2016-04-21  pteetor

  * New plotting parameter: 'yaxis.pct' (logical) forces the Y axis
    of some returns-related plots to be displayed as percentages.
  * R/ActivePremium - Pass thru the "..." parameters of ActivePremium
    to Return.annualized, letting caller calculate non-geometric returns.

2014-09-14  braverock

	* DESCRIPTION: - add Diethelm to 'ctb' designation
	* R/zerofill.R: - remove Kris from copyright banner for zerofill,
	  Ross (and Brian) wrote this
	* DESCRIPTION: - add Kris to 'cph' designation, per Kurt Hornick
	  for CRAN team
	* man/PerformanceAnalytics-package.Rd: - add missing comma
	* DESCRIPTION, man/PerformanceAnalytics-package.Rd: - move all
	  Thanks to the documentation, it is now against CRAN policies to
	  thank people in the DESCRIPTION file.
	* DESCRIPTION: - change Authors and Contributors fields to
	  Authors@R to address yet another suggestion that is actually a
	  requirement from CRAN

2014-09-12  braverock

	* .Rbuildignore, ChangeLog, DESCRIPTION, NEWS,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - minor updates
	  prior to CRAN submit
	  - bump version to 1.4.3534
	* DESCRIPTION, NAMESPACE, man/AverageDrawdown.Rd: - minor updates
	  prior to CRAN release

2014-09-11  peter_carl

	* R/maxDrawdown.R: - changed row label to fit function name
	* R/maxDrawdown.R, sandbox/refactored.Portfolio.rebalancing.R: -
	  added AverageLength function
	  - added documentation for additional drawdown functions
	* man/PerformanceAnalytics-package.Rd: - minor changes to reflect
	  changes in release

2014-09-11  braverock

	* R/Return.portfolio.R, man/Return.portfolio.Rd: - update docs for
	  Return.portfolio
	* DESCRIPTION, R/ActivePremium.R, R/AdjustedSharpeRatio.R,
	  R/AppraisalRatio.R, R/BernadoLedoitratio.R, R/BurkeRatio.R,
	  R/CAPM.alpha.R, R/CAPM.beta.R, R/CAPM.epsilon.R,
	  R/CAPM.jensenAlpha.R, R/CAPM.utils.R, R/CalmarRatio.R,
	  R/CoMoments.R, R/DRatio.R, R/DownsideDeviation.R,
	  R/DownsideFrequency.R, R/DrawdownPeak.R, R/ES.R, R/FamaBeta.R,
	  R/Frequency.R, R/InformationRatio.R, R/Kappa.R, R/KellyRatio.R,
	  R/M2Sortino.R, R/MSquared.R, R/MSquaredExcess.R, R/MartinRatio.R,
	  R/MeanAbsoluteDeviation.R, R/NetSelectivity.R, R/Omega.R,
	  R/OmegaExcessReturn.R, R/OmegaSharpeRatio.R, R/PainIndex.R,
	  R/PainRatio.R, R/ProspectRatio.R, R/Return.Geltner.R,
	  R/Return.annualized.R, R/Return.annualized.excess.R,
	  R/Return.calculate.R, R/Return.clean.R, R/Return.cumulative.R,
	  R/Return.excess.R, R/Return.portfolio.R, R/Return.read.R,
	  R/Return.relative.R, R/Selectivity.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SkewnessKurtosisRatio.R,
	  R/SmoothingIndex.R, R/SortinoRatio.R, R/SpecificRisk.R,
	  R/StdDev.R, R/StdDev.annualized.R, R/SystematicRisk.R,
	  R/TotalRisk.R, R/TrackingError.R, R/TreynorRatio.R,
	  R/UpDownRatios.R, R/UpsideFrequency.R, R/UpsidePotentialRatio.R,
	  R/UpsideRisk.R, R/VaR.R, R/VolatilitySkewness.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.Bar.R, R/chart.BarVaR.R, R/chart.Boxplot.R,
	  R/chart.CaptureRatios.R, R/chart.Correlation.R,
	  R/chart.CumReturns.R, R/chart.Drawdown.R, R/chart.ECDF.R,
	  R/chart.Events.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.SnailTrail.R, R/chart.StackedBar.R, R/chart.TimeSeries.R,
	  R/chart.VaRSensitivity.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/checkData.R, R/findDrawdowns.R,
	  R/kurtosis.R, R/maxDrawdown.R, R/mean.utils.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.Distributions.R,
	  R/table.DownsideRisk.R, R/table.DownsideRiskRatio.R,
	  R/table.Drawdowns.R, R/table.DrawdownsRatio.R,
	  R/table.HigherMoments.R, R/table.InformationRatio.R,
	  R/table.MonthlyReturns.R, R/table.ProbOutperformance.R,
	  R/table.RollingPeriods.R, R/table.SpecificRisk.R,
	  R/table.Variability.R, R/textplot.R, man/ActivePremium.Rd,
	  man/AdjustedSharpeRatio.Rd, man/AppraisalRatio.Rd,
	  man/BernardoLedoitRatio.Rd, man/BetaCoMoments.Rd,
	  man/BurkeRatio.Rd, man/CAPM.RiskPremium.Rd, man/CAPM.alpha.Rd,
	  man/CAPM.beta.Rd, man/CAPM.epsilon.Rd, man/CAPM.jensenAlpha.Rd,
	  man/CDD.Rd, man/CalmarRatio.Rd, man/CoMoments.Rd, man/DRatio.Rd,
	  man/DownsideDeviation.Rd, man/DownsideFrequency.Rd,
	  man/DrawdownPeak.Rd, man/ES.Rd, man/FamaBeta.Rd,
	  man/Frequency.Rd, man/InformationRatio.Rd, man/Kappa.Rd,
	  man/KellyRatio.Rd, man/M2Sortino.Rd, man/MSquared.Rd,
	  man/MSquaredExcess.Rd, man/MartinRatio.Rd,
	  man/MeanAbsoluteDeviation.Rd, man/NetSelectivity.Rd,
	  man/Omega.Rd, man/OmegaExcessReturn.Rd, man/OmegaSharpeRatio.Rd,
	  man/PainIndex.Rd, man/PainRatio.Rd, man/ProspectRatio.Rd,
	  man/Return.Geltner.Rd, man/Return.annualized.Rd,
	  man/Return.annualized.excess.Rd, man/Return.calculate.Rd,
	  man/Return.clean.Rd, man/Return.cumulative.Rd,
	  man/Return.excess.Rd, man/Return.portfolio.Rd,
	  man/Return.read.Rd, man/Return.relative.Rd, man/Selectivity.Rd,
	  man/SharpeRatio.Rd, man/SharpeRatio.annualized.Rd,
	  man/SkewnessKurtosisRatio.Rd, man/SmoothingIndex.Rd,
	  man/SortinoRatio.Rd, man/SpecificRisk.Rd, man/StdDev.Rd,
	  man/StdDev.annualized.Rd, man/SystematicRisk.Rd,
	  man/TotalRisk.Rd, man/TrackingError.Rd, man/TreynorRatio.Rd,
	  man/UpDownRatios.Rd, man/UpsideFrequency.Rd,
	  man/UpsidePotentialRatio.Rd, man/UpsideRisk.Rd, man/VaR.Rd,
	  man/VolatilitySkewness.Rd, man/apply.fromstart.Rd,
	  man/apply.rolling.Rd, man/centeredmoments.Rd, man/chart.ACF.Rd,
	  man/chart.Bar.Rd, man/chart.BarVaR.Rd, man/chart.Boxplot.Rd,
	  man/chart.CaptureRatios.Rd, man/chart.Correlation.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.ECDF.Rd, man/chart.Events.Rd, man/chart.Histogram.Rd,
	  man/chart.QQPlot.Rd, man/chart.Regression.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.SnailTrail.Rd,
	  man/chart.StackedBar.Rd, man/chart.TimeSeries.Rd,
	  man/chart.VaRSensitivity.Rd, man/charts.PerformanceSummary.Rd,
	  man/charts.RollingPerformance.Rd, man/checkData.Rd,
	  man/clean.boudt.Rd, man/edhec.Rd, man/findDrawdowns.Rd,
	  man/kurtosis.Rd, man/maxDrawdown.Rd, man/mean.geometric.Rd,
	  man/portfolio_bacon.Rd, man/prices.Rd, man/skewness.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.CaptureRatios.Rd, man/table.Correlation.Rd,
	  man/table.Distributions.Rd, man/table.DownsideRisk.Rd,
	  man/table.DownsideRiskRatio.Rd, man/table.Drawdowns.Rd,
	  man/table.DrawdownsRatio.Rd, man/table.HigherMoments.Rd,
	  man/table.InformationRatio.Rd, man/table.MonthlyReturns.Rd,
	  man/table.ProbOutPerformance.Rd, man/table.RollingPeriods.Rd,
	  man/table.SpecificRisk.Rd, man/table.Variability.Rd,
	  man/textplot.Rd, man/weights.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - updates to
	  pass R CMD check --as-cran

2014-09-08  peter_carl

	* NEWS: - added comments on version number method

2014-09-07  braverock

	* ChangeLog, DESCRIPTION, R/Return.clean.R, R/chart.Histogram.R,
	  R/chart.QQPlot.R, R/chart.RollingQuantileRegression.R: - updates
	  to pass R CMD check on r-devel

2014-09-05  bodanker

	* R/VaR.R: - Fix error in reasonableness check when tmp is not
	  finite

2014-09-04  braverock

	* DESCRIPTION, man/VaR.Rd: - update docs
	* DESCRIPTION, NAMESPACE, NEWS, R/VaR.R, R/decomposeMVaR.R[DEL],
	  R/expectedShortFallFunctions.r[DEL], R/rCornishFisher.r[DEL],
	  R/valueAtRiskFunctions.r[DEL], man/ActivePremium.Rd,
	  man/AdjustedSharpeRatio.Rd, man/AppraisalRatio.Rd,
	  man/AverageDrawdown.Rd, man/BernardoLedoitRatio.Rd,
	  man/BetaCoMoments.Rd, man/BurkeRatio.Rd, man/CAPM.RiskPremium.Rd,
	  man/CAPM.alpha.Rd, man/CAPM.beta.Rd, man/CAPM.dynamic.Rd,
	  man/CAPM.epsilon.Rd, man/CAPM.jensenAlpha.Rd, man/CDD.Rd,
	  man/CalmarRatio.Rd, man/CoMoments.Rd, man/DRatio.Rd,
	  man/DownsideDeviation.Rd, man/DownsideFrequency.Rd,
	  man/DrawdownDeviation.Rd, man/DrawdownPeak.Rd, man/ES.Rd,
	  man/FamaBeta.Rd, man/Frequency.Rd, man/HurstIndex.Rd,
	  man/InformationRatio.Rd, man/Kappa.Rd, man/KellyRatio.Rd,
	  man/M2Sortino.Rd, man/MSquared.Rd, man/MSquaredExcess.Rd,
	  man/MarketTiming.Rd, man/MartinRatio.Rd,
	  man/MeanAbsoluteDeviation.Rd, man/Modigliani.Rd,
	  man/NetSelectivity.Rd, man/Omega.Rd, man/OmegaExcessReturn.Rd,
	  man/OmegaSharpeRatio.Rd, man/PainIndex.Rd, man/PainRatio.Rd,
	  man/ProspectRatio.Rd, man/Return.Geltner.Rd,
	  man/Return.annualized.Rd, man/Return.annualized.excess.Rd,
	  man/Return.calculate.Rd, man/Return.clean.Rd,
	  man/Return.cumulative.Rd, man/Return.excess.Rd,
	  man/Return.portfolio.Rd, man/Return.read.Rd,
	  man/Return.relative.Rd, man/Selectivity.Rd, man/SharpeRatio.Rd,
	  man/SharpeRatio.annualized.Rd, man/SkewnessKurtosisRatio.Rd,
	  man/SmoothingIndex.Rd, man/SortinoRatio.Rd, man/SpecificRisk.Rd,
	  man/StdDev.Rd, man/StdDev.annualized.Rd, man/SystematicRisk.Rd,
	  man/TotalRisk.Rd, man/TrackingError.Rd, man/TreynorRatio.Rd,
	  man/UlcerIndex.Rd, man/UpDownRatios.Rd, man/UpsideFrequency.Rd,
	  man/UpsidePotentialRatio.Rd, man/UpsideRisk.Rd, man/VaR.Rd,
	  man/VolatilitySkewness.Rd, man/apply.fromstart.Rd,
	  man/apply.rolling.Rd, man/centeredmoments.Rd, man/chart.ACF.Rd,
	  man/chart.Bar.Rd, man/chart.BarVaR.Rd, man/chart.Boxplot.Rd,
	  man/chart.CaptureRatios.Rd, man/chart.Correlation.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.ECDF.Rd, man/chart.Events.Rd, man/chart.Histogram.Rd,
	  man/chart.QQPlot.Rd, man/chart.Regression.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.SnailTrail.Rd,
	  man/chart.StackedBar.Rd, man/chart.TimeSeries.Rd,
	  man/chart.VaRSensitivity.Rd, man/charts.PerformanceSummary.Rd,
	  man/charts.RollingPerformance.Rd, man/checkData.Rd,
	  man/clean.boudt.Rd, man/findDrawdowns.Rd, man/kurtosis.Rd,
	  man/legend.Rd, man/lpm.Rd, man/maxDrawdown.Rd,
	  man/mean.geometric.Rd, man/skewness.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.CaptureRatios.Rd,
	  man/table.Correlation.Rd, man/table.Distributions.Rd,
	  man/table.DownsideRisk.Rd, man/table.DownsideRiskRatio.Rd,
	  man/table.Drawdowns.Rd, man/table.DrawdownsRatio.Rd,
	  man/table.HigherMoments.Rd, man/table.InformationRatio.Rd,
	  man/table.MonthlyReturns.Rd, man/table.ProbOutPerformance.Rd,
	  man/table.RollingPeriods.Rd, man/table.SpecificRisk.Rd,
	  man/table.Variability.Rd, man/textplot.Rd, man/zerofill.Rd,
	  sandbox/decomposeMVaR.R[CPY],
	  sandbox/expectedShortFallFunctions.r[CPY],
	  sandbox/rCornishFisher.r[CPY],
	  sandbox/valueAtRiskFunctions.r[CPY],
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - move
	  bootstrap files to sandbox, will clean up for next release
	  - update docs to latest roxygen2
	  - update NEWS

2014-09-02  braverock

	* DESCRIPTION, NAMESPACE, R/CoMoments.R, R/ES.R,
	  R/MultivariateMoments.R, R/table.ProbOutperformance.R, R/zzz.R,
	  man/ActivePremium.Rd, man/AdjustedSharpeRatio.Rd,
	  man/AppraisalRatio.Rd, man/AverageDrawdown.Rd,
	  man/BernardoLedoitRatio.Rd, man/BetaCoMoments.Rd,
	  man/BurkeRatio.Rd, man/CAPM.RiskPremium.Rd, man/CAPM.alpha.Rd,
	  man/CAPM.beta.Rd, man/CAPM.dynamic.Rd, man/CAPM.epsilon.Rd,
	  man/CAPM.jensenAlpha.Rd, man/CDD.Rd, man/CalmarRatio.Rd,
	  man/CoMoments.Rd, man/DRatio.Rd, man/DownsideDeviation.Rd,
	  man/DownsideFrequency.Rd, man/DrawdownDeviation.Rd,
	  man/DrawdownPeak.Rd, man/ES.Rd, man/FamaBeta.Rd,
	  man/Frequency.Rd, man/HurstIndex.Rd, man/InformationRatio.Rd,
	  man/Kappa.Rd, man/KellyRatio.Rd, man/M2Sortino.Rd,
	  man/MSquared.Rd, man/MSquaredExcess.Rd, man/MarketTiming.Rd,
	  man/MartinRatio.Rd, man/MeanAbsoluteDeviation.Rd,
	  man/Modigliani.Rd, man/NetSelectivity.Rd, man/Omega.Rd,
	  man/OmegaExcessReturn.Rd, man/OmegaSharpeRatio.Rd,
	  man/PainIndex.Rd, man/PainRatio.Rd, man/ProspectRatio.Rd,
	  man/Return.Geltner.Rd, man/Return.annualized.Rd,
	  man/Return.annualized.excess.Rd, man/Return.calculate.Rd,
	  man/Return.clean.Rd, man/Return.cumulative.Rd,
	  man/Return.excess.Rd, man/Return.read.Rd, man/Return.relative.Rd,
	  man/Selectivity.Rd, man/SharpeRatio.Rd,
	  man/SharpeRatio.annualized.Rd, man/SkewnessKurtosisRatio.Rd,
	  man/SmoothingIndex.Rd, man/SortinoRatio.Rd, man/SpecificRisk.Rd,
	  man/StdDev.Rd, man/StdDev.annualized.Rd, man/SystematicRisk.Rd,
	  man/TotalRisk.Rd, man/TrackingError.Rd, man/TreynorRatio.Rd,
	  man/UlcerIndex.Rd, man/UpDownRatios.Rd, man/UpsideFrequency.Rd,
	  man/UpsidePotentialRatio.Rd, man/UpsideRisk.Rd, man/VaR.Rd,
	  man/VolatilitySkewness.Rd, man/apply.fromstart.Rd,
	  man/apply.rolling.Rd, man/centeredmoments.Rd, man/chart.ACF.Rd,
	  man/chart.Bar.Rd, man/chart.BarVaR.Rd, man/chart.Boxplot.Rd,
	  man/chart.CaptureRatios.Rd, man/chart.Correlation.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.ECDF.Rd, man/chart.Events.Rd, man/chart.Histogram.Rd,
	  man/chart.QQPlot.Rd, man/chart.Regression.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.SnailTrail.Rd,
	  man/chart.StackedBar.Rd, man/chart.TimeSeries.Rd,
	  man/chart.VaRSensitivity.Rd, man/charts.PerformanceSummary.Rd,
	  man/charts.RollingPerformance.Rd, man/checkData.Rd,
	  man/clean.boudt.Rd, man/findDrawdowns.Rd, man/kurtosis.Rd,
	  man/legend.Rd, man/lpm.Rd, man/maxDrawdown.Rd,
	  man/mean.geometric.Rd, man/skewness.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.CaptureRatios.Rd,
	  man/table.Correlation.Rd, man/table.Distributions.Rd,
	  man/table.DownsideRisk.Rd, man/table.DownsideRiskRatio.Rd,
	  man/table.Drawdowns.Rd, man/table.DrawdownsRatio.Rd,
	  man/table.HigherMoments.Rd, man/table.InformationRatio.Rd,
	  man/table.MonthlyReturns.Rd,
	  man/table.ProbOutPerformance.Rd[ADD],
	  man/table.RollingPeriods.Rd, man/table.SpecificRisk.Rd,
	  man/table.Variability.Rd, man/textplot.Rd, man/zerofill.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - clean check
	  in R-release ahead of new CRAN version

2014-09-02  rossbennett34

	* R/zerofill.R, man/zerofill.Rd: Modifying zerofill to avoid loops
	  and use method="xts" in checkData. Minor edits to zerofill man
	  file.

2014-08-30  efmrforge

	* man/table.ProbOutPerformance.Rd[DEL]: Removed failing .Rd file
	* R/table.ProbOutperformance.R: Fixed formatting, so this would
	  build
	* R/table.ProbOutperformance.R: Added title and one line
	  description so it would build

2014-08-27  kylebalkissoon

	* man/table.ProbOutPerformance.Rd[ADD]: Documentation for
	  table.ProbOutPerformance.Rd
	* R/table.ProbOutperformance.R: Expanded documentation and added
	  examples

2014-08-26  rossbennett34

	* R/Return.portfolio.R, man/Return.portfolio.Rd: fixing bad link
	  error

2014-08-24  rossbennett34

	* R/Return.portfolio.R, man/Return.portfolio.Rd: zerofilling NA's
	  and fixing examples in Return.portfolio
	* vignettes/portfolio_returns.Rnw,
	  vignettes/portfolio_returns.pdf[ADD]: revisions to portfolio
	  returns vignette
	* man/Return.portfolio.Rd: updated Rd file for Return.portfolio

2014-08-19  kylebalkissoon

	* R/table.ProbOutperformance.R: Line endings switched to unix
	* R/table.ProbOutperformance.R[ADD]: Table to calculate # of
	  periods fund is outperforming benchmark on a cumulative basis.
	  User can supply a vector of periods and this will calculate it.
	  This also returns the proportion of periods the fund outperforms
	  which is commonly known as the probability of outperformance.

2014-08-13  kylebalkissoon

	* R/Return.portfolio.R:

2014-07-27  rossbennett34

	* src/Makevars.win[ADD]: Adding Makevars.win file to link against
	  BLAS and LAPACK libraries

2014-07-09  kecoli

	* sandbox/PAenhance/NAMESPACE,
	  sandbox/PAenhance/R/table.Performance.R,
	  sandbox/PAenhance/man/SharpeRatio.Rd,
	  sandbox/PAenhance/man/UncertaintyMeasure.Rd,
	  sandbox/PAenhance/man/chart.Boxplot.Rd,
	  sandbox/PAenhance/man/chart.QQPlot.Rd,
	  sandbox/PAenhance/man/table.Performance.Rd,
	  sandbox/PAenhance/man/table.Performance.pool.Rd,
	  sandbox/PAenhance/man/table.Performance.pool.cran.Rd: add
	  optional argument exportXLS to table.Performance(), that one can
	  export the Performance table to an Excel file.

2014-07-03  rossbennett34

	* NAMESPACE, R/MultivariateMoments.R, sandbox/testMM.R[ADD],
	  src[ADD], src/momentF.f90[ADD]: Adding compiled M3 and M4
	  functions

2014-06-22  kecoli

	* sandbox/PAenhance/NAMESPACE, sandbox/PAenhance/R/SharpeRatio.R,
	  sandbox/PAenhance/R/Uncertainty.R[ADD],
	  sandbox/PAenhance/man/SharpeRatio.Rd,
	  sandbox/PAenhance/man/UncertaintyMeasure.Rd[ADD]: change of man
	  page,
	  add uncertainty measure of Variance estimator,
	  add bootstrap sd for SharpRatio,
	  modify Sharpratio to adapt to table.Performance
	* sandbox/PAenhance[ADD], sandbox/PAenhance/DESCRIPTION[ADD],
	  sandbox/PAenhance/LICENSE[ADD], sandbox/PAenhance/NAMESPACE[ADD],
	  sandbox/PAenhance/Plan for next release[ADD],
	  sandbox/PAenhance/R[ADD],
	  sandbox/PAenhance/R/PAenhance-internal.R[ADD],
	  sandbox/PAenhance/R/SharpeRatio.R[ADD],
	  sandbox/PAenhance/R/cbind.na.R[ADD],
	  sandbox/PAenhance/R/chart.Boxplot.R[ADD],
	  sandbox/PAenhance/R/chart.QQplot.R[ADD],
	  sandbox/PAenhance/R/inslib.R[ADD],
	  sandbox/PAenhance/R/table.Performance.R[ADD],
	  sandbox/PAenhance/R/table.Performance.pool.R[ADD],
	  sandbox/PAenhance/R/table.Performance.pool.cran.R[ADD],
	  sandbox/PAenhance/README.md[ADD], sandbox/PAenhance/man[ADD],
	  sandbox/PAenhance/man/SharpeRatio.Rd[ADD],
	  sandbox/PAenhance/man/chart.Boxplot.Rd[ADD],
	  sandbox/PAenhance/man/chart.QQPlot.Rd[ADD],
	  sandbox/PAenhance/man/table.Performance.Rd[ADD],
	  sandbox/PAenhance/man/table.Performance.pool.Rd[ADD],
	  sandbox/PAenhance/man/table.Performance.pool.cran.Rd[ADD],
	  sandbox/PAenhance/vignettes[ADD],
	  sandbox/PAenhance/vignettes/PA-KirkLi.Rnw[ADD],
	  sandbox/PAenhance/vignettes/PA-KirkLi.pdf[ADD]: merging Kirk's
	  github work to R-forge
	  
	  including Chart.Boxplot, Chart.QQplot, table.performance.R
	* sandbox/PAshiny[ADD], sandbox/PAshiny/chooser-binding.js[ADD],
	  sandbox/PAshiny/chooser.R[ADD],
	  sandbox/PAshiny/crsp.short.6.Rdata[ADD],
	  sandbox/PAshiny/crsp.short.6.csv[ADD],
	  sandbox/PAshiny/crsp.short.Rdata[ADD],
	  sandbox/PAshiny/run.R[ADD], sandbox/PAshiny/server.R[ADD],
	  sandbox/PAshiny/server_bk.R[ADD],
	  sandbox/PAshiny/table.Performance.R[ADD],
	  sandbox/PAshiny/textArea.js[ADD], sandbox/PAshiny/ui.R[ADD],
	  sandbox/PAshiny/www[ADD],
	  sandbox/PAshiny/www/chooser-binding.js[ADD],
	  sandbox/PAshiny/www/index_1.html[ADD],
	  sandbox/PAshiny/www/stylesheets[ADD],
	  sandbox/PAshiny/www/stylesheets/jquery-ui.css[ADD],
	  sandbox/PAshiny/www/stylesheets/style.css[ADD],
	  sandbox/PAshiny/www/textarea.js[ADD]: merging Kirk's github work
	  to R-forge
	  
	  Shiny interface for table.Performance.R in PAenhance
	* sandbox/PAenhance[DEL]: merging Kirk's github work to R-forge

2014-06-22  rossbennett34

	* vignettes/portfolio_returns.Rnw[ADD]: Adding first draft of
	  portfolio returns vignette

2014-06-18  rossbennett34

	* R/Return.portfolio.R: Modifying Return.rebalancing to support
	  wealth index and contribution args as well as adding separate
	  functions for arithmetic and geometric returns

2014-06-11  peter_carl

	* R/Return.excess.R: - fixes error when Rf unlabeled - thanks Dave
	  Demers

2014-06-09  braverock

	* DESCRIPTION: - bump version because of new Return.portfolio and
	  Return.rebalancing
	* R/Return.portfolio.R: - add back copyright/license block, lost in
	  the prototyping
	* R/Return.portfolio.R: - fix so the package will build, still need
	  answers to missing args geometric, wealth_index, and contribution

2014-06-07  peter_carl

	* R/Return.portfolio.R: - Refactored and replaced the function,
	  thanks Ross
	* sandbox/refactored.Portfolio.rebalancing.R: - added to examples

2014-06-07  rossbennett34

	* sandbox/refactored.Portfolio.rebalancing.R,
	  sandbox/test_Return.rebalancing.R[ADD]: adding refactored
	  return.rebalancing function with roxygen documentation and a test
	  script

2014-04-11  peter_carl

	* sandbox/refactored.Portfolio.rebalancing.R: - works

2014-04-09  peter_carl

	* sandbox/refactored.Portfolio.rebalancing.R[ADD]: - incomplete
	  first draft of refactored function

2014-02-27  braverock

	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - update
	  example output to account for Return.portfolio reversion

2014-02-26  braverock

	* man/chart.Events.Rd: - update roxygen doc for chart.Events
	* R/Return.portfolio.R: - revert calculation for geometric=TRUE in
	  Return.portfolio to r2170, we'll improve this with a broader
	  refactoring

2014-02-26  peter_carl

	* R/chart.Boxplot.R: - really a reversion back to rev 2163 with
	  hardcoded horizontal arg
	  - anticipating future improvements that will make this work
	  better

2014-02-25  peter_carl

	* R/Return.calculate.R, R/chart.RollingPerformance.R,
	  R/chart.TimeSeries.R, R/decomposeMVaR.R: - removed ':::' to
	  internal functions and exported xts functions
	* R/chart.Events.R: - fixed example to pass check

2014-02-25  kecoli

	* sandbox/PAenhance/R/lpm.Rd[DEL],
	  sandbox/PAenhance/man/lpm.R[DEL]: delete misplaced file in
	  sandbox/PAenhance
	* sandbox/PAenhance[ADD], sandbox/PAenhance/R[ADD],
	  sandbox/PAenhance/R/chart.Boxplot.R[ADD],
	  sandbox/PAenhance/R/chart.QQplot.R[ADD],
	  sandbox/PAenhance/R/lpm.Rd[ADD], sandbox/PAenhance/inst[ADD],
	  sandbox/PAenhance/inst/PA-KirkLi.Rnw[ADD],
	  sandbox/PAenhance/inst/PA-KirkLi.pdf[ADD],
	  sandbox/PAenhance/man[ADD],
	  sandbox/PAenhance/man/chart.Boxplot.Rd[ADD],
	  sandbox/PAenhance/man/chart.QQPlot.Rd[ADD],
	  sandbox/PAenhance/man/lpm.R[ADD]: commit to sandbox/PAenhance,
	  major changes on chart.Boxplot.R and chart.QQplot.R per comments
	  made by Douglass Martin. Plan to merge to trunk version soon.
	  For details see sandbox/PAenhance/inst/PA-KirkLi.pdf

2014-02-23  braverock

	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - commit
	  updated example output
	* .Rbuildignore, DESCRIPTION, NAMESPACE, R/CAPM.dynamic.R,
	  R/MSquaredExcess.R, R/MarketTiming.R, R/StdDev.annualized.R,
	  R/TreynorRatio.R, R/chart.TimeSeries.R,
	  R/charts.RollingPerformance.R, R/lpm.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, R/table.RollingPeriods.R, R/textplot.R,
	  R/zzz.R, man/CAPM.dynamic.Rd, man/MSquaredExcess.Rd,
	  man/MarketTiming.Rd, man/TreynorRatio.Rd,
	  man/chart.TimeSeries.Rd, man/charts.RollingPerformance.Rd,
	  man/table.AnnualizedReturns.Rd, man/table.Arbitrary.Rd,
	  man/table.Autocorrelation.Rd, man/table.CAPM.Rd,
	  man/table.CalendarReturns.Rd, man/table.CaptureRatios.Rd,
	  man/table.Correlation.Rd, man/table.DownsideRisk.Rd,
	  man/table.Drawdowns.Rd, man/table.HigherMoments.Rd,
	  man/table.MonthlyReturns.Rd, man/table.RollingPeriods.Rd,
	  man/textplot.Rd, vignettes/PA-Bacon.Rnw, vignettes/PA-charts.Rnw,
	  vignettes/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  vignettes/PerformanceAnalyticsPresentation-UseR-2007.Rnw,
	  vignettes/textplotPresentation-CRUG-2011.Rnw: - more fixes for R
	  CMD check prior to CRAN release
	* DESCRIPTION, NAMESPACE, R/DownsideDeviation.R,
	  R/Return.calculate.R, R/StdDev.annualized.R, R/chart.Events.R,
	  R/table.CaptureRatios.R, R/table.UpDownRatios.R,
	  man/ActivePremium.Rd, man/AdjustedSharpeRatio.Rd,
	  man/AppraisalRatio.Rd, man/AverageDrawdown.Rd,
	  man/BernardoLedoitRatio.Rd, man/BetaCoMoments.Rd,
	  man/BurkeRatio.Rd, man/CAPM.RiskPremium.Rd, man/CAPM.alpha.Rd,
	  man/CAPM.beta.Rd, man/CAPM.dynamic.Rd, man/CAPM.epsilon.Rd,
	  man/CAPM.jensenAlpha.Rd, man/CDD.Rd, man/CalmarRatio.Rd,
	  man/CoMoments.Rd, man/DRatio.Rd, man/DownsideDeviation.Rd,
	  man/DownsideFrequency.Rd, man/DrawdownDeviation.Rd,
	  man/DrawdownPeak.Rd, man/ES.Rd, man/FamaBeta.Rd,
	  man/Frequency.Rd, man/HurstIndex.Rd, man/InformationRatio.Rd,
	  man/Kappa.Rd, man/KellyRatio.Rd, man/M2Sortino.Rd,
	  man/MSquared.Rd, man/MSquaredExcess.Rd, man/MarketTiming.Rd,
	  man/MartinRatio.Rd, man/MeanAbsoluteDeviation.Rd,
	  man/Modigliani.Rd, man/NetSelectivity.Rd, man/Omega.Rd,
	  man/OmegaExcessReturn.Rd, man/OmegaSharpeRatio.Rd,
	  man/PainIndex.Rd, man/PainRatio.Rd, man/ProspectRatio.Rd,
	  man/Return.Geltner.Rd, man/Return.annualized.Rd,
	  man/Return.annualized.excess.Rd, man/Return.calculate.Rd,
	  man/Return.clean.Rd, man/Return.cumulative.Rd,
	  man/Return.excess.Rd, man/Return.portfolio.Rd,
	  man/Return.read.Rd, man/Return.relative.Rd, man/Selectivity.Rd,
	  man/SharpeRatio.Rd, man/SharpeRatio.annualized.Rd,
	  man/SkewnessKurtosisRatio.Rd, man/SmoothingIndex.Rd,
	  man/SortinoRatio.Rd, man/SpecificRisk.Rd, man/StdDev.Rd,
	  man/StdDev.annualized.Rd, man/SystematicRisk.Rd,
	  man/TotalRisk.Rd, man/TrackingError.Rd, man/TreynorRatio.Rd,
	  man/UlcerIndex.Rd, man/UpDownRatios.Rd, man/UpsideFrequency.Rd,
	  man/UpsidePotentialRatio.Rd, man/UpsideRisk.Rd, man/VaR.Rd,
	  man/VolatilitySkewness.Rd, man/apply.fromstart.Rd,
	  man/apply.rolling.Rd, man/centeredmoments.Rd, man/chart.ACF.Rd,
	  man/chart.Bar.Rd, man/chart.BarVaR.Rd, man/chart.Boxplot.Rd,
	  man/chart.CaptureRatios.Rd, man/chart.Correlation.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.ECDF.Rd, man/chart.Events.Rd, man/chart.Histogram.Rd,
	  man/chart.QQPlot.Rd, man/chart.Regression.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.SnailTrail.Rd,
	  man/chart.StackedBar.Rd, man/chart.TimeSeries.Rd,
	  man/chart.VaRSensitivity.Rd, man/charts.PerformanceSummary.Rd,
	  man/charts.RollingPerformance.Rd, man/checkData.Rd,
	  man/clean.boudt.Rd, man/findDrawdowns.Rd, man/kurtosis.Rd,
	  man/legend.Rd, man/lpm.Rd, man/maxDrawdown.Rd,
	  man/mean.geometric.Rd, man/skewness.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.CaptureRatios.Rd,
	  man/table.Correlation.Rd, man/table.Distributions.Rd,
	  man/table.DownsideRisk.Rd, man/table.DownsideRiskRatio.Rd,
	  man/table.Drawdowns.Rd, man/table.DrawdownsRatio.Rd,
	  man/table.HigherMoments.Rd, man/table.InformationRatio.Rd,
	  man/table.MonthlyReturns.Rd, man/table.RollingPeriods.Rd,
	  man/table.SpecificRisk.Rd, man/table.Variability.Rd,
	  man/textplot.Rd, man/zerofill.Rd: - updates ahead of CRAN release

2014-02-21  peter_carl

	* R/CAPM.dynamic.R, R/CAPM.epsilon.R, R/CAPM.jensenAlpha.R: - added
	  alias for SFM nomenclature
	* R/CAPM.beta.R: - added alias for SFM.beta
	* R/CAPM.alpha.R: - added alias for SFM.alpha
	* ., R/legend.R, sandbox/Shubhankit: - added alias tags for tol
	  colors

2014-02-20  braverock

	* NAMESPACE, R/ActivePremium.R, R/HurstIndex.R,
	  R/Return.index.R[DEL], R/Return.wealthindex.R[DEL],
	  R/mean.utils.R, R/zerofill.R, man/HurstIndex.Rd[ADD],
	  sandbox/Return.wealthindex.R[CPY]: - export more functions prior
	  to CRAN release
	  - move Return.index/wealthindex to sandbox
	* DESCRIPTION, NAMESPACE, R/CAPM.alpha.R, R/CAPM.beta.R,
	  R/CAPM.dynamic.R, R/CAPM.epsilon.R, R/CAPM.jensenAlpha.R,
	  R/CAPM.utils.R, R/checkData.R, R/lpm.R, inst[DEL],
	  man/CAPM.RiskPremium.Rd, man/CAPM.alpha.Rd, man/CAPM.beta.Rd,
	  man/CAPM.dynamic.Rd, man/CAPM.epsilon.Rd,
	  man/CAPM.jensenAlpha.Rd, man/checkData.Rd, man/lpm.Rd: - add SFM
	  aliases for all CAPM functions, and export them
	  - minor doc edits
	  - bump version as we prepare for new CRAN release
	* inst/doc[DEL], vignettes[CPY]: - move inst/doc to vignettes

2014-02-14  peter_carl

	* R/legend.R: - added exports for tol color schemes

2014-02-13  braverock

	* NAMESPACE, R/ES.R, R/table.CAPM.R: - more roxygen NAMESPACE
	  changes
	* .Rbuildignore, NAMESPACE, R/legend.R, R/textplot.R, R/zzz.R,
	  codeblock.txt[ADD], generatechangelog.sh,
	  man/DownsideDeviation.Rd, man/MSquared.Rd, man/lpm.Rd[ADD]: -
	  update roxygen docs
	  - update exports to create roxygen-generated NAMESPACE file

2014-02-13  peter_carl

	* DESCRIPTION: - switched dependency from 'sn' to 'gamlss'
	* R/chart.Histogram.R: - replaced 'sn' dependency with 'gamlss' for
	  skew-t fit

2014-01-28  peter_carl

	* R/Omega.R: - fixed Hmisc reference for CRAN note

2014-01-18  braverock

	* DESCRIPTION, R/ActivePremium.R, R/AdjustedSharpeRatio.R,
	  R/AppraisalRatio.R, R/BernadoLedoitratio.R, R/BurkeRatio.R,
	  R/CAPM.alpha.R, R/CAPM.beta.R, R/CAPM.epsilon.R,
	  R/CAPM.jensenAlpha.R, R/CAPM.utils.R, R/CalmarRatio.R,
	  R/CoMoments.R, R/DRatio.R, R/DownsideDeviation.R,
	  R/DownsideFrequency.R, R/DrawdownPeak.R, R/Drawdowns.R, R/ES.R,
	  R/FamaBeta.R, R/Frequency.R, R/HerfindahlIndex.R, R/HurstIndex.R,
	  R/InformationRatio.R, R/Kappa.R, R/KellyRatio.R, R/M2Sortino.R,
	  R/MSquared.R, R/MSquaredExcess.R, R/MartinRatio.R,
	  R/MeanAbsoluteDeviation.R, R/MultivariateMoments.R,
	  R/NetSelectivity.R, R/Omega.R, R/OmegaExcessReturn.R,
	  R/OmegaSharpeRatio.R, R/PainIndex.R, R/PainRatio.R,
	  R/PortfolioRisk.R, R/ProspectRatio.R, R/Return.Geltner.R,
	  R/Return.annualized.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/Return.wealthindex.R, R/Selectivity.R, R/SemiDeviation.R,
	  R/SharpeRatio.R, R/SharpeRatio.annualized.R,
	  R/SkewnessKurtosisRatio.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/SpecificRisk.R, R/StdDev.R, R/StdDev.annualized.R,
	  R/SystematicRisk.R, R/TotalRisk.R, R/TrackingError.R,
	  R/TreynorRatio.R, R/UlcerIndex.R, R/UpDownRatios.R,
	  R/UpsideFrequency.R, R/UpsidePotentialRatio.R, R/UpsideRisk.R,
	  R/VaR.Marginal.R, R/VaR.R, R/VolatilitySkewness.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.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.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.Scatter.R, R/chart.SnailTrail.R, R/chart.StackedBar.R,
	  R/chart.TimeSeries.R, R/chart.VaRSensitivity.R, R/charts.Bar.R,
	  R/charts.BarVaR.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  R/charts.TimeSeries.R, R/checkData.R, R/decomposeMVaR.R,
	  R/findDrawdowns.R, R/kurtosis.R, R/legend.R, R/lpm.R[ADD],
	  R/maxDrawdown.R, R/mean.utils.R, R/na.skip.R, R/rCornishFisher.r,
	  R/replaceTabs.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.Distributions.R,
	  R/table.DownsideRisk.R, R/table.DownsideRiskRatio.R,
	  R/table.Drawdowns.R, R/table.DrawdownsRatio.R,
	  R/table.HigherMoments.R, R/table.InformationRatio.R,
	  R/table.MonthlyReturns.R, R/table.RollingPeriods.R,
	  R/table.SpecificRisk.R, R/table.UpDownRatios.R,
	  R/table.Variability.R, R/textplot.R, R/valueAtRiskFunctions.r,
	  R/zerofill.R, R/zzz.R,
	  sandbox/Shubhankit/noniid.sm/R/CDrawdown.R,
	  sandbox/Shubhankit/noniid.sm/R/GLMSmoothIndex.R,
	  sandbox/Shubhankit/noniid.sm/R/Return.GLM.R,
	  sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R,
	  sandbox/Shubhankit/noniid.sm/R/chart.AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R,
	  sandbox/Shubhankit/noniid.sm/R/na.skip.R,
	  sandbox/Shubhankit/noniid.sm/R/table.EMaxDDGBM.R,
	  sandbox/pulkit/R/EDDCOPS.R, sandbox/pulkit/R/Edd.R,
	  sandbox/pulkit/R/MinTRL.R, sandbox/pulkit/R/ProbSharpeRatio.R,
	  sandbox/pulkit/R/REDDCOPS.R, sandbox/pulkit/R/REM.R,
	  sandbox/pulkit/R/na.skip.R, sandbox/pulkit/R/redd.R: - update
	  copyright to 2014

2014-01-06  peter_carl

	* R/chart.Correlation.R: - now passing method into cor.test

2014-01-03  matthieu_lestel

	* R/MSquared.R: correction of a bug in the computation of MSquared

2013-11-26  peter_carl

	* NAMESPACE: - added AverageRecovery to namespace

2013-11-26  matthieu_lestel

	* R/DownsideDeviation.R: example with MAR at 0.5% instead of 50%
	* R/MSquaredExcess.R: correction of a bug when risk free rate is
	  not null in MSquaredExcess computation

2013-11-14  peter_carl

	* DESCRIPTION: - bumped version to 1.1.2
	* man/CAPM.epsilon.Rd, man/CDD.Rd, man/Return.annualized.excess.Rd,
	  man/SkewnessKurtosisRatio.Rd, man/StdDev.annualized.Rd,
	  man/centeredmoments.Rd, man/chart.ACF.Rd,
	  man/chart.TimeSeries.Rd, man/chart.VaRSensitivity.Rd,
	  man/legend.Rd, man/mean.geometric.Rd: - re-roxygenized help files
	* R/Return.annualized.excess.R: - fixed typo
	* R/Return.annualized.excess.R: - fixed example to use managers
	  dataset
	* NAMESPACE: - added Return.annualized.excess
	* NAMESPACE, sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd[CPY]: -
	  added Modigliani function
	* NAMESPACE: - added MarketTiming function
	* NAMESPACE: - added CAPM.dynamic

2013-10-30  peter_carl

	* R/chart.TimeSeries.R: - repairs a bug in passing cex.lab and
	  cex.main into dots within title

2013-10-19  peter_carl

	* R/Return.portfolio.R: - fixed a bug in the calc of first period
	  of Return.portfolio

2013-10-12  shubhanm

	* sandbox/Shubhankit/Shubhankit.zip[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.Rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.Rnw,
	  sandbox/Shubhankit/noniid.sm_0.1.tar.gz[DEL]: R CMD Clean Build,
	  removing one path script which lead to previous non-build fatal
	  error, deletion of 21 MB file zipped file [ deemed unnecessary]

2013-10-08  shubhanm

	* sandbox/Shubhankit/Shubhankit.zip[ADD]: Adding zipped version of
	  work done till present as submitted to Google Inc. Apologies for
	  prev message
	* sandbox/Shubhankit/sandbox/vignettes/Managers.pdf[ADD]: Adding
	  zipped version of work done till present as submitted to Google
	  Inc.

2013-10-03  peter_carl

	* R/chart.RiskReturnScatter.R: - added no.readonly=TRUE to par
	* R/chart.TimeSeries.R: - added correct las handling for axis
	  labels

2013-09-26  peter_carl

	* R/chart.VaRSensitivity.R: - added ylim to documentation
	* R/chart.VaRSensitivity.R: - added ylim so that axis can be
	  adjusted

2013-09-22  shubhanm

	* sandbox/Shubhankit/noniid.sm_0.1.tar.gz[ADD],
	  sandbox/Shubhankit/noniid.sm_0.1.zip[ADD]: Binary and Source
	  Package
	* sandbox/Shubhankit/noniid.sm/R/glmi.R,
	  sandbox/Shubhankit/noniid.sm/R/lmi.R,
	  sandbox/Shubhankit/noniid.sm/man/glmi.Rd,
	  sandbox/Shubhankit/noniid.sm/man/lmi.Rd,
	  sandbox/Shubhankit/noniid.sm/vignettes/ACFSTDEV.rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ConditionalDrawdown.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/EmaxDDGBM.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMReturn.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMSmoothIndex.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpeRatio.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid -
	  EmaxDDGBM.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid -
	  LoSharpeRatio.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid - UnSmooth Return
	  Analysis.pdf[DEL], sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -ACFSTDEV.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid -Commodity Index
	  Fund Analysis.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -ConditionalDrawdown.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -GLMReturn.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -GLMSmoothIndex.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -NormCalmar-Sterling.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -OkunevWhite.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -ShaneAcarMaxLoss.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ACFSTDEV.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ACFSTDEV.rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ConditionalDrawdown.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ConditionalDrawdown.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-EmaxDDGBM.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMReturn.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMReturn.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMSmoothIndex.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-GLMSmoothIndex.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-LoSharpeRatio.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-LoSharpeRatio.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-Managers.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-NormCalmar-Sterling.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-NormCalmar-Sterling.rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OWReturn.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OWReturn.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OkunevWhite.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-OkunevWhite.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ShaneAcarMaxLoss.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-ShaneAcarMaxLoss.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-UnSmoothReturnAnalysis.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid-UnSmoothReturnAnalysis.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/NormCalmar.rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis.Rnw[DEL]:
	  final touches -
	* sandbox/Shubhankit/noniid.sm/vignettes/ACFSTDEV.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Commodity.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/CommodityReport.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ConditionalDrawdown.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/EmaxDDGBM.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMReturn.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMSmoothIndex.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpeRatio.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Managers.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid -
	  EmaxDDGBM.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid -
	  LoSharpeRatio.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid - UnSmooth Return
	  Analysis.pdf[ADD], sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -ACFSTDEV.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid -Commodity Index
	  Fund Analysis.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -ConditionalDrawdown.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -GLMReturn.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -GLMSmoothIndex.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -NormCalmar-Sterling.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -OkunevWhite.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/Non-iid
	  -ShaneAcarMaxLoss.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/NormCalmar.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis.pdf[DEL],
	  sandbox/Shubhankit/sandbox/AcarSim.R[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-002.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-005.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-006.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-007.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-009.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-010.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-011.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-012.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity-concordance.tex[DEL],
	  sandbox/Shubhankit/sandbox/Commodity.Rnw[DEL],
	  sandbox/Shubhankit/sandbox/Commodity.log[DEL],
	  sandbox/Shubhankit/sandbox/Commodity.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Commodity.synctex.gz[DEL],
	  sandbox/Shubhankit/sandbox/Commodity.tex[DEL],
	  sandbox/Shubhankit/sandbox/Commodity.toc[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-002.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-005.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-006.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-007.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-009.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-010.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-011.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-012.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport-concordance.tex[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport.Rnw[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport.log[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport.pdf[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport.synctex.gz[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport.tex[DEL],
	  sandbox/Shubhankit/sandbox/CommodityReport.toc[DEL],
	  sandbox/Shubhankit/sandbox/LoSharpe.Rnw[DEL],
	  sandbox/Shubhankit/sandbox/Managers-002.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers-005.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers-006.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers-007.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers-008.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers-009.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers-010.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers-011.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers-concordance.tex[DEL],
	  sandbox/Shubhankit/sandbox/Managers.Rnw[DEL],
	  sandbox/Shubhankit/sandbox/Managers.log[DEL],
	  sandbox/Shubhankit/sandbox/Managers.pdf[DEL],
	  sandbox/Shubhankit/sandbox/Managers.synctex.gz[DEL],
	  sandbox/Shubhankit/sandbox/Managers.tex[DEL],
	  sandbox/Shubhankit/sandbox/Managers.toc[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV-Graph10.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV-concordance.tex[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.log[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.synctex.gz[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.tex[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/AcarSim.R[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/Commodity.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/CommodityReport.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/Commodity_ResearchReport.tex[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown-Graph10.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/GLMReturn-Graph1.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/GLMReturn-Graph10.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/GLMReturn.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/GLMSmoothIndex.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpe.Rnw,
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio-concordance.tex[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.Rnw[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.log[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.synctex.gz[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.tex[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/Managers.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/NormCalmar-Graph10.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/NormCalmar.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/OkunevWhite-Graph1.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/OkunevWhite-Graph10.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/OkunevWhite.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/Rplots.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss-003.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-003.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-004.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-005.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-006.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-007.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-008.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph3.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph4.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph5.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph6.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-concordance.tex[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.log[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.pdf[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.synctex.gz[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.tex[DEL],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.toc[DEL]:
	  final touches - deletion of junk files + transfers
	* sandbox/Shubhankit/noniid.sm/.Rproj.user[DEL]: final touches-
	  .Rproj history removed

2013-09-20  shubhanm

	* sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/per/t/32D790F7[DEL],
	  sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/per/t/445E439C[DEL],
	  sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/per/t/44B07808[DEL],
	  sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/per/t/58E583C6[DEL],
	  sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/per/t/7D095D73[DEL],
	  sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/per/t/934ACCDE[DEL],
	  sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/per/t/C4A4A866[DEL],
	  sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/per/t/F08D801A[DEL],
	  sandbox/Shubhankit/noniid.sm/tests[ADD],
	  sandbox/Shubhankit/noniid.sm/tests/Examples[ADD],
	  sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.R[ADD],
	  sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.Rout[ADD],
	  sandbox/Shubhankit/noniid.sm/tests/Examples/noniid.sm-Ex.pdf[ADD]:
	  Adding the tests/Examples for the package
	* sandbox/Shubhankit/noniid.sm/R/lmi.R,
	  sandbox/Shubhankit/noniid.sm/R/table.normDD.R,
	  sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd: Minor
	  documentation changes
	* sandbox/Shubhankit/noniid.sm/.Rproj.user/E5D7D248/sdb/prop/INDEX,
	  sandbox/Shubhankit/noniid.sm/R/table.normDD.R,
	  sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd: documentation
	  modification

2013-09-17  rossbennett34

	* R/PortfolioRisk.R: Modifying Portsd so that the asset names are
	  returned with contribution and pct_contrib.

2013-09-16  shubhanm

	* sandbox/Shubhankit/noniid.sm/.Rhistory[DEL],
	  sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/inst[DEL],
	  sandbox/Shubhankit/noniid.sm/R/man[DEL],
	  sandbox/Shubhankit/noniid.sm/R/table.normDD.R,
	  sandbox/Shubhankit/noniid.sm/Read-and-delete-me[DEL],
	  sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd: documentation
	  change

2013-09-15  shubhanm

	* sandbox/Shubhankit/noniid.sm/vignettes/ACFSTDEV.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/Commodity.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/CommodityReport.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/ConditionalDrawdown.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/EmaxDDGBM.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMReturn.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMSmoothIndex.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe-003.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe-004.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe-concordance.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.log[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.synctex.gz[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/Managers.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/NormCalmar.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn-003.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn-004.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn-005.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn-006.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn-007.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn-008.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn-Graph10.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn-concordance.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.log[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.synctex.gz[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.toc[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite-004.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite-Graph10.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite-concordance.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.log[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.synctex.gz[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss-003.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss-concordance.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.log[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.synctex.gz[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-003.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-004.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-005.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-006.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-007.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-008.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-Graph3.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-Graph4.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-Graph5.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-Graph6.pdf[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis-concordance.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis.log[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis.synctex.gz[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis.tex[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis.toc[DEL]:
	  Vignettes : All vignettes done addition (13)
	* sandbox/Shubhankit/noniid.sm/man/table.normDD.Rd[ADD]: addition
	  of normDD
	* sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/glmi.R,
	  sandbox/Shubhankit/noniid.sm/R/lmi.R,
	  sandbox/Shubhankit/noniid.sm/R/table.normDD.R[ADD],
	  sandbox/Shubhankit/noniid.sm/man/ACStdDev.annualized.Rd,
	  sandbox/Shubhankit/noniid.sm/man/EMaxDDGBM.Rd,
	  sandbox/Shubhankit/noniid.sm/man/glmi.Rd,
	  sandbox/Shubhankit/noniid.sm/man/lmi.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd,
	  sandbox/Shubhankit/noniid.sm/vignettes/EmaxDDGBM.Rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/EmaxDDGBM.pdf: Doc
	  modification , addition of normDD

2013-09-14  shubhanm

	* sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R,
	  sandbox/Shubhankit/noniid.sm/man/ACStdDev.annualized.Rd,
	  sandbox/Shubhankit/noniid.sm/man/EMaxDDGBM.Rd,
	  sandbox/Shubhankit/noniid.sm/man/glmi.Rd,
	  sandbox/Shubhankit/noniid.sm/man/lmi.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd,
	  sandbox/Shubhankit/noniid.sm/vignettes/EmaxDDGBM.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/EmaxDDGBM.pdf[ADD]:
	  Documentation Checks + Modification of EmaxDDGBM.R code
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	  Data.R[ADD], sandbox/Shubhankit/sandbox/Week6-7/Literature[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Literature/Thumbs.db[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Literature/Zelisis.pdf[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Literature/sandwich-OOP.pdf[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hac-kweights.pdf[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hac-plot.pdf[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated-hc-plot.pdf[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.log[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette/HACintegrated.tex[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette/Test_Report.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/Vignette/Test_Report.pdf[ADD],
	  sandbox/Shubhankit/sandbox/Week6-7/lmi.R[ADD],
	  sandbox/Shubhankit/sandbox/vignettes[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV-Graph10.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV-concordance.tex[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.log[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.synctex.gz[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ACFSTDEV.tex[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/Cheklov.CDDOpt.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/Commodity_ResearchReport.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/Commodity_ResearchReport.tex[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown-Graph10.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ConditionalDrawdown.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/GLMReturn-Graph1.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/GLMReturn-Graph10.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/GLMReturn.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/GLMReturn.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/GLMSmoothIndex.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/GLMSmoothIndex.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpe.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio-concordance.tex[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.log[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.synctex.gz[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/LoSharpeRatio.tex[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/MaximumLoss.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/NormCalmar-Graph10.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/NormCalmar.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/NormCalmar.rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/OkunevWhite-Graph1.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/OkunevWhite-Graph10.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/OkunevWhite.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/OkunevWhite.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/Rplots.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss-003.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/ShaneAcarMaxLoss.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-003.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-004.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-005.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-006.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-007.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-008.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph3.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph4.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph5.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-Graph6.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis-concordance.tex[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.log[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.pdf[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.synctex.gz[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.tex[ADD],
	  sandbox/Shubhankit/sandbox/vignettes/UnSmoothReturnAnalysis.toc[ADD],
	  sandbox/Shubhankit/src[DEL], sandbox/Shubhankit/tests[DEL],
	  sandbox/Shubhankit/vignettes[DEL]: Kindly Ignore Commit :
	  
	  garbage file removal and useful code transfer in sandbox/
	* sandbox/Shubhankit/sandbox/Commodity.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/Commodity.pdf[ADD],
	  sandbox/Shubhankit/sandbox/CommodityReport.Rnw,
	  sandbox/Shubhankit/sandbox/CommodityReport.pdf,
	  sandbox/Shubhankit/sandbox/Managers.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/Managers.pdf[ADD]: Vignettes for
	  different data sets

2013-09-13  shubhanm

	* sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/glmi.R,
	  sandbox/Shubhankit/noniid.sm/R/lmi.R,
	  sandbox/Shubhankit/noniid.sm/man/glmi.Rd,
	  sandbox/Shubhankit/noniid.sm/man/lmi.Rd: documentation added

2013-09-12  braverock

	* R/Return.annualized.excess.R[CPY],
	  man/Return.annualized.excess.Rd[CPY]: - move
	  Return.annualized.excess to PerformanceAnalytics from
	  PortfolioAttribution
	* R/CAPM.dynamic.R[CPY], R/MarketTiming.R[CPY],
	  R/Modigliani.R[CPY], man/CAPM.dynamic.Rd[CPY],
	  man/MarketTiming.Rd[CPY], man/Modigliani.Rd[CPY]: - move
	  CAPM.dynamic, MarketTiming, and Modigliani fns from
	  PortfolioAttribution to PerformanceAnalytics

2013-09-12  pulkit

	* sandbox/pulkit/DESCRIPTION, sandbox/pulkit/NAMESPACE,
	  sandbox/pulkit/R/ExtremeDrawdown.R[ADD],
	  sandbox/pulkit/R/chart.Penance.R, sandbox/pulkit/R/chart.REDD.R,
	  sandbox/pulkit/R/gpdmle.R[ADD], sandbox/pulkit/R/redd.R,
	  sandbox/pulkit/man/DrawdownGPD.Rd[ADD],
	  sandbox/pulkit/man/chart.Penance.Rd,
	  sandbox/pulkit/man/rollDrawdown.Rd,
	  sandbox/pulkit/src/gpd.c[ADD], sandbox/pulkit/src/moment.c: GPD
	  files added

2013-09-11  pulkit

	* sandbox/pulkit/DESCRIPTION, sandbox/pulkit/NAMESPACE,
	  sandbox/pulkit/R/MaxDD.R, sandbox/pulkit/R/Penance.R[ADD],
	  sandbox/pulkit/R/TriplePenance.R,
	  sandbox/pulkit/R/chart.Penance.R,
	  sandbox/pulkit/R/table.Penance.R,
	  sandbox/pulkit/man/BenchmarkSR.Rd,
	  sandbox/pulkit/man/Penance.Rd[ADD],
	  sandbox/pulkit/man/chart.Penance.Rd,
	  sandbox/pulkit/man/table.Penance.Rd: Added Penance.R plus some
	  correction and examples

2013-09-10  shubhanm

	* sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R,
	  sandbox/Shubhankit/noniid.sm/R/table.EMaxDDGBM.R,
	  sandbox/Shubhankit/noniid.sm/man/EMaxDDGBM.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd: Output
	  format change,+ addition of examples

2013-09-10  pulkit

	* sandbox/pulkit/R/table.Penance.R: Correction in penance formula
	* sandbox/pulkit/R/MaxDD.R, sandbox/pulkit/R/TriplePenance.R,
	  sandbox/pulkit/R/TuW.R, sandbox/pulkit/R/table.Penance.R: na
	  handling in Triple penance

2013-09-10  shubhanm

	* sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/R/glmi.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/lmi.R[ADD],
	  sandbox/Shubhankit/noniid.sm/man/glmi.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/lmi.Rd[ADD]: Addition of support
	  HAC/HC functions for glm and lm regression model

2013-09-10  pulkit

	* sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/BenchmarkSR.R,
	  sandbox/pulkit/R/SRIndifferenceCurve.R: Annualized SR in
	  Benchmark SR

2013-09-09  pulkit

	* sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/DrawdownBetaMulti.R,
	  sandbox/pulkit/man/BenchmarkSR.Rd, sandbox/pulkit/man/MaxDD.Rd,
	  sandbox/pulkit/man/MinTrackRecord.Rd,
	  sandbox/pulkit/man/ProbSharpeRatio.Rd,
	  sandbox/pulkit/man/REDDCOPS.Rd, sandbox/pulkit/man/TuW.Rd,
	  sandbox/pulkit/man/chart.BenchmarkSR.Rd,
	  sandbox/pulkit/man/chart.SRIndifference.Rd,
	  sandbox/pulkit/man/golden_section.Rd,
	  sandbox/pulkit/week1/code/PSROpt.py: na handling in drawdown beta
	  and multi path drawdown beta

2013-09-09  shubhanm

	* sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/OWReturn.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/UnSmoothReturnAnalysis.Rnw[ADD],
	  sandbox/Shubhankit/sandbox[ADD],
	  sandbox/Shubhankit/sandbox/AcarSim.R[ADD],
	  sandbox/Shubhankit/sandbox/CommodityReport.Rnw[ADD],
	  sandbox/Shubhankit/sandbox/CommodityReport.pdf[ADD],
	  sandbox/Shubhankit/sandbox/LoSharpe.Rnw[ADD]: Addition of
	  documentation file

2013-09-09  pulkit

	* sandbox/pulkit/R/CdaR.R, sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/Drawdownalpha.R: NA values and error handling in
	  Drawdown Beta and Alpha
	* sandbox/pulkit/R/REDDCOPS.R, sandbox/pulkit/R/REM.R,
	  sandbox/pulkit/R/redd.R: REDDCOPS Error handling and testing

2013-09-08  pulkit

	* sandbox/pulkit/R/REM.R, sandbox/pulkit/R/chart.SharpeEfficient.R,
	  sandbox/pulkit/R/redd.R: Error handling in redd and REM and some
	  progress in Sharpe Efficient Frontier
	* sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/BenchmarkSR.R, sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/GoldenSection.R, sandbox/pulkit/R/MaxDD.R,
	  sandbox/pulkit/R/MinTRL.R, sandbox/pulkit/R/ProbSharpeRatio.R,
	  sandbox/pulkit/R/SRIndifferenceCurve.R,
	  sandbox/pulkit/R/TriplePenance.R, sandbox/pulkit/R/TuW.R,
	  sandbox/pulkit/R/table.Penance.R: Handling NA values and other
	  errors in Triple Penance and Benchmark Plots

2013-09-08  shubhanm

	* sandbox/Shubhankit/noniid.sm/R/Return.GLM.R,
	  sandbox/Shubhankit/noniid.sm/R/table.ComparitiveReturn.GLM.R:
	  crosschecked with literature formula

2013-09-07  shubhanm

	* sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/LoSharpe.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R[ADD],
	  sandbox/Shubhankit/noniid.sm/man/LoSharpe.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/se.LoSharpe.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/table.Sharpe.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.pdf: 3 Sharpe
	  Ratio function : correction of bugs, addition of examples in
	  documentation using managers data to Clean R CMD Build
	* sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/UnsmoothReturn.R,
	  sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R,
	  sandbox/Shubhankit/noniid.sm/R/table.ComparitiveReturn.GLM.R,
	  sandbox/Shubhankit/noniid.sm/R/table.UnsmoothReturn.R,
	  sandbox/Shubhankit/noniid.sm/man/UnSmoothReturn.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/table.ComparitiveReturn.GLM.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.UnsmoothReturn.Rd:
	  Addition of examples, bug correction in "Return functions" +
	  Clean Build
	* sandbox/Shubhankit/noniid.sm/R/table.ComparitiveReturn.GLM.R,
	  sandbox/Shubhankit/noniid.sm/R/table.UnsmoothReturn.R:
	  table.ComparitiveReturn.GLM.R Handle of nan + correction of ARMA
	  function
	  table.UnsmoothReturn.R Handle of NANa + handling correction of
	  ARMA function
	  
	  + still some issues in accuracy of values in Comparative Return
	  GLM
	* sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R,
	  sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R:
	  chart.Autocorrelation.R : Stacked chart used
	  ACFSTDEv : na's handling added
	* sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/AcarSim.R[DEL],
	  sandbox/Shubhankit/noniid.sm/R/LoSharpe.R[DEL],
	  sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R[DEL],
	  sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R[DEL],
	  sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd[DEL],
	  sandbox/Shubhankit/noniid.sm/man/LoSharpe.Rd[DEL],
	  sandbox/Shubhankit/noniid.sm/man/se.LoSharpe.Rd[DEL],
	  sandbox/Shubhankit/noniid.sm/man/table.Sharpe.Rd[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/CommodityReport.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.Rnw[DEL],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.Rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.synctex.gz[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.tex[ADD]:
	  Temp Clean version of R CMD Build Checking...removing bugs in
	  deleted functions
	* sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R: Bug correct

2013-09-06  pulkit

	* sandbox/pulkit/R/MinTRL.R, sandbox/pulkit/R/PSRopt.R,
	  sandbox/pulkit/R/ProbSharpeRatio.R,
	  sandbox/pulkit/week1/code/PSROpt.py: change in initial weights
	  PSR optimization

2013-09-05  shubhanm

	* sandbox/Shubhankit/Week6-7/Code/Data/inst[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Data/man[ADD],
	  sandbox/Shubhankit/Week6-7/Code/R Tests[DEL],
	  sandbox/Shubhankit/Week6-7/Code/Tests[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Tests/Cross Sectional
	  Data.R[ADD], sandbox/Shubhankit/Week6-7/Code/Tests/HAC
	  Data.R[ADD], sandbox/Shubhankit/Week6-7/Code/Tests/Tests.R[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Tests/Time Series Data.R[ADD]:
	  Change of Folder
	* sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/LoSharpe.R,
	  sandbox/Shubhankit/noniid.sm/R/inst[ADD],
	  sandbox/Shubhankit/noniid.sm/R/man[ADD],
	  sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R,
	  sandbox/Shubhankit/noniid.sm/R/table.Sharpe.R[ADD],
	  sandbox/Shubhankit/noniid.sm/inst[ADD],
	  sandbox/Shubhankit/noniid.sm/man/LoSharpe.Rd,
	  sandbox/Shubhankit/noniid.sm/man/se.LoSharpe.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.Sharpe.Rd[ADD]: Lo Sharpe
	  final documentation + additon of table summary of all Sharpe
	  Ratio functions

2013-09-05  braverock

	* sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/inst[DEL],
	  sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd: - two
	  missing .Rd files restored

2013-09-05  pulkit

	* sandbox/pulkit/R/MinTRL.R: Improved error handling in Minimum
	  Track Record Length
	* sandbox/pulkit/R/ProbSharpeRatio.R: Improved error handling in
	  Probabilistic Sharpe Ratio

2013-09-04  shubhanm

	* sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R,
	  sandbox/Shubhankit/noniid.sm/R/AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/R/CDrawdown.R,
	  sandbox/Shubhankit/noniid.sm/R/CalmarRatio.Norm.R,
	  sandbox/Shubhankit/noniid.sm/R/GLMSmoothIndex.R,
	  sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R,
	  sandbox/Shubhankit/noniid.sm/inst[ADD],
	  sandbox/Shubhankit/noniid.sm/man/ACStdDev.annualized.Rd,
	  sandbox/Shubhankit/noniid.sm/man/CalmarRatio.Norm.Rd,
	  sandbox/Shubhankit/noniid.sm/man/Cdrawdown.Rd,
	  sandbox/Shubhankit/noniid.sm/man/GLMSmoothIndex.Rd,
	  sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd[ADD]:
	  Documentation addition
	* sandbox/Shubhankit/Week6-7/Code/Covariance Matrix Integrated
	  Regression Function[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Covariance Matrix Integrated
	  Regression Function/glmi.R[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Covariance Matrix Integrated
	  Regression Function/lmi.R[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Covariance Matrix Integrated
	  Regression Function/nlsi.R[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Data[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Data/Investment.csv[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Data/PublicSchools.csv[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Data/RealInt.csv[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Data/ps.csv[ADD],
	  sandbox/Shubhankit/Week6-7/Code/R Tests[ADD],
	  sandbox/Shubhankit/Week6-7/Code/R Tests/Cross Sectional
	  Data.R[ADD], sandbox/Shubhankit/Week6-7/Code/R Tests/HAC
	  Data.R[ADD], sandbox/Shubhankit/Week6-7/Code/R
	  Tests/Tests.R[ADD], sandbox/Shubhankit/Week6-7/Code/R Tests/Time
	  Series Data.R[ADD], sandbox/Shubhankit/Week6-7/Code/Tests[DEL],
	  sandbox/Shubhankit/Week6-7/Code/glmi.R[DEL],
	  sandbox/Shubhankit/Week6-7/Code/lmi.R[DEL],
	  sandbox/Shubhankit/Week6-7/Code/nlsi.R[DEL]: HAC Error Test
	  Matlab code /R code / Data
	* sandbox/Shubhankit/man/GLMSmoothIndex.Rd,
	  sandbox/Shubhankit/man/Return.Okunev.Rd,
	  sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/R/AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd: Documentation update
	  and parameter change in AcarSim
	* sandbox/Shubhankit/noniid.sm/R/AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R,
	  sandbox/Shubhankit/noniid.sm/vignettes/ACFSTDEV.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/CommodityReport.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/CommodityReport.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMSmoothIndex.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.pdf: .r and .rnw
	  modification

2013-09-03  pulkit

	* sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/CDaRMultipath.R, sandbox/pulkit/R/CdaR.R,
	  sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/Drawdownalpha.R, sandbox/pulkit/R/PSRopt.R,
	  sandbox/pulkit/R/chart.Penance.R, sandbox/pulkit/R/chart.REDD.R,
	  sandbox/pulkit/man/AlphaDrawdown.Rd,
	  sandbox/pulkit/man/BetaDrawdown.Rd,
	  sandbox/pulkit/man/CdarMultiPath.Rd,
	  sandbox/pulkit/man/chart.BenchmarkSR.Rd,
	  sandbox/pulkit/man/chart.Penance.Rd: na in psr optimization

2013-09-02  ababii

	* R/Return.portfolio.R: - Fix a bag with conversion of the wealth
	  index to the xts. The function as.xts was replaced by reclass.

2013-09-01  braverock

	* sandbox/pulkit/man/CDaR.Rd, sandbox/pulkit/man/chart.REDD.Rd: -
	  restore CDaR.Rd and chart.REDD.Rd, they got lost somehow

2013-09-01  pulkit

	* sandbox/pulkit/R/GoldenSection.R,
	  sandbox/pulkit/R/ProbSharpeRatio.R,
	  sandbox/pulkit/inst/doc/ProbSharpe.Rnw,
	  sandbox/pulkit/man/ProbSharpeRatio.Rd,
	  sandbox/pulkit/man/golden_section.Rd: documentation changes
	* sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/man/chart.BenchmarkSR.Rd: error correction in
	  BenchmarkSR

2013-08-31  pulkit

	* sandbox/pulkit/DESCRIPTION, sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/BenchmarkSR.R,
	  sandbox/pulkit/R/SRIndifferenceCurve.R,
	  sandbox/pulkit/inst/doc/ProbSharpe.pdf[ADD]: removed edhec values
	  from code
	* sandbox/pulkit/R/capm_aorda.R[ADD],
	  sandbox/pulkit/R/psr_python.R[ADD], sandbox/pulkit/R/ret.R[ADD],
	  sandbox/pulkit/data/capm_aorda.csv[ADD],
	  sandbox/pulkit/data/psr_python.csv[ADD],
	  sandbox/pulkit/inst/doc[ADD],
	  sandbox/pulkit/inst/doc/ProbSharpe.Rnw[ADD],
	  sandbox/pulkit/man/CDaR.Rd[ADD],
	  sandbox/pulkit/man/capm_aorda.Rd[ADD],
	  sandbox/pulkit/man/chart.REDD.Rd[ADD],
	  sandbox/pulkit/man/psr_python.Rd[ADD],
	  sandbox/pulkit/man/ret.Rd[ADD]: documented data
	* sandbox/pulkit/data/data.csv[DEL],
	  sandbox/pulkit/data/data1.csv[DEL],
	  sandbox/pulkit/data/data3.csv[DEL]: documented data set

2013-08-31  shubhanm

	* sandbox/Shubhankit/noniid.sm/vignettes/ACFSTDEV.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/ConditionalDrawdown.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMReturn.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMSmoothIndex.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/NormCalmar.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.pdf,
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.pdf: ./
	  Source remove clean vignette commit

2013-08-31  braverock

	* sandbox/Shubhankit/noniid.sm/vignettes/ACFSTDEV.rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/ConditionalDrawdown.Rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMReturn.Rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMSmoothIndex.Rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.Rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/NormCalmar.rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.Rnw,
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.Rnw: -
	  fix source lines in vignettes
	* sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R,
	  sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd: - fix
	  broken example

2013-08-31  shubhanm

	* sandbox/Shubhankit/noniid.sm/R/AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/vignettes/NormCalmar.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/NormCalmar.rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/OkunevWhite.pdf[ADD]: ./
	  Further Addition of clean build vignettes
	* sandbox/Shubhankit/noniid.sm/R/AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/R/chart.AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd,
	  sandbox/Shubhankit/noniid.sm/vignettes/ConditionalDrawdown.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/ConditionalDrawdown.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMReturn.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMReturn.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMSmoothIndex.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/GLMSmoothIndex.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/ShaneAcarMaxLoss.pdf[ADD]:
	  ./ Clean vignettes
	* sandbox/Shubhankit/noniid.sm/vignettes[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/ACFSTDEV.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/ACFSTDEV.rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.Rnw[ADD],
	  sandbox/Shubhankit/noniid.sm/vignettes/LoSharpe.pdf[ADD]: ./
	  Addition of clean build vignettes

2013-08-31  braverock

	* sandbox/Shubhankit/noniid.sm/inst[DEL],
	  sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd[DEL],
	  sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd[DEL]: -
	  remove obsolete files

2013-08-31  shubhanm

	* sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R,
	  sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R,
	  sandbox/Shubhankit/noniid.sm/inst[ADD],
	  sandbox/Shubhankit/noniid.sm/man/QP.Norm.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/Return.Okunev.Rd,
	  sandbox/Shubhankit/noniid.sm/man/se.LoSharpe.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.EMaxDDGBM.Rd[ADD]: Clean
	  Return.Okunev.R

2013-08-31  braverock

	* sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/Drawdownalpha.R: - fix Return.portfolio typo
	* sandbox/pulkit/DESCRIPTION: - fix Collate
	* sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/NAMESPACE,
	  sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R,
	  sandbox/Shubhankit/noniid.sm/R/LoSharpe.R,
	  sandbox/Shubhankit/noniid.sm/R/QP.Norm.R,
	  sandbox/Shubhankit/noniid.sm/R/Return.GLM.R,
	  sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R,
	  sandbox/Shubhankit/noniid.sm/R/SterlingRatio.Norm.R,
	  sandbox/Shubhankit/noniid.sm/R/inst[DEL],
	  sandbox/Shubhankit/noniid.sm/R/man[DEL],
	  sandbox/Shubhankit/noniid.sm/inst[DEL],
	  sandbox/Shubhankit/noniid.sm/man/ACStdDev.annualized.Rd,
	  sandbox/Shubhankit/noniid.sm/man/LoSharpe.Rd,
	  sandbox/Shubhankit/noniid.sm/man/Return.GLM.Rd,
	  sandbox/Shubhankit/noniid.sm/man/Return.Okunev.Rd,
	  sandbox/Shubhankit/noniid.sm/man/SterlingRatio.Norm.Rd,
	  sandbox/Shubhankit/noniid.sm/man/noniid.sm-package.Rd[DEL],
	  sandbox/Shubhankit/noniid.sm/man/quad.Rd[DEL],
	  sandbox/Shubhankit/noniid.sm/man/table.EmaxDDGBM.Rd[DEL]: -
	  changes to get clean package build, clean doc build, and cleaner
	  R CMD check

2013-08-31  shubhanm

	* sandbox/Shubhankit/R/GLMSmoothIndex.R,
	  sandbox/Shubhankit/R/Return.Okunev.R,
	  sandbox/Shubhankit/R/UnsmoothReturn.R,
	  sandbox/Shubhankit/man/quad.Rd[DEL],
	  sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/R/AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R,
	  sandbox/Shubhankit/noniid.sm/R/GLMSmoothIndex.R,
	  sandbox/Shubhankit/noniid.sm/R/LoSharpe.R,
	  sandbox/Shubhankit/noniid.sm/R/QP.Norm.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/Return.GLM.R,
	  sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R,
	  sandbox/Shubhankit/noniid.sm/R/UnsmoothReturn.R,
	  sandbox/Shubhankit/noniid.sm/R/chart.AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/R/maxDDGBM.R[DEL],
	  sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R,
	  sandbox/Shubhankit/noniid.sm/R/table.EMaxDDGBM.R,
	  sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd,
	  sandbox/Shubhankit/noniid.sm/man/EMaxDDGBM.Rd,
	  sandbox/Shubhankit/noniid.sm/man/GLMSmoothIndex.Rd,
	  sandbox/Shubhankit/noniid.sm/man/Return.Okunev.Rd,
	  sandbox/Shubhankit/noniid.sm/man/chart.AcarSim.Rd,
	  sandbox/Shubhankit/noniid.sm/man/quad.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.EmaxDDGBM.Rd,
	  sandbox/Shubhankit/vignettes/ACFSTDEV-Graph10.pdf,
	  sandbox/Shubhankit/vignettes/ACFSTDEV-concordance.tex[ADD],
	  sandbox/Shubhankit/vignettes/ACFSTDEV.log[ADD],
	  sandbox/Shubhankit/vignettes/ACFSTDEV.pdf,
	  sandbox/Shubhankit/vignettes/ACFSTDEV.rnw,
	  sandbox/Shubhankit/vignettes/ACFSTDEV.synctex.gz[ADD],
	  sandbox/Shubhankit/vignettes/ACFSTDEV.tex[ADD]: Addition of
	  material in package
	  
	  Documentation editing
	  
	  Complete removal of warning messages in checking of code/Rd file
	  in R Check Process

2013-08-30  pulkit

	* sandbox/pulkit/DESCRIPTION, sandbox/pulkit/NAMESPACE,
	  sandbox/pulkit/R/ExtremeDrawdown.R[DEL],
	  sandbox/pulkit/R/gpdmle.R[DEL],
	  sandbox/pulkit/man/chart.BenchmarkSR.Rd,
	  sandbox/pulkit/src/moment.c,
	  sandbox/pulkit/week7/ExtremeDrawdown.R[CPY],
	  sandbox/pulkit/week7/gpdmle.R[CPY]: check changes
	* sandbox/pulkit/NAMESPACE, sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/TriplePenance.R, sandbox/pulkit/R/na.skip.R,
	  sandbox/pulkit/vignettes/ProbSharpe.Rnw[DEL],
	  sandbox/pulkit/vignettes/ProbSharpe.pdf[DEL],
	  sandbox/pulkit/vignettes/REDDCOPS.Rnw[DEL],
	  sandbox/pulkit/vignettes/SharepRatioEfficientFrontier.Rnw[DEL],
	  sandbox/pulkit/vignettes/TriplePenance.Rnw[DEL]: check changes

2013-08-30  shubhanm

	* sandbox/Shubhankit/noniid.sm/R/AcarSim.R,
	  sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R,
	  sandbox/Shubhankit/noniid.sm/R/table.UnsmoothReturn.R,
	  sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd,
	  sandbox/Shubhankit/noniid.sm/man/Return.Okunev.Rd,
	  sandbox/Shubhankit/noniid.sm/man/table.UnsmoothReturn.Rd: /R code
	  modification and addition of features

2013-08-30  pulkit

	* sandbox/pulkit/R/EDDCOPS.R, sandbox/pulkit/R/REDDCOPS.R,
	  sandbox/pulkit/man/EDDCOPS.Rd, sandbox/pulkit/man/REDDCOPS.Rd:
	  latex changes
	* sandbox/pulkit/R/EDDCOPS.R, sandbox/pulkit/R/REDDCOPS.R,
	  sandbox/pulkit/R/REM.R, sandbox/pulkit/man/EDDCOPS.Rd,
	  sandbox/pulkit/man/REDDCOPS.Rd,
	  sandbox/pulkit/man/rollEconomicMax.Rd,
	  sandbox/pulkit/vignettes/REDDCOPS.Rnw: latex changes

2013-08-29  pulkit

	* sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/DrawdownBetaMulti.R, sandbox/pulkit/R/PSRopt.R,
	  sandbox/pulkit/R/ProbSharpeRatio.R,
	  sandbox/pulkit/man/BetaDrawdown.Rd,
	  sandbox/pulkit/man/MultiBetaDrawdown.Rd,
	  sandbox/pulkit/man/ProbSharpeRatio.Rd,
	  sandbox/pulkit/man/PsrPortfolio.Rd,
	  sandbox/pulkit/vignettes/ProbSharpe.pdf: changes during R CMD
	  check

2013-08-29  braverock

	* sandbox/Shubhankit/.Rproj.user/E5D7D248[DEL],
	  sandbox/Shubhankit/noniid.sm.Rcheck[DEL],
	  sandbox/Shubhankit/noniid.sm_0.1.tar.gz[DEL],
	  sandbox/Shubhankit/noniid.sm_1.0.tar.gz[DEL]: - revmove files
	  that shouldn't be under version control

2013-08-29  shubhanm

	* sandbox/Shubhankit/noniid.sm/DESCRIPTION,
	  sandbox/Shubhankit/noniid.sm/R/EmaxDDGBM.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/GLMSmoothIndex.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/LoSharpe.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/inst[ADD]: noniid.sm package
	* sandbox/Shubhankit/.Rhistory[ADD],
	  sandbox/Shubhankit/.Rproj.user[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/build_options[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/ctx[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/pcs[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/pcs/files-pane.pper[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/pcs/source-pane.pper[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/pcs/windowlayoutstate.pper[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/pcs/workbench-pane.pper[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/persistent-state[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/per[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/per/t[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/per/u[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/13CBABD9[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/1AED4783[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/1C2E0E7A[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/24070AAD[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/27098A0[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/287CC508[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/2FCB34FB[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/3F182A3F[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/43489896[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/4F871881[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/501C707D[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/52DD307F[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/546A621A[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/5FF4F835[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/6B6D818D[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/71A7E464[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/73C76D98[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/7D213B54[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/85F409DB[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/87F2563F[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/899F8BD1[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/8E454FCF[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/95767693[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/9905A878[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/99F4D7A7[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/A5107036[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/A577C116[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/A695C2A0[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/A78B58AA[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/AF00C71A[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/B17E17F1[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/B3CFFA85[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/B61C67B3[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/C8AAB8BD[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/D29C9CB4[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/D82CBDC4[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/E0A8BCED[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/E7FF3434[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/ED14616B[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/F5B939F0[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/FE844B95[ADD],
	  sandbox/Shubhankit/.Rproj.user/E5D7D248/sdb/prop/INDEX[ADD],
	  sandbox/Shubhankit/Shubhankit.Rproj,
	  sandbox/Shubhankit/noniid.sm[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/DESCRIPTION[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/NAMESPACE[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/ACStdDev.annualized.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/AcarSim.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/CDrawdown.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/CalmarRatio.Norm.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/EmaxDDGBM.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/GLMSmoothIndex.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/LoSharpe.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/Return.GLM.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/Return.Okunev.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/SterlingRatio.Norm.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/chart.AcarSim.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/chart.Autocorrelation.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/maxDDGBM.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/na.skip.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/noniid.sm-internal.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/se.LoSharpe.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/table.ComparitiveReturn.GLM.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/table.EMaxDDGBM.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/R/table.UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/ACStdDev.annualized.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/AcarSim.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/CalmarRatio.Norm.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/Cdrawdown.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/EMaxDDGBM.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/GLMSmoothIndex.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/LoSharpe.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/Return.GLM.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/Return.Okunev.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/SterlingRatio.Norm.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/chart.AcarSim.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/chart.Autocorrelation.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/noniid.sm-package.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/quad.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/se.LoSharpe.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/table.ComparitiveReturn.GLM.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/table.EmaxDDGBM.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00_pkg_src/noniid.sm/man/table.UnsmoothReturn.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00check.log[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/00install.out[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/noniid.sm-Ex.R[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/noniid.sm-Ex.Rout[ADD],
	  sandbox/Shubhankit/noniid.sm.Rcheck/noniid.sm-Ex.pdf[ADD],
	  sandbox/Shubhankit/noniid.sm/DESCRIPTION[ADD],
	  sandbox/Shubhankit/noniid.sm/NAMESPACE[ADD],
	  sandbox/Shubhankit/noniid.sm/R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/ACStdDev.annualized.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/AcarSim.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/CDrawdown.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/CalmarRatio.Norm.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/Return.GLM.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/Return.Okunev.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/SterlingRatio.Norm.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/chart.AcarSim.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/chart.Autocorrelation.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/man[ADD],
	  sandbox/Shubhankit/noniid.sm/R/maxDDGBM.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/na.skip.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/noniid.sm-internal.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/se.LoSharpe.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/table.ComparitiveReturn.GLM.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/table.EMaxDDGBM.R[ADD],
	  sandbox/Shubhankit/noniid.sm/R/table.UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/noniid.sm/Read-and-delete-me[ADD],
	  sandbox/Shubhankit/noniid.sm/inst[ADD],
	  sandbox/Shubhankit/noniid.sm/man[ADD],
	  sandbox/Shubhankit/noniid.sm/man/ACStdDev.annualized.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/AcarSim.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/CalmarRatio.Norm.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/Cdrawdown.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/EMaxDDGBM.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/GLMSmoothIndex.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/LoSharpe.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/Return.GLM.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/Return.Okunev.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/SterlingRatio.Norm.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/chart.AcarSim.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/chart.Autocorrelation.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/noniid.sm-package.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/quad.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/se.LoSharpe.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/table.ComparitiveReturn.GLM.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/table.EmaxDDGBM.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm/man/table.UnsmoothReturn.Rd[ADD],
	  sandbox/Shubhankit/noniid.sm_0.1.tar.gz[ADD],
	  sandbox/Shubhankit/noniid.sm_1.0.tar.gz[ADD]: nonidd.sm package
	  version 1.01

2013-08-28  shubhanm

	* sandbox/Shubhankit/DESCRIPTION, sandbox/Shubhankit/NAMESPACE,
	  sandbox/Shubhankit/R/AcarSim.R,
	  sandbox/Shubhankit/R/CalmarRatio.Normalized.R[DEL],
	  sandbox/Shubhankit/R/chart.AcarSim.R[ADD],
	  sandbox/Shubhankit/R/table.normDD.R[DEL],
	  sandbox/Shubhankit/man/AcarSim.Rd,
	  sandbox/Shubhankit/man/CalmarRatio.normalized.Rd[DEL],
	  sandbox/Shubhankit/man/chart.AcarSim.Rd[ADD],
	  sandbox/Shubhankit/man/table.normDD.Rd[DEL]: .Rd/R addition for
	  Shane Acar Loss Simulation chart wrapper
	* sandbox/Shubhankit/DESCRIPTION, sandbox/Shubhankit/NAMESPACE,
	  sandbox/Shubhankit/R/se.LoSharpe.R[ADD],
	  sandbox/Shubhankit/man/LoSharpe.Rd,
	  sandbox/Shubhankit/man/se.LoSharpe.Rd[ADD]: / standard error
	  LoSharpe

2013-08-27  shubhanm

	* sandbox/Shubhankