	- standardize Ra as first argument for asset returns
	- add more detail about how the 'attribute' arguments are computed

2007-04-14 10:01  brian

	* R/: chart.RollingRegression.R, charts.RollingRegression.R:

	- standardize Ra as first argument for asset returns

2007-04-14 10:00  brian

	* R/chart.RollingRegression.R:

	- make 'attribute' an enumerated argument

2007-04-14 09:12  brian

	* man/charts.PerformanceSummary.Rd:

	- add documentation for width rolling window parameter

2007-04-14 08:59  brian

	* man/chart.TimeSeries.Rd:

	- adjust \usage to match code

2007-04-14 08:57  brian

	* man/download.SP500PriceReturns.Rd:

	- make description for compounding method match code

2007-04-14 08:55  brian

	* R/: download.RiskFree.R, download.SP500PriceReturns.R:

	- standardize enumerated arguments,
	- assign default value to a string string if no value passed in to avoid warnings

2007-04-14 08:26  brian

	* man/: chart.RelativePerformance.Rd, chart.Scatter.Rd,
	  chart.TimeSeries.Rd, charts.PerformanceSummary.Rd:

	- add/fix \item for ylog

2007-04-14 08:26  brian

	* man/table.RollingPeriods.Rd:

	- fix usage to match code

2007-04-14 08:24  brian

	* R/chart.RelativePerformance.R:

	- standardize on Ra for returns of asset

2007-04-14 08:09  brian

	* R/rollingFunction.R:

	- remove excess comments that no longer apply

2007-04-14 08:08  brian

	* R/rollingFunction.R:

	- remove deprecated firstcolumn argument

2007-04-14 07:59  brian

	* man/table.HigherMoments.Rd:

	- fix x/y Ra/Rb consusion and update \usade and \item definitions to match

2007-04-14 07:47  brian

	* man/table.RollingPeriods.Rd:

	- add \dots argument \item

2007-04-14 07:46  brian

	* man/table.RollingPeriods.Rd:

	- add scale argument \item

2007-04-14 07:44  brian

	* man/table.RollingPeriods.Rd:

	- remove deprecated firstcolumn and column arguments from \item and \usage

2007-04-14 07:38  brian

	* man/: rollingFunction.Rd, table.AnnualizedReturns.Rd,
	  table.DownsideRisk.Rd, table.Returns.Rd, table.RollingPeriods.Rd:

	- remove deprecated firstcolumn and column arguments from \item and \usage

2007-04-14 07:27  brian

	* man/checkData.Rd:

	- add \item{method} documentation
	- standardize on "x" as first parameter

2007-04-14 07:23  brian

	* man/mean.utils.Rd:

	add \dots to parameter documentation

2007-04-14 07:22  brian

	* man/VaR.CornishFisher.Rd:

	- remove unused cloumn argument from \usage

2007-04-13 20:02  peter

	* data/managers.rda:

	- fixed date formats

2007-04-13 17:45  peter

	* R/chart.BarVaR.R:

	- changed how na.omit is applied

2007-04-11 09:12  peter

	* inst/doc/PerformanceAnalyticsVignette.lyx:

	- added to CVS

2007-04-09 20:45  peter

	* DESCRIPTION:

	- incremented date and version number

2007-04-09 20:43  peter

	* R/table.DownsideRisk.R:

	- cleanup to prevent warning about names from checkData

2007-04-09 19:39  peter

	* R/VaR.Beyond.R:

	- fixed to provide numeric when single column is passed in

2007-04-09 10:23  peter

	* man/table.Correlation.Rd:

	- fixed example

2007-04-09 10:09  peter

	* man/table.CAPM.Rd:

	- fixed example

2007-04-09 08:30  brian

	* man/: VaR.Beyond.Rd, cummax.column.Rd, cumprod.column.Rd,
	  mean.utils.Rd:

	- clean up documentation

2007-04-09 07:59  brian

	* man/KellyRatio.Rd:

	- fix syntaxt error in R CMD check example

2007-04-09 07:54  brian

	* man/: KellyRatio.Rd, Omega.Rd:

	- add column names to the example so it will make more sense

2007-04-09 07:31  brian

	* R/VaR.Marginal.R, R/chart.RiskReturnScatter.R,
	  R/charts.PerformanceSummary.R, R/checkData.R, R/mean.utils.R,
	  man/PerformanceAnalytics-package.Rd, man/StdDev.annualized.Rd,
	  man/UpDownRatios.Rd, man/VaR.Marginal.Rd, man/checkData.Rd:

	- syntax and usage changes to pass R CMD check

2007-04-09 06:11  brian

	* man/VaR.Marginal.Rd:

	- add examples

2007-04-08 22:45  peter

	* R/SharpeRatio.R:

	- uses checkData
	- uses Return.excess

2007-04-08 22:31  peter

	* R/SortinoRatio.R:

	- uses checkData

2007-04-08 22:31  peter

	* R/: TreynorRatio.R, SharpeRatio.annualized.R:

	- uses checkData
	- uses Return.excess

2007-04-08 22:18  peter

	* R/checkData.R:

	- forces column name in single column object

2007-04-08 22:16  peter

	* man/: Return.cumulative.Rd, Return.annualized.Rd,
	  DownsideDeviation.Rd:

	- added example

2007-04-08 22:13  peter

	* man/: TrackingError.Rd, StdDev.annualized.Rd, SortinoRatio.Rd,
	  SharpeRatio.modified.Rd, SharpeRatio.annualized.Rd,
	  SharpeRatio.Rd, SemiDeviation.Rd:

	- added example

2007-04-08 22:09  peter

	* man/: download.SP500PriceReturns.Rd, download.RiskFree.Rd,
	  checkData.Rd, chart.RollingPerformance.Rd,
	  chart.RiskReturnScatter.Rd, UpDownRatios.Rd, TreynorRatio.Rd:

	- added example

2007-04-03 22:14  peter

	* data/managers.rda:

	- added Hypothetical Asset Manager 1 performance data

2007-04-03 21:46  peter

	* R/charts.PerformanceSummary.R:

	- added gap parameter for chart.BarVaR

2007-04-03 21:45  peter

	* R/apply.rolling.R:

	- added some backflips to name the single column zoo object

2007-04-03 19:23  brian

	* man/table.CAPM.Rd:

	- change to preformatted example text

2007-04-03 19:23  brian

	* R/: ActivePremium.R, BetaCoKurtosis.R, CoKurtosis.R,
	  CoSkewness.R, InformationRatio.R, TrackingError.R,
	  VaR.CornishFisher.R, table.Drawdowns.R:

	- typos and minor comment updates

2007-04-02 16:58  peter

	* R/chart.Scatter.R:

	- changed colorset default
	- changed to use checkData

2007-04-02 16:57  peter

	* R/UpDownRatios.R:

	- modified to use checkData functions
	- uses zoo to align dates
	- changed calculations to sum returns

2007-04-02 16:55  peter

	* R/table.Returns.R:

	- removed column parameter

2007-04-02 16:54  peter

	* R/SharpeRatio.modified.R:

	- modified to use CheckData
	- modified to use Return.excess

2007-04-02 16:53  peter

	* R/chart.RiskReturnScatter.R:

	- changed to checkData function

2007-04-02 16:52  peter

	* R/chart.BarVaR.R:

	- added removal of NA's

2007-04-02 16:49  peter

	* R/VaR.CornishFisher.R:

	- minor modification

2007-03-30 09:31  peter

	* R/VaR.CornishFisher.R:

	- when a single column is submitted, result is now a "numeric" rather than a
	  "list" object

2007-03-25 15:18  brian

	* man/rollingFunction.Rd:

	- add some additional details

2007-03-25 09:23  brian

	* man/table.Drawdowns.Rd:

	- Initial Revision of documentation and examples for Drawdowns table

2007-03-24 08:45  brian

	* R/VaR.Beyond.R:

	- add default confidence of p=.95

2007-03-24 08:30  brian

	* R/checkData.R:

	- remove spurious parentheses added by editor

2007-03-24 08:28  brian

	* R/checkData.R:

	- fix cut and paste error in checkDataZoo wrapper

2007-03-24 08:24  brian

	* R/checkData.R:

	- add wrappers for deprecated checkDataMatrix checkDataVector checkDataZoo
	- replaces files checkDataMatrix.R  checkDataVector.R  checkDataZoo.R

2007-03-24 08:23  brian

	* R/: checkDataMatrix.R, checkDataVector.R, checkDataZoo.R:

	- remove original implementations of individual checkData* functions, deprecated
	- replaced by wrappers in checkData.R

2007-03-24 08:21  brian

	* man/checkData.Rd:

	- initial revision of consolidated checkData documentation

2007-03-24 08:03  brian

	* man/: checkDataMatrix.Rd, checkDataVector.Rd:

	- made obsolete by the addition of checkData

2007-03-22 16:53  peter

	* R/table.RollingPeriods.R:

	- added checkData
	- using zoo for window() calcs in period lengths

2007-03-22 09:44  peter

	* R/table.AnnualizedReturns.R:

	- uses checkData
	- eliminated firstcolumn

2007-03-22 09:39  peter

	* R/table.DownsideRisk.R:

	- uses checkData

2007-03-22 09:24  peter

	* R/VaR.CornishFisher.R:

	- removed column attribute

2007-03-22 09:03  peter

	* R/table.Returns.R:

	- uses checkData

2007-03-22 08:49  peter

	* R/table.HigherMoments.R:

	- cleaned up comments

2007-03-22 08:48  peter

	* R/table.CAPM.R:

	- removed and edited comments

2007-03-22 08:48  peter

	* R/charts.PerformanceSummary.R:

	- removed yaxis label in favor of default

2007-03-22 08:46  peter

	* R/chart.RollingMean.R:

	- uses checkData

2007-03-22 08:22  brian

	* man/VaR.CornishFisher.Rd:

	- add better description of distribution of losses mu

2007-03-22 07:38  peter

	* R/table.Correlation.R:

	- handles multiple assets and benchmarks
	- uses checkData
	- manages unequal time periods

2007-03-22 07:16  brian

	* man/: VaR.Beyond.Rd, VaR.CornishFisher.Rd:

	- add VaR examples

2007-03-22 07:15  brian

	* R/VaR.CornishFisher.R:

	- remove VaR.multicolumn, obsolete

2007-03-22 06:54  brian

	* R/VaR.CornishFisher.R:

	- added handlnig for multicolumn data

2007-03-22 06:52  brian

	* R/VaR.Beyond.R:

	- allow use of modified VaR calculation as an option

2007-03-22 06:48  brian

	* R/VaR.Beyond.R:

	- change to use CheckData
	- remove obsolete separate handling for single-column data

2007-03-22 06:47  peter

	* R/chart.RollingRegression.R:

	- changed legend label separator to "to"

2007-03-22 06:40  peter

	* R/table.HigherMoments.R:

	- handles multiple assets and benchmarks
	- uses checkData

2007-03-22 06:34  peter

	* R/table.CAPM.R:

	- changed the colname label connector from "vs" to "to"

2007-03-21 20:24  peter

	* R/table.CAPM.R:

	- shortened col labels

2007-03-21 20:03  peter

	* R/table.CAPM.R:

	- handles uneven periods of data
	- handles matrixes of assets and benchmarks
	- uses checkData

2007-03-21 16:46  peter

	* R/charts.PerformanceSummary.R:

	- passing in wealth.index to top chart

2007-03-21 16:44  peter

	* R/charts.PerformanceSummary.R:

	- fixed conditional test

2007-03-21 16:40  peter

	* R/charts.PerformanceSummary.R:

	- added error handling for ylog passing in top chart

2007-03-21 15:49  peter

	* R/chart.BarVaR.R:

	- fixed issue with ylim when passed a matrix-like object

2007-03-21 11:34  peter

	* R/findDrawdowns.R:

	- fixed period calculations

2007-03-21 09:09  peter

	* R/Drawdowns.R:

	- separated function from the chart.Drawdowns.R

2007-03-21 09:08  peter

	* R/sortDrawdowns.R:

	- added sorts on new attributes in findDrawdowns.R

2007-03-21 09:07  peter

	* R/findDrawdowns.R:

	- added trough date, periods to trough, periods to recovery
	- changed to use dataCheck

2007-03-21 09:07  peter

	* R/table.Drawdowns.R:

	- added trough date, periods to trough, and periods to recovery

2007-03-20 23:20  peter

	* R/table.Drawdowns.R:

	- added error trap where top exceeds # drawdowns

2007-03-20 23:13  peter

	* R/table.Drawdowns.R:

	- initial addition of function to cvs

2007-03-20 09:34  brian

	* R/Return.calculate.R:

	- restored CVS revision log data

2007-03-20 09:31  brian

	* R/download.SP500PriceReturns.R:

	- restored CVS revision log data

2007-03-20 08:48  peter

	* R/charts.PerformanceSummary.R:

	- changed "n" attribute to "width" in chart.BarVaR call

2007-03-20 08:47  peter

	* R/table.MonthlyReturns.R:

	- changed to checkData
	- cleaned up alignment

2007-03-20 06:27  brian

	* R/download.RiskFree.R:

	- add copyright, license, and CVS Log

2007-03-20 05:48  brian

	* R/apply.fromstart.R:

	- add copyright, license, and CVS Log

2007-03-20 05:44  brian

	* R/: apply.fromstart.R, chart.BarVaR.R,
	  chart.RelativePerformance.R:

	- change F to FALSE to pass R CMD check

2007-03-19 22:29  peter

	* R/checkData.R:

	- shut off rowname and columnname warnings when method == "vector"

2007-03-19 22:28  peter

	* R/apply.fromstart.R:

	- uses zoo functions to apply functions to expanding windows

2007-03-19 22:28  peter

	* R/apply.rolling.R:

	- uses zoo functions to apply functions to rolling windows

2007-03-19 22:27  peter

	* R/chart.BarVaR.R:

	- uses apply.rolling and apply.fromstart to calculate risk lines

2007-03-19 22:26  peter

	* R/VaR.CornishFisher.R:

	- removed firstcolumn

2007-03-19 16:55  peter

	* R/VaR.CornishFisher.R:

	- replaced data checking with checkData function

2007-03-17 15:56  brian

	* man/VaR.CornishFisher.Rd:

	- correct typos

2007-03-16 20:24  brian

	* R/chart.RelativePerformance.R:

	- drop=FALSE to pass R CMD check

2007-03-16 20:16  brian

	* R/charts.RollingRegression.R:

	- restored CVS revision log data

2007-03-16 19:42  brian

	* R/charts.RollingRegression.R:

	- correct use of F instead of FALSE to pass R CMD check

2007-03-16 19:42  brian

	* man/: ActivePremium.Rd, BetaCoKurtosis.Rd, CAPM.alpha.Rd,
	  CAPM.beta.Rd, chart.RelativePerformance.Rd,
	  chart.RollingCorrelation.Rd, chart.RollingRegression.Rd:

	- correct LaTeX and example errors of the format="\%b \%Y" by escaping %

2007-03-16 19:25  peter

	* R/chart.RelativePerformance.R:

	- uses checkData
	- corrected calculation

2007-03-16 10:27  peter

	* man/ActivePremium.Rd:

	- fixed example

2007-03-16 09:22  peter

	* R/download.RiskFree.R:

	- now delivers a zoo object instead of a data.frame

2007-03-16 09:03  peter

	* R/download.SP500PriceReturns.R:

	- added cvs footer

2007-03-16 08:59  peter

	* R/: Return.excess.R, charts.RollingRegression.R,
	  Return.calculate.R:

	- added cvs footer

2007-03-16 08:47  peter

	* R/Return.calculate.R:

	- returns a zoo object rather than a data frame
	- uses zoo functions to simplify calculations

2007-03-15 22:59  peter

	* man/ActivePremium.Rd:

	- fixed example

2007-03-15 22:56  peter

	* man/: CAPM.alpha.Rd, CAPM.beta.Rd:

	- fixed example

2007-03-15 22:53  peter

	* man/chart.RollingMean.Rd:

	- added example

2007-03-15 22:48  peter

	* man/: chart.RollingCorrelation.Rd, chart.RelativePerformance.Rd:

	- added example

2007-03-15 22:41  peter

	* man/chart.RollingRegression.Rd:

	- fixed the example

2007-03-15 22:22  peter

	* R/checkData.R:

	- doesn't re-zoo a zoo object, since that might change it's index format

2007-03-15 22:21  peter

	* R/charts.RollingRegression.R:

	- removed data checks

2007-03-15 22:20  peter

	* R/: chart.RollingRegression.R, Return.excess.R:

	- minor changes

2007-03-14 20:15  brian

	* R/: chart.RelativePerformance.R, chart.RollingCorrelation.R,
	  chart.RollingPerformance.R, chart.RollingRegression.R:

	- replace drop=F with drop=FALSE for R CMD check compatibility

2007-03-14 19:45  peter

	* R/charts.RollingRegression.R:

	- made legend conditional on having more than one data series

2007-03-14 19:39  peter

	* R/Return.calculate.R:

	- made "compound" default method

2007-03-14 17:54  peter

	* R/chart.RollingRegression.R:

	- fixed rf calc

2007-03-14 17:53  peter

	* R/Return.excess.R:

	- submitted function to cvs

2007-03-14 00:02  peter

	* R/charts.RollingRegression.R:

	- switched order of top two charts
	- added legend to top chart
	- made inputs consistent with lower level functions

2007-03-13 23:53  peter

	* R/chart.RollingRegression.R:

	- uses checkData function
	- uses zoo rollapply function
	- takes multiple assets and multiple benchmarks
	- handles unequal lengths of timeseries data

2007-03-13 22:12  peter

	* R/chart.RollingCorrelation.R:

	- uses checkData function
	- handles uneven lengths of timeseries data
	- handles multiple assets and benchmarks for cross correlation
	- uses zoo rollapply function

2007-03-13 19:54  brian

	* man/: CAPM.alpha.Rd, CAPM.beta.Rd, CAPM.utils.Rd,
	  DownsideDeviation.Rd, InformationRatio.Rd, KellyRatio.Rd,
	  Omega.Rd, Return.annualized.Rd, Return.cumulative.Rd,
	  SemiDeviation.Rd, SharpeRatio.Rd, SharpeRatio.annualized.Rd,
	  SharpeRatio.modified.Rd, SortinoRatio.Rd, StdDev.Rd,
	  StdDev.annualized.Rd, TrackingError.Rd, TreynorRatio.Rd,
	  UpDownRatios.Rd, VaR.Beyond.Rd, VaR.CornishFisher.Rd,
	  VaR.Marginal.Rd, chart.Bar.Rd, chart.BarVaR.Rd, chart.Boxplot.Rd,
	  chart.Correlation.color.Rd, chart.CumReturns.Rd,
	  chart.Drawdown.Rd, chart.Histogram.Rd, chart.QQPlot.Rd,
	  chart.RegressionDiagnostics.Rd, chart.RelativePerformance.Rd,
	  chart.RiskReturnScatter.Rd, chart.RollingCorrelation.Rd,
	  chart.RollingMean.Rd, chart.RollingPerformance.Rd,
	  chart.RollingRegression.Rd, chart.TimeSeries.Rd,
	  charts.PerformanceSummary.Rd, charts.RollingPerformance.Rd,
	  checkDataMatrix.Rd, checkDataVector.Rd, cummax.column.Rd,
	  cumprod.column.Rd, findDrawdowns.Rd, maxDrawdown.Rd,
	  rollingFunction.Rd, rollingStat.Rd, table.AnnualizedReturns.Rd,
	  table.Arbitrary.Rd, table.DownsideRisk.Rd,
	  table.MonthlyReturns.Rd, table.Returns.Rd,
	  table.RollingPeriods.Rd:

	- updates to parameters, descriptions and text for standardization

2007-03-13 19:54  brian

	* R/: DownsideDeviation.R, KellyRatio.R, Return.annualized.R,
	  SemiDeviation.R, SharpeRatio.annualized.R,
	  SharpeRatio.modified.R, SortinoRatio.R, TreynorRatio.R,
	  chart.RollingPerformance.R:

	- updates to parameters for standardization

2007-03-13 17:17  brian

	* DESCRIPTION:

	- add fPortfolio as dependency for pfolioReturn

2007-03-13 16:54  peter

	* R/chart.RelativePerformance.R:

	- multiple assets can be compared to multiple benchmarks
	- uses dataCheck function
	- allows uneven timeseries

2007-03-13 13:08  peter

	* R/chart.RollingPerformance.R:

	- now handles single column zoo objects when naming columns using drop=F

2007-03-13 12:58  peter

	* R/checkData.R:

	- simplified to use as.matrix for all data types entered

2007-03-12 23:23  peter

	* R/charts.RollingPerformance.R:

	- changed to checkData function
	- modified parameters to fit RollingPerformance changes
	- now takes unequal time periods

2007-03-12 23:21  peter

	* R/chart.RollingPerformance.R:

	- adjusted parameter inputs

2007-03-12 23:06  peter

	* R/chart.RollingPerformance.R:

	- modified to deal with unequal time periods
	- uses new checkData function
	- passes attributes to function rather than chart

2007-03-12 23:01  peter

	* R/chart.TimeSeries.R:

	- added new checkData function

2007-03-12 22:59  peter

	* R/chart.CumReturns.R:

	- uses new checkData function

2007-03-12 22:57  peter

	* R/chart.Drawdown.R:

	- uses checkData function

2007-03-12 22:56  peter

	* R/checkData.R:

	- added warning for vector

2007-03-12 22:44  peter

	* R/checkData.R:

	- added log

2007-03-12 22:41  peter

	* R/checkData.R:

	- combines checkData[Zoo,Matrix,Vector] functions into a single function

2007-03-12 20:13  peter

	* R/checkDataZoo.R:

	- added tests for column and row names

2007-03-12 10:45  brian

	* R/StdDev.R, R/StdDev.annualized.R, man/StdDev.Rd,
	  man/StdDev.annualized.Rd:

	- add equations to documentation
	- standardize on Ra for Returns of asset

2007-03-12 10:34  brian

	* R/SharpeRatio.R, R/SharpeRatio.annualized.R, R/TreynorRatio.R,
	  man/SharpeRatio.Rd, man/SharpeRatio.annualized.Rd,
	  man/TreynorRatio.Rd:

	- add equations to documentation
	- standardize on Ra for Returns of asset

2007-03-12 08:56  brian

	* man/VaR.CornishFisher.Rd:

	- minor updates and grammatical corrections

2007-03-11 20:55  brian

	* man/VaR.CornishFisher.Rd:

	- added more seealso links

2007-03-11 20:46  brian

	* man/VaR.CornishFisher.Rd:

	- rearranged text on parametric maen-VaR to read more smoothly.

2007-03-11 20:30  brian

	* man/VaR.CornishFisher.Rd:

	- add equations and text for all VaR functions covered by this Rd
	  - nonparmetric
	  - parametric
	  - Cornish-Fisher

2007-03-11 14:20  brian

	* man/: Return.annualized.Rd, Return.cumulative.Rd:

	- add equantions
	- add reference
	- minor text updates

2007-03-11 14:19  brian

	* man/PerformanceAnalytics-package.Rd:

	- add discussion of motive to Charts section
	- add Bacon reference
	- minor text updates

2007-03-11 14:18  brian

	* R/: Return.annualized.R, Return.cumulative.R:

	- standardize variable naming

2007-03-11 12:05  brian

	* R/: VaR.Beyond.R, VaR.Marginal.R:

	- change to use checkDataMatrix

2007-03-11 11:58  brian

	* R/: BetaCoKurtosis.R, BetaCoSkewness.R, BetaCoVariance.R,
	  VaR.CornishFisher.R, moment.fourth.R, moment.third.R:

	- replace as.vector() with checkDataVector()

2007-03-11 11:53  brian

	* R/ActivePremium.R, R/BetaCoKurtosis.R, R/BetaCoSkewness.R,
	  R/BetaCoVariance.R, R/CAPM.alpha.R, R/CAPM.beta.R,
	  R/CAPM.utils.R, R/CoKurtosis.R, R/CoSkewness.R,
	  R/InformationRatio.R, R/TrackingError.R, man/ActivePremium.Rd,
	  man/BetaCoKurtosis.Rd, man/BetaCoSkewness.Rd,
	  man/BetaCoVariance.Rd, man/CAPM.alpha.Rd, man/CAPM.beta.Rd,
	  man/CAPM.utils.Rd, man/CoKurtosis.Rd, man/CoSkewness.Rd,
	  man/InformationRatio.Rd, man/TrackingError.Rd:

	- add equations and text to documentation
	- standardize on Ra as the Return of the Asset
	- standardize on Ra as first argument where that wasn't previously true

2007-03-10 13:46  peter

	* R/chart.Drawdown.R:

	- handles unequal periods
	- correctly calculates when first period is negative

2007-03-09 23:08  peter

	* R/chart.CumReturns.R:

	- revised function to take zoo objects and plot unequal time periods

2007-03-09 16:45  peter

	* R/checkDataZoo.R:

	- fixed function name

2007-03-09 16:41  peter

	* R/checkDataZoo.R:

