diff --git a/DESCRIPTION b/DESCRIPTION index 9a5a01fc..958201c2 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -62,5 +62,5 @@ License: GPL-2 | GPL-3 Encoding: UTF-8 LazyData: true URL: https://github.com/braverock/PerformanceAnalytics -Copyright: (c) 2004-2022 +Copyright: (c) 2004-2024 RoxygenNote: 7.3.2 diff --git a/R/chart.SFM.R b/R/chart.SFM.R index 903f5497..9d6d3f84 100644 --- a/R/chart.SFM.R +++ b/R/chart.SFM.R @@ -45,6 +45,8 @@ #' 1964, 425-442. \cr ###keywords ts multivariate distribution models #' @examples +#' +#' \donttest{ # CRAN tests if Suggested packages are loaded #' data(managers) #' #' mgrs <- managers["2002/"] # So that all have managers have complete history @@ -57,7 +59,7 @@ #' chart.SFM(mgrs[,k],mgrs$SP500,mgrs$RF,makePct = TRUE, #' main = names(mgrs[,k])) #' } -#' +#' } #' #' @importFrom stats summary.lm #' @rdname chart.SFM diff --git a/R/table.Autocorrelation.R b/R/table.Autocorrelation.R index d6bcf899..69f83a33 100644 --- a/R/table.Autocorrelation.R +++ b/R/table.Autocorrelation.R @@ -20,6 +20,7 @@ #' Introduction and Overview. SSRN eLibrary. ###keywords ts multivariate distribution models #' @examples +#' \donttest{ # CRAN does not allow examples to load suggested packages in one of its tests #' #' data(managers) #' t(table.Autocorrelation(managers)) @@ -31,7 +32,7 @@ #' wrap.colnames=10, mar = c(0,0,3,0)+0.1) #' #' title(main="Autocorrelation") -#' +#' } #' @export table.Autocorrelation <- function (R, digits = 4, max.lag = 6) diff --git a/R/table.CAPM.R b/R/table.CAPM.R index e34807ca..10cfc5a4 100644 --- a/R/table.CAPM.R +++ b/R/table.CAPM.R @@ -19,16 +19,17 @@ #' \code{\link{InformationRatio}} \cr \code{\link{TreynorRatio}} ###keywords ts multivariate distribution models #' @examples -#' +#' \donttest{ # CRAN does not allow examples to load suggested packages in one of its tests #' data(managers) #' table.SFM(managers[,1:3], managers[,8], Rf = managers[,10]) #' #' result = table.SFM(managers[,1:3], managers[,8], Rf = managers[,10]) +#' require(Hmisc) #' textplot(result, rmar = 0.8, cmar = 1.5, max.cex=.9, #' halign = "center", valign = "top", row.valign="center", #' wrap.rownames=15, wrap.colnames=10, mar = c(0,0,3,0)+0.1) #' title(main="Single Factor Model Related Statistics") -#' +#'} #' @rdname table.CAPM #' @aliases #' table.CAPM diff --git a/man/chart.SFM.Rd b/man/chart.SFM.Rd index bc0e900a..82cb6de1 100644 --- a/man/chart.SFM.Rd +++ b/man/chart.SFM.Rd @@ -69,6 +69,8 @@ outside that strip are defined as outliers, and as such are rejected, i.e., deleted by the lmrobdetMM estimator. } \examples{ + +\donttest{ # CRAN tests if Suggested packages are loaded data(managers) mgrs <- managers["2002/"] # So that all have managers have complete history @@ -81,7 +83,7 @@ deleted by the lmrobdetMM estimator. chart.SFM(mgrs[,k],mgrs$SP500,mgrs$RF,makePct = TRUE, main = names(mgrs[,k])) } - +} } \references{ diff --git a/man/table.Autocorrelation.Rd b/man/table.Autocorrelation.Rd index 2edc6da3..c0eff09d 100644 --- a/man/table.Autocorrelation.Rd +++ b/man/table.Autocorrelation.Rd @@ -27,6 +27,7 @@ and Pierce (1970) that offers a better fit for the \eqn{\chi^2}{chi^2} test for small sample sizes. \code{\link{Box.test}} provides both. } \examples{ +\donttest{ # CRAN does not allow examples to load suggested packages in one of its tests data(managers) t(table.Autocorrelation(managers)) @@ -38,7 +39,7 @@ textplot(result, rmar = 0.8, cmar = 2, max.cex=.9, halign = "center", wrap.colnames=10, mar = c(0,0,3,0)+0.1) title(main="Autocorrelation") - +} } \references{ Lo, Andrew W. 2001. Risk Management for Hedge Funds: diff --git a/man/table.CAPM.Rd b/man/table.CAPM.Rd index f241afc7..7276fda1 100644 --- a/man/table.CAPM.Rd +++ b/man/table.CAPM.Rd @@ -29,16 +29,17 @@ This table will show statistics pertaining to an asset against a set of benchmarks, or statistics for a set of assets against a benchmark. } \examples{ - +\donttest{ # CRAN does not allow examples to load suggested packages in one of its tests data(managers) table.SFM(managers[,1:3], managers[,8], Rf = managers[,10]) result = table.SFM(managers[,1:3], managers[,8], Rf = managers[,10]) +require(Hmisc) textplot(result, rmar = 0.8, cmar = 1.5, max.cex=.9, halign = "center", valign = "top", row.valign="center", wrap.rownames=15, wrap.colnames=10, mar = c(0,0,3,0)+0.1) title(main="Single Factor Model Related Statistics") - +} } \seealso{ \code{\link{CAPM.alpha}} \cr \code{\link{CAPM.beta}} \cr