	- added coersion function to deliver zoo object

2007-03-08 21:08  peter

	* R/chart.TimeSeries.R:

	- fixed y-axis so that ylog could be passed in as a parameter

2007-03-07 16:15  brian

	* man/: CoKurtosis.Rd, CoSkewness.Rd:

	- bring equation in line with function params

2007-03-07 08:47  brian

	* man/PerformanceAnalytics-package.Rd:

	- minor updates to text

2007-03-06 11:08  brian

	* man/PerformanceAnalytics-package.Rd:

	- change attribution to Joe Wayne Byers, at his request

2007-03-05 10:49  brian

	* man/PerformanceAnalytics-package.Rd:

	- minor updates to improve PDF formatting

2007-03-05 09:34  brian

	* man/PerformanceAnalytics-package.Rd:

	- add acknowlegements

2007-03-05 09:14  tag PerformanceAnalytics-v0_9_3-2007-03-05

2007-03-05 09:14  brian

	* man/: PerformanceAnalytics-package.Rd,
	  chart.RegressionDiagnostics.Rd, chart.RollingRegression.Rd:

	- remove references to charts.RegressionDiagnostics

2007-03-05 08:55  peter

	* man/chart.RollingRegression.Rd:

	- added charts.RollingRegression example

2007-03-05 08:54  peter

	* man/chart.RollingRegression.Rd:

	- added example

2007-03-05 06:31  brian

	* man/mean.utils.Rd:

	- minor text updates

2007-03-05 06:09  brian

	* man/mean.utils.Rd:

	minor text changes

2007-03-05 06:06  brian

	* man/CAPM.utils.Rd:

	- fix typos

2007-03-04 23:02  brian

	* man/mean.utils.Rd:

	- change first argument to the less-descriptive x rather than R
	  for generic R method consistency

2007-03-04 22:53  brian

	* man/chart.RollingRegression.Rd:

	- add Rb parameter to example: still broken

2007-03-04 22:51  brian

	* R/mean.utils.R:

	- add copyright and CVS block

2007-03-04 22:48  brian

	* R/mean.utils.R, man/mean.utils.Rd:

	- change first parameter to x for R generic method consistency
	- fix capitalization errors in documentation

2007-03-04 22:45  brian

	* man/PerformanceAnalytics-package.Rd:

	- minor wording and LaTeX changes

2007-03-04 22:15  peter

	* man/chart.RollingRegression.Rd:

	-fixed typo

2007-03-04 22:08  peter

	* man/: PerformanceAnalytics-package.Rd,
	  chart.RollingRegression.Rd:

	- minor changes to text

2007-03-04 22:04  peter

	* R/mean.utils.R:

	- fixed bug omitting length()

2007-03-04 21:51  peter

	* man/PerformanceAnalytics-package.Rd:

	- minor changes to text

2007-03-04 21:41  peter

	* man/mean.utils.Rd:

	- fixed typo

2007-03-04 21:29  peter

	* man/mean.utils.Rd:

	- added documentation

2007-03-04 21:25  peter

	* R/mean.utils.R:

	- added defaults for ci

2007-03-04 21:19  peter

	* R/table.MonthlyReturns.R:

	- removed firstcolumn as an attribute

2007-03-04 21:18  peter

	* man/table.MonthlyReturns.Rd:

	- removed firstcolumn attribute

2007-03-04 20:54  peter

	* R/mean.utils.R:

	- added set of minor utility functions

2007-03-04 15:00  brian

	* DESCRIPTION:

	- update dependencies to include tseries

2007-03-04 14:59  brian

	* R/Return.calculate.R, R/VaR.CornishFisher.R, R/checkDataMatrix.R,
	  R/download.RiskFree.R, R/download.SP500PriceReturns.R,
	  R/table.DownsideRisk.R, man/BetaCoKurtosis.Rd, man/Omega.Rd,
	  man/PerformanceAnalytics-package.Rd, man/VaR.Beyond.Rd,
	  man/VaR.CornishFisher.Rd, man/chart.Bar.Rd, man/chart.BarVaR.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.Histogram.Rd, man/chart.TimeSeries.Rd,
	  man/checkDataMatrix.Rd, man/download.RiskFree.Rd,
	  man/download.SP500PriceReturns.Rd, man/rollingCorrelation.Rd,
	  man/rollingFunction.Rd, man/table.DownsideRisk.Rd,
	  man/table.HigherMoments.Rd:

	- minor changes to pass R CMD check

2007-03-04 12:41  brian

	* man/chart.RollingRegression.Rd:

	- update usage, title, description, aliases

2007-03-04 12:39  brian

	* man/chart.Drawdown.Rd:

	- add missing item definitions

2007-03-04 12:39  brian

	* man/Omega.Rd:

	- update example to comply with method enumeration

2007-03-04 12:38  brian

	* man/DownsideDeviation.Rd:

	- update usage to remove compile warning

2007-03-04 12:38  brian

	* R/: chart.RollingRegression.R, charts.RollingRegression.R:

	- update function definition to agree with usage using enumerated argument

2007-03-04 12:37  brian

	* R/Omega.R:

	- update to use switch on method, more efficient

2007-03-04 10:08  brian

	* DESCRIPTION:

	- increment version to 0.9.3

2007-03-04 10:06  brian

	* man/PerformanceAnalytics-package.Rd:

	- clean up summary paragraphs
	- remove paragraph on "questions" to be re-addressed in the vignette
	- properly use \R and \cite

2007-03-04 08:29  brian

	* man/edhec.Rd:

	- add examples

2007-03-04 08:04  brian

	* man/PerformanceAnalytics-package.Rd:

	- clean up section of basic performance statistics
	- minor edits

2007-03-04 08:03  brian

	* man/table.Returns.Rd:

	- re-insert sample table

2007-03-03 19:37  brian

	* man/PerformanceAnalytics-package.Rd:

	- esacape %'s in KellyRatio

2007-03-03 19:09  brian

	* man/PerformanceAnalytics-package.Rd:

	- add normal distribution discussion
	- add diversification discussion
	- add pointers on performance attribution
	- update fBasics links
	- minor updates

2007-03-03 19:06  brian

	* man/table.Returns.Rd:

	- minor updates

2007-03-03 19:06  brian

	* man/: BetaCoKurtosis.Rd, BetaCoSkewness.Rd, CoKurtosis.Rd,
	  CoSkewness.Rd:

	- update references and links to fBasics

2007-03-03 19:05  brian

	* R/SharpeRatio.R:

	- simplify code because NA's are taken care of in checkDataVector

2007-03-03 14:32  brian

	* man/PerformanceAnalytics-package.Rd:

	- add first cut at discussion of relative performance ranking

2007-03-03 13:53  brian

	* man/PerformanceAnalytics-package.Rd:

	- minor grammatical change

2007-03-03 13:49  brian

	* man/PerformanceAnalytics-package.Rd:

	- spell check

2007-03-03 13:24  brian

	* man/PerformanceAnalytics-package.Rd:

	- change table listing to tabular format to fix latex error

2007-03-03 12:26  brian

	* man/PerformanceAnalytics-package.Rd:

	- add subsections on CAPM, MPT
	- describe ActivePremium, TrackingError, InformationRatio
	- add subsection headings on VaR measures
	- minor updates

2007-03-03 12:24  brian

	* man/: CAPM.alpha.Rd, CAPM.beta.Rd:

	- add references
	- add link to CAPM.utils

2007-03-03 12:10  brian

	* R/CAPM.utils.R, man/CAPM.utils.Rd:

	- Initial Revision of functions and documentation for CAPM utils on CML, SML, and RiskPremium

2007-03-02 23:10  brian

	* man/: chart.Boxplot.Rd, table.Returns.Rd:

	- fix examples

2007-03-02 16:59  peter

	* man/PerformanceAnalytics-package.Rd:

	- additions to returns section

2007-03-02 16:56  brian

	* man/PerformanceAnalytics-package.Rd:

	- add \cr in references

2007-03-02 16:52  brian

	* man/VaR.Marginal.Rd:

	- add more descriptive text and warning about nomenclature
	- add reference

2007-03-02 16:51  brian

	* man/PerformanceAnalytics-package.Rd:

	- add Component, Incremental, and Marginal VaR
	- clean up quotations and LaTeX errors

2007-03-02 11:41  brian

	* R/table.CAPM.R:

	- remove redundant comments

2007-03-02 10:00  brian

	* man/PerformanceAnalytics-package.Rd:

	- minor text updates

2007-03-02 09:03  brian

	* man/PerformanceAnalytics-package.Rd:

	- rearrange tables and charts section

2007-03-02 08:54  brian

	* man/PerformanceAnalytics-package.Rd:

	- remove examples section from the overview
	- move keyword to the end

2007-03-02 08:52  brian

	* man/VaR.CornishFisher.Rd:

	- add link and text to modifed Sharpe Ratio

2007-03-02 08:47  brian

	* man/PerformanceAnalytics-package.Rd:

	- add seealso entries

2007-03-02 08:38  brian

	* man/PerformanceAnalytics-package.Rd:

	- rearracge notes to separate diversification section

2007-03-02 08:28  brian

	* man/PerformanceAnalytics-package.Rd:

	- clean up LaTeX errors, especially around \itemize
	- minor text revisions

2007-03-02 07:55  brian

	* man/PerformanceAnalytics-package.Rd:

	- correct some LaTeX errors
	- add distribution analysis section

2007-03-02 07:39  peter

	* man/table.CAPM.Rd:

	- small modifications to text

2007-03-02 07:38  peter

	* man/: chart.Boxplot.Rd, chart.CumReturns.Rd,
	  table.Correlation.Rd, table.DownsideRisk.Rd,
	  table.MonthlyReturns.Rd, table.Returns.Rd:

	- added example

2007-03-02 07:00  brian

	* man/PerformanceAnalytics-package.Rd:

	- add reference for Murrel R Graphics

2007-03-02 06:57  brian

	* man/VaR.CornishFisher.Rd:

	- updated description to cover more detail on mean-VaR

2007-03-02 06:56  brian

	* man/PerformanceAnalytics-package.Rd:

	- add Cornish Fisher VaR
	- notes for further work
	- minor grammatical changes

2007-03-02 06:47  peter

	* man/PerformanceAnalytics-package.Rd:

	- first draft of graphics and tables complete

2007-03-01 22:49  peter

	* man/PerformanceAnalytics-package.Rd:

	- added performance analytics section

2007-03-01 22:43  brian

	* man/PerformanceAnalytics-package.Rd:

	- add drawdowns
	- add Omega
	- minor wording improvements and additions

2007-03-01 17:50  brian

	* man/PerformanceAnalytics-package.Rd:

	- additional text in Risk
	- additional introductory text
	- block out performance measures

2007-03-01 17:50  brian

	* man/Omega.Rd:

	-update references

2007-03-01 10:16  brian

	* man/PerformanceAnalytics-package.Rd:

	- updates to risk section
	- separate VaR, because it got huge
	- fix LaTeX errors

2007-03-01 10:15  brian

	* man/chart.RollingRegression.Rd:

	- fix broken link

2007-03-01 05:53  brian

	* man/PerformanceAnalytics-package.Rd:

	- update Risk section

2007-02-28 21:36  brian

	* man/: DownsideDeviation.Rd, SharpeRatio.modified.Rd,
	  VaR.Beyond.Rd, VaR.CornishFisher.Rd:

	- add additional links, references, and clarifications on risk measures

2007-02-28 21:35  brian

	* man/PerformanceAnalytics-package.Rd:

	- add more risk measure text

2007-02-28 21:26  brian

	* R/SemiDeviation.R, man/SemiDeviation.Rd:

	- add function and documentation for DownsideDeviation wrapper SemiVariance

2007-02-28 21:26  brian

	* DESCRIPTION:

	-increment version to 0.9.2

2007-02-28 21:26  brian

	* man/PerformanceAnalytics-package.Rd:

	- add text about several wrapper and risk functions
	- increment version to 0.9.2

2007-02-28 15:33  brian

	* man/edhec.Rd:

	- add about_us link

2007-02-28 15:24  brian

	* man/edhec.Rd:

	- update with more descriptive text about EDHEC and explicit "used with permission"

2007-02-28 13:48  brian

	* man/VaR.Beyond.Rd:

	- update \item for periods

2007-02-28 13:42  brian

	* man/: DownsideDeviation.Rd, Omega.Rd, SharpeRatio.modified.Rd,
	  chart.BarVaR.Rd, chart.Correlation.Rd,
	  chart.Correlation.color.Rd, chart.QQPlot.Rd,
	  chart.RegressionDiagnostics.Rd, chart.RelativePerformance.Rd,
	  chart.RiskReturnScatter.Rd, chart.RollingPerformance.Rd,
	  chart.RollingRegression.Rd, charts.PerformanceSummary.Rd,
	  findDrawdowns.Rd, rollingFunction.Rd, table.DownsideRisk.Rd,
	  table.RollingPeriods.Rd:

	- clean up additional template boilerplate text
	- add \seealso links where obviously appropriate

2007-02-28 10:47  brian

	* man/: BetaCoKurtosis.Rd, SortinoRatio.Rd, VaR.Beyond.Rd,
	  chart.Histogram.Rd, chart.RiskReturnScatter.Rd,
	  chart.RollingCorrelation.Rd, rollingStat.Rd:

	- update documentation to fix \value{} sections

2007-02-28 10:12  brian

	* R/Omega.R:

	- set plot=FALSE in Ecdf function

2007-02-28 10:10  brian

	* man/: BetaCoSkewness.Rd, PerformanceAnalytics-package.Rd,
	  Return.annualized.Rd, Return.cumulative.Rd, table.Arbitrary.Rd:

	- clean up unset \author information

2007-02-28 09:09  brian

	* man/PerformanceAnalytics-package.Rd:

	- add some structure to documentation sections that need to be written

2007-02-28 09:05  brian

	* man/: download.RiskFree.Rd, download.SP500PriceReturns.Rd:

	- fix LaTeX errors in package check

2007-02-28 07:55  brian

	* R/Omega.R:

	- comment require for Hmisc, as it is included when the main PerformanceAnalytics package loads

2007-02-28 07:54  brian

	* DESCRIPTION:

	- update version requirement to R 2.4.x
	- add Hmisc as an explicit dependency, even though it is implicit in fExtremes

2007-02-28 07:48  brian

	* R/Omega.R:

	- change ecdf to Ecdf to cover the change in the name of the Hmisc function in R 2.4.x

2007-02-28 05:56  brian

	* man/Omega.Rd:

	- add item description for loss threshold

2007-02-27 22:49  peter

	* man/Omega.Rd:

	- another example typo

2007-02-27 22:46  peter

	* man/Omega.Rd:

	- fixed example

2007-02-27 22:42  peter

	* R/checkDataMatrix.R, man/CAPM.alpha.Rd, man/CAPM.beta.Rd:

	- minor changes

2007-02-27 22:41  peter

	* man/chart.BarVaR.Rd:

	- fixed conflict in example

2007-02-27 22:39  peter

	* man/Return.calculate.Rd:

	- added example

2007-02-27 22:37  peter

	* R/Return.calculate.R:

	- fixed row labeling problem

2007-02-27 22:12  peter

	* man/ActivePremium.Rd:

	- added example

2007-02-27 22:08  peter

	* man/table.DownsideRisk.Rd:

	- minor change to example

2007-02-27 22:05  peter

	* man/table.Correlation.Rd:

	- minor changes to documentation

2007-02-27 22:03  peter

	* man/table.Correlation.Rd:

	- added example

2007-02-27 21:59  peter

	* R/table.Correlation.R:

	- repaired broken data check

2007-02-27 21:53  peter

	* man/InformationRatio.Rd:

	- added examples

2007-02-27 21:49  peter

	* man/Omega.Rd:

	- added example

2007-02-27 21:47  peter

	* R/Omega.R:

	- added require("Hmisc")

2007-02-27 21:39  brian

	* man/rollingCorrelation.Rd:

	- fix links, references, author, and example documentation

2007-02-27 21:38  brian

	* R/download.SP500PriceReturns.R:

	- change compression param to an enumerated type

2007-02-27 21:38  brian

	* R/download.RiskFree.R:

	- change compression param to an enumerated default

2007-02-27 21:36  brian

	* man/VaR.CornishFisher.Rd:

	- clean up usage for LaTeX formatting
	- add missing \item

2007-02-27 21:35  peter

	* R/Omega.R:

	- fixed defaults to eliminate warnings

2007-02-27 21:27  peter

	* man/table.CAPM.Rd:

	- added exampl

2007-02-27 21:26  peter

	* R/CAPM.beta.R:

	- added checkDataVector for rf

2007-02-27 21:23  peter

	* R/CAPM.alpha.R:

	- added checkDataVector to rf

2007-02-27 21:22  peter

	* R/table.CAPM.R:

	- added checkDataVector function to rf

2007-02-27 20:47  peter

	* R/checkDataVector.R:

	- removed fourth test for scalars as unnecessary

2007-02-27 20:09  peter

	* R/checkDataVector.R:

	- added checkDataMatrix() at the beginning to ensure that whatever object is entered would
	be coerced into a matrix before the vector checking

2007-02-27 16:56  brian

	* man/: download.RiskFree.Rd, download.SP500PriceReturns.Rd:

	- updates to documentation for new functions

2007-02-27 16:44  peter

	* man/download.SP500PriceReturns.Rd:

	- minor changes to doc

2007-02-27 16:39  brian

	* man/: Return.calculate.Rd, download.SP500PriceReturns.Rd:

	- Initial Revision of documentation for new functions

2007-02-27 16:32  peter

	* R/: download.RiskFree.R, download.SP500PriceReturns.R:

	- added compression as attribute

2007-02-27 16:29  peter

	* R/download.RiskFree.R:

	- added function

2007-02-27 16:01  peter

	* R/Return.calculate.R:

	- added function to cvs

2007-02-27 16:01  peter

	* R/download.SP500PriceReturns.R:

	- modifications to return calculation function

2007-02-27 15:19  peter

	* R/download.SP500PriceReturns.R:

	- added function wrapper for downloading and calculating S&P500 price returns

2007-02-27 09:24  brian

	* man/edhec.Rd:

	- Initial Revision of doc for EDHEC data set

2007-02-27 07:10  brian

	* man/: BetaCoVariance.Rd, KellyRatio.Rd,
	  PerformanceAnalytics-package.Rd, VaR.CornishFisher.Rd,
	  chart.RollingPerformance.Rd, checkDataMatrix.Rd,
	  checkDataVector.Rd, rollingCorrelation.Rd, table.Returns.Rd:

	- clean up LaTeX errors in ducumentation

2007-02-26 16:05  brian

	* man/: StdDev.Rd, chart.Bar.Rd, chart.BarVaR.Rd,
	  chart.CumReturns.Rd, chart.Drawdown.Rd, chart.TimeSeries.Rd,
	  checkDataMatrix.Rd, checkDataVector.Rd, findDrawdowns.Rd,
	  maxDrawdown.Rd, sortDrawdowns.Rd, table.CAPM.Rd,
	  table.Correlation.Rd:

	- changes in documentation and examples to pass "R CMD check"

2007-02-26 16:04  brian

	* R/: checkDataMatrix.R, checkDataVector.R, table.CAPM.R,
	  table.Correlation.R, table.RollingPeriods.R:

	- changes in functions to pass "R CMD check" for package

2007-02-26 08:48  brian

	* man/: chart.BarVaR.Rd, chart.CumReturns.Rd, chart.Drawdown.Rd,
	  chart.TimeSeries.Rd, findDrawdowns.Rd, maxDrawdown.Rd:

	- fix T/F -> TRUE/FALSE for "R CMD check"

2007-02-26 07:55  peter

	* man/chart.BarVaR.Rd:

	- fixed example

2007-02-26 07:50  brian

	* R/chart.Drawdown.R:

	- change cumMax.column to cummax.column to reflect change in function name to pass "R CMD check"

2007-02-26 07:32  brian

	* R/chart.BarVaR.R:

	- change method VaR to pass "R CMD check"

2007-02-26 07:12  brian

	* man/: BetaCoSkewness.Rd, CAPM.alpha.Rd, Return.annualized.Rd,
	  Return.cumulative.Rd, chart.Boxplot.Rd, chart.RollingMean.Rd,
	  moment.fourth.Rd:

	- clean up examples section to remove blockers to R CMD check

2007-02-26 06:30  brian

	* DESCRIPTION, man/PerformanceAnalytics-package.Rd:

	- increment version to 0.9.1
	- increment date

2007-02-26 06:27  brian

	* man/: UpDownRatios.Rd, rollingStat.Rd:

	- additional cleanup on parameters, titles, descriptions

2007-02-26 06:15  brian

	* man/: rollingCorrelation.Rd, rollingFunction.Rd,
	  rollingRegression.Rd, table.Arbitrary.Rd, table.HigherMoments.Rd,
	  table.RollingPeriods.Rd:

	- further refinements of item, title, descriptions

2007-02-25 23:29  peter

	* man/: table.RollingPeriods.Rd, table.DownsideRisk.Rd:

	- added example

2007-02-25 23:24  peter

	* man/charts.PerformanceSummary.Rd:

	- added example

2007-02-25 23:09  peter

	* man/: chart.Scatter.Rd, chart.RollingPerformance.Rd:

	- added example

2007-02-25 22:51  peter

	* man/table.MonthlyReturns.Rd:

	- added example

2007-02-25 22:40  peter

	* man/PerformanceAnalytics-package.Rd:

	- minor edits

2007-02-25 22:30  peter

	* man/: table.AnnualizedReturns.Rd, table.DownsideRisk.Rd,
	  table.MonthlyReturns.Rd:

	- fixed termination in arguements section

2007-02-25 22:28  peter

	* man/: chart.Drawdown.Rd, chart.TimeSeries.Rd:

	- fixed KEYWORDS

2007-02-25 19:17  brian

	* man/: KellyRatio.Rd, PerformanceAnalytics-package.Rd,
	  chart.Correlation.Rd, chart.Histogram.Rd,
	  chart.RiskReturnScatter.Rd, rollingRegression.Rd:

	- fix URL links

2007-02-25 18:56  brian

	* man/KellyRatio.Rd:

	- update description

2007-02-25 18:43  brian

	* man/table.Returns.Rd:

	- add basic documentation

2007-02-25 16:52  brian

	* man/: chart.Correlation.Rd, chart.RollingCorrelation.Rd,
	  chart.RollingMean.Rd, chart.RollingPerformance.Rd,
	  charts.RollingPerformance.Rd, rollingCorrelation.Rd,
	  rollingFunction.Rd, rollingStat.Rd, table.Correlation.Rd:

	- add description of \item 'trim'

2007-02-25 16:13  brian

	* man/: chart.Correlation.color.Rd, chart.QQPlot.Rd,
	  chart.RiskReturnScatter.Rd, chart.RollingCorrelation.Rd,
	  chart.RollingPerformance.Rd, chart.Scatter.Rd,
	  charts.RollingPerformance.Rd:

	- update title,descripotion,seealso

2007-02-25 15:19  brian

	* man/: chart.Bar.Rd, chart.Boxplot.Rd, chart.Correlation.Rd,
	  chart.Correlation.color.Rd, chart.Histogram.Rd, chart.QQPlot.Rd,
	  chart.RegressionDiagnostics.Rd, chart.RelativePerformance.Rd:

	- update titles and descriptions

2007-02-25 14:45  brian

	* man/table.CAPM.Rd:

	- fix syntax errors in \code links

2007-02-25 14:41  brian

	* man/: rollingFunction.Rd, table.AnnualizedReturns.Rd,
	  table.CAPM.Rd, table.Correlation.Rd, table.DownsideRisk.Rd,
	  table.MonthlyReturns.Rd, table.RollingPeriods.Rd:

	- update \item descriptions, title, description

2007-02-25 14:12  brian

	* man/: BetaCoVariance.Rd, CAPM.beta.Rd, chart.Correlation.Rd,
	  chart.Histogram.Rd, chart.QQPlot.Rd,
	  chart.RelativePerformance.Rd, chart.RiskReturnScatter.Rd,
	  chart.RollingCorrelation.Rd, chart.RollingMean.Rd,
	  chart.RollingPerformance.Rd, chart.RollingRegression.Rd,
	  chart.Scatter.Rd, chart.TimeSeries.Rd,
	  charts.PerformanceSummary.Rd, charts.RollingPerformance.Rd,
	  rollingCorrelation.Rd, table.CAPM.Rd, table.Correlation.Rd,
	  table.HigherMoments.Rd:

	- standardize \item descriptions

2007-02-25 12:24  brian

	* man/: rollingFunction.Rd, table.AnnualizedReturns.Rd,
	  table.CAPM.Rd, table.DownsideRisk.Rd, table.HigherMoments.Rd,
	  table.MonthlyReturns.Rd, table.Returns.Rd,
	  table.RollingPeriods.Rd:

	- define item for digits

2007-02-25 12:23  brian

	* R/: rollingFunction.R, table.AnnualizedReturns.R, table.CAPM.R,
	  table.DownsideRisk.R, table.HigherMoments.R,
	  table.MonthlyReturns.R, table.Returns.R, table.RollingPeriods.R:

	- change call to round() to call base::round() to fix conflict with newest fCalendar

2007-02-25 09:55  brian

	* man/: BetaCoVariance.Rd, CoKurtosis.Rd, CoSkewness.Rd,
	  PerformanceAnalytics-package.Rd:

	- update equations and references

2007-02-23 17:36  brian

	* man/: InformationRatio.Rd, Omega.Rd, SemiDeviation.Rd, StdDev.Rd,
	  StdDev.annualized.Rd:

	- updated documentation files

2007-02-22 16:14  brian

	* R/: table.AnnualizedReturns.R, table.MonthlyReturns.R,
	  table.Returns.R:

	- standardize use of 'digits' as a parameter to round()

2007-02-22 15:50  brian

	* man/: InformationRatio.Rd, PerformanceAnalytics-package.Rd,
	  SharpeRatio.annualized.Rd, SharpeRatio.modified.Rd:

	- update documentation files

2007-02-22 15:00  brian

	* man/: cummax.column.Rd, cumprod.column.Rd, findDrawdowns.Rd,
	  maxDrawdown.Rd, moment.fourth.Rd, moment.third.Rd,
	  sortDrawdowns.Rd:

	- update documentation files

2007-02-22 13:11  peter

	* R/charts.RollingRegression.R:

	- fixed parameter passing and title

2007-02-22 12:27  brian

	* man/chart.Bar.Rd:

	- fix syntax error in example

2007-02-22 12:26  brian

	* man/VaR.CornishFisher.Rd:

	- update aliases

2007-02-22 12:26  brian

	* R/cummax.column.R:

	- update function name for consistency

2007-02-22 12:25  brian

	* R/BetaCoVariance.R:

	- add comments about symbolic notation

2007-02-22 12:24  brian

	* R/KellyRatio.R:

	- fix syntaxt error in calc

2007-02-22 12:24  brian

	* DESCRIPTION:

	- set version 0.9
	- add dependencies

2007-02-22 11:23  brian

	* man/: CoKurtosis.Rd, CoSkewness.Rd, TreynorRatio.Rd,
	  VaR.Beyond.Rd, VaR.CornishFisher.Rd, VaR.Marginal.Rd:

	- revise template help files to contain information

2007-02-22 11:19  brian

	* man/legend.Rd:

	- remove documentation for legend wrapper

2007-02-22 10:53  brian

	* man/: checkDataMatrix.Rd, checkDataVector.Rd, cummax.column.Rd,
	  cumprod.column.Rd:

	- revise template help to real documentation

2007-02-21 11:25  brian

	* R/KellyRatio.R, man/KellyRatio.Rd:

	- Initial Revision of Kelly Ratio calculation

2007-02-21 08:54  peter

	* man/chart.Drawdown.Rd:

	- added attribute documentation and example

2007-02-21 08:53  peter

	* man/: chart.CumReturns.Rd, chart.TimeSeries.Rd:

	- fixed documentation

2007-02-20 23:06  peter

	* man/chart.CumReturns.Rd:

	- added documentation and examples

2007-02-20 22:56  peter

	* man/chart.BarVaR.Rd:

	- added documentation and example

2007-02-20 22:55  peter

	* man/: chart.Bar.Rd, chart.TimeSeries.Rd:

	- fixed date format problem with latex comment character

2007-02-20 22:34  peter

	* man/chart.Bar.Rd:

	- added documentation for attributes and an example

2007-02-20 22:21  peter

	* man/chart.TimeSeries.Rd:

	- finished attribute documentation

2007-02-17 10:43  brian

	* data/edhec.R:

	- removed.  incorrect first try at getting data to work

2007-02-16 20:01  peter

	* man/chart.TimeSeries.Rd:

	- added an example

2007-02-16 16:57  peter

	* data/edhec.rda:

	- added edhec data in data.frame format

2007-02-16 16:37  peter

	* data/edhec.R:

	- adding data.frame format

2007-02-16 16:36  peter

	* data/edhec.Rdata:

	- removing to replace with different file type and extension

2007-02-16 16:10  peter

	* data/edhec.Rdata:

	- tried df object

2007-02-16 15:39  peter

	* data/edhec.Rdata:

	- R binary file of EDHEC monthly returns

2007-02-16 15:35  peter

	* data/edhec.csv:

	- added reformatted EDHEC monthly data
	- bug 890

2007-02-16 15:12  peter

	* man/chart.TimeSeries.Rd:

	- moved comments from code, still needs example

2007-02-14 19:14  brian

	* R/: Return.annualized.R, StdDev.annualized.R:

	- standardize parameter variaable names

2007-02-10 15:04  brian

	* man/: BetaCoKurtosis.Rd, BetaCoSkewness.Rd, BetaCoVariance.Rd,
	  CAPM.alpha.Rd, CAPM.beta.Rd, DownsideDeviation.Rd, Omega.Rd,
	  PerformanceAnalytics-package.Rd, Return.annualized.Rd,
	  Return.cumulative.Rd, SemiDeviation.Rd, SharpeRatio.Rd,
	  SharpeRatio.modified.Rd, SortinoRatio.Rd, StdDev.Rd,
	  VaR.CornishFisher.Rd, chart.Bar.Rd, chart.BarVaR.Rd,
	  chart.RegressionDiagnostics.Rd, chart.RollingRegression.Rd,
	  moment.fourth.Rd, moment.third.Rd, rollingRegression.Rd,
	  sortDrawdowns.Rd, table.Arbitrary.Rd:

	- update documentation with more titles, details, authors, etc.

2007-02-10 11:17  brian

	* man/: ActivePremium.Rd, InformationRatio.Rd, SharpeRatio.Rd,
	  SharpeRatio.annualized.Rd, TrackingError.Rd:

	- updated Sharpe related functions with author, citation, description, eqn

2007-02-08 15:43  brian

	* R/CAPM.alpha.R, R/CAPM.beta.R, man/CAPM.alpha.Rd,
	  man/CAPM.beta.Rd:

	- standardize parameters to R and Rb for consistency with other functions

2007-02-08 15:38  brian

	* R/: BetaCoSkewness.R, CoKurtosis.R, CoSkewness.R,
	  moment.fourth.R, moment.third.R:

	- correct pervasive calculation error in co-moments

2007-02-07 12:58  brian

	* R/rollingRegression.R, man/rollingRegression.Rd:

	- add rollingRegression fn and .Rd to package

2007-02-07 12:03  brian

	* man/: ActivePremium.Rd, BetaCoKurtosis.Rd, BetaCoSkewness.Rd,
	  BetaCoVariance.Rd, CAPM.alpha.Rd, CAPM.beta.Rd, CoKurtosis.Rd,
	  CoSkewness.Rd, DownsideDeviation.Rd, InformationRatio.Rd,
	  Omega.Rd, Return.annualized.Rd, Return.cumulative.Rd,
	  SemiDeviation.Rd, SharpeRatio.Rd, SharpeRatio.annualized.Rd,
	  SharpeRatio.modified.Rd, SortinoRatio.Rd, StdDev.Rd,
	  StdDev.annualized.Rd, TrackingError.Rd, TreynorRatio.Rd,
	  UpDownRatios.Rd, VaR.Beyond.Rd, VaR.CornishFisher.Rd,
	  VaR.Marginal.Rd, chart.Bar.Rd, chart.BarVaR.Rd, chart.Boxplot.Rd,
	  chart.Correlation.Rd, chart.Correlation.color.Rd,
	  chart.CumReturns.Rd, chart.Drawdown.Rd, chart.Histogram.Rd,
	  chart.QQPlot.Rd, chart.RelativePerformance.Rd,
	  chart.RiskReturnScatter.Rd, chart.RollingCorrelation.Rd,
	  chart.RollingMean.Rd, chart.RollingPerformance.Rd,
	  chart.RollingRegression.Rd, chart.Scatter.Rd,
	  chart.TimeSeries.Rd, charts.PerformanceSummary.Rd,
	  charts.RollingPerformance.Rd, checkDataMatrix.Rd,
	  checkDataVector.Rd, cummax.column.Rd, cumprod.column.Rd,
	  findDrawdowns.Rd, maxDrawdown.Rd, moment.fourth.Rd,
	  moment.third.Rd, rollingCorrelation.Rd, rollingFunction.Rd,
	  rollingStat.Rd, sortDrawdowns.Rd, table.AnnualizedReturns.Rd,
	  table.Arbitrary.Rd, table.CAPM.Rd, table.Correlation.Rd,
	  table.DownsideRisk.Rd, table.HigherMoments.Rd,
	  table.MonthlyReturns.Rd, table.Returns.Rd,
	  table.RollingPeriods.Rd:

	- first pass through .Rd files for /item commonality

2007-02-07 09:53  peter

	* R/charts.RollingRegression.R:

	- added function to the package

2007-02-07 09:45  peter

	* R/chart.RollingRegression.R:

	- repaired graphic parameter passing
	- rf needs a data check and testing

2007-02-07 08:58  peter

	* R/chart.RollingRegression.R:

	- added rf and calculation of excess returns

2007-02-07 07:24  brian

	* R/: ActivePremium.R, BetaCoKurtosis.R, BetaCoSkewness.R,
	  BetaCoVariance.R, CAPM.alpha.R, CAPM.beta.R, CoKurtosis.R,
	  CoSkewness.R, DownsideDeviation.R, InformationRatio.R, Omega.R,
	  Return.annualized.R, Return.cumulative.R, SemiDeviation.R,
	  SharpeRatio.R, SharpeRatio.annualized.R, SharpeRatio.modified.R,
	  SortinoRatio.R, StdDev.R, StdDev.annualized.R, TrackingError.R,
	  TreynorRatio.R, UpDownRatios.R, VaR.Beyond.R,
	  VaR.CornishFisher.R, VaR.Marginal.R, chart.Bar.R, chart.BarVaR.R,
	  chart.Boxplot.R, chart.Correlation.R, chart.Correlation.color.R,
	  chart.CumReturns.R, chart.Drawdown.R, chart.Histogram.R,
	  chart.QQPlot.R, chart.RelativePerformance.R,
	  chart.RiskReturnScatter.R, chart.RollingCorrelation.R,
	  chart.RollingMean.R, chart.RollingPerformance.R,
	  chart.RollingRegression.R, chart.Scatter.R, chart.TimeSeries.R,
	  charts.PerformanceSummary.R, charts.RollingPerformance.R,
	  checkDataMatrix.R, checkDataVector.R, cummax.column.R,
	  cumprod.column.R, findDrawdowns.R, legend.R, maxDrawdown.R,
	  moment.fourth.R, moment.third.R, rollingCorrelation.R,
	  rollingFunction.R, rollingStat.R, sortDrawdowns.R,
	  table.AnnualizedReturns.R, table.Arbitrary.R, table.CAPM.R,
	  table.Correlation.R, table.DownsideRisk.R, table.HigherMoments.R,
	  table.MonthlyReturns.R, table.Returns.R, table.RollingPeriods.R:

	- fix pervasive comment typo

2007-02-07 07:20  brian

	* R/: ActivePremium.R, CAPM.alpha.R, CAPM.beta.R,
	  InformationRatio.R, TrackingError.R, table.CAPM.R,
	  table.HigherMoments.R:

	- change Ri to Rb for benchmark asset to standardize parameters
	- change indexReturns.vec to benchmarkReturns.vec for consistency

2007-02-07 06:32  brian

	* R/: moment.fourth.R, moment.third.R:

	- rename parameter Ri to R for consistency with other functions

2007-02-06 06:01  brian

	* DESCRIPTION, man/PerformanceAnalytics-package.Rd:

	- add long description

2007-02-06 05:58  brian

	* R/: findDrawdowns.R, sortDrawdowns.R:

	- standardize attribution for Drawdown runs

2007-02-05 13:08  brian

	* R/SharpeRatio.modified.R, man/SharpeRatio.modified.Rd:

	- add modSharpe wrapper function

2007-02-05 13:03  brian

	* R/StdDev.R, man/StdDev.Rd:

	- add std wrapper function

2007-02-05 07:57  brian

	* DESCRIPTION, man/PerformanceAnalytics-package.Rd:

	- change package name to PerformanceAnalytics

2007-02-02 13:06  brian

	* R/ActivePremium.R, R/BetaCoKurtosis.R, R/BetaCoSkewness.R,
	  R/BetaCoVariance.R, R/CAPM.alpha.R, R/CAPM.beta.R,
	  R/CoKurtosis.R, R/CoSkewness.R, R/DownsideDeviation.R,
	  R/InformationRatio.R, R/Omega.R, R/Return.annualized.R,
	  R/Return.cumulative.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SharpeRatio.modified.R,
	  R/SortinoRatio.R, R/StdDev.R, R/StdDev.annualized.R,
	  R/TrackingError.R, R/TreynorRatio.R, R/UpDownRatios.R,
	  R/VaR.Beyond.R, R/VaR.CornishFisher.R, R/VaR.Marginal.R,
	  R/chart.Bar.R, R/chart.BarVaR.R, R/chart.Boxplot.R,
	  R/chart.Correlation.R, R/chart.Correlation.color.R,
	  R/chart.CumReturns.R, R/chart.Drawdown.R, R/chart.Histogram.R,
	  R/chart.QQPlot.R, R/chart.RelativePerformance.R,
	  R/chart.RiskReturnScatter.R, R/chart.RollingCorrelation.R,
	  R/chart.RollingMean.R, R/chart.RollingPerformance.R,
	  R/chart.RollingRegression.R, R/chart.Scatter.R,
	  R/chart.TimeSeries.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/checkDataMatrix.R,
	  R/checkDataVector.R, R/cummax.column.R, R/cumprod.column.R,
	  R/findDrawdowns.R, R/legend.R, R/maxDrawdown.R,
	  R/moment.fourth.R, R/moment.third.R, R/rollingCorrelation.R,
	  R/rollingFunction.R, R/rollingStat.R, R/sortDrawdowns.R,
	  R/table.AnnualizedReturns.R, R/table.Arbitrary.R, R/table.CAPM.R,
	  R/table.Correlation.R, R/table.DownsideRisk.R,
	  R/table.HigherMoments.R, R/table.MonthlyReturns.R,
	  R/table.Returns.R, R/table.RollingPeriods.R,
	  man/ActivePremium.Rd, man/BetaCoKurtosis.Rd,
	  man/BetaCoSkewness.Rd, man/BetaCoVariance.Rd, man/CAPM.alpha.Rd,
	  man/CAPM.beta.Rd, man/CoKurtosis.Rd, man/CoSkewness.Rd,
	  man/DownsideDeviation.Rd, man/InformationRatio.Rd, man/Omega.Rd,
	  man/PerformanceAnalytics-package.Rd, man/Return.annualized.Rd,
	  man/Return.cumulative.Rd, man/SemiDeviation.Rd,
	  man/SharpeRatio.Rd, man/SharpeRatio.annualized.Rd,
	  man/SharpeRatio.modified.Rd, man/SortinoRatio.Rd, man/StdDev.Rd,
	  man/StdDev.annualized.Rd, man/TrackingError.Rd,
	  man/TreynorRatio.Rd, man/UpDownRatios.Rd, man/VaR.Beyond.Rd,
	  man/VaR.CornishFisher.Rd, man/VaR.Marginal.Rd, man/chart.Bar.Rd,
	  man/chart.BarVaR.Rd, man/chart.Boxplot.Rd,
	  man/chart.Correlation.Rd, man/chart.Correlation.color.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.Histogram.Rd, man/chart.QQPlot.Rd,
	  man/chart.RelativePerformance.Rd, man/chart.RiskReturnScatter.Rd,
	  man/chart.RollingCorrelation.Rd, man/chart.RollingMean.Rd,
	  man/chart.RollingPerformance.Rd, man/chart.RollingRegression.Rd,
	  man/chart.Scatter.Rd, man/chart.TimeSeries.Rd,
	  man/charts.PerformanceSummary.Rd,
	  man/charts.RollingPerformance.Rd, man/checkDataMatrix.Rd,
	  man/checkDataVector.Rd, man/cummax.column.Rd,
	  man/cumprod.column.Rd, man/findDrawdowns.Rd, man/legend.Rd,
	  man/maxDrawdown.Rd, man/moment.fourth.Rd, man/moment.third.Rd,
	  man/rollingCorrelation.Rd, man/rollingFunction.Rd,
	  man/rollingStat.Rd, man/sortDrawdowns.Rd,
	  man/table.AnnualizedReturns.Rd, man/table.Arbitrary.Rd,
	  man/table.CAPM.Rd, man/table.Correlation.Rd,
	  man/table.DownsideRisk.Rd, man/table.HigherMoments.Rd,
	  man/table.MonthlyReturns.Rd, man/table.Returns.Rd,
	  man/table.RollingPeriods.Rd, DESCRIPTION:

	- Initial Revision of packaged foles to version control
	Bug 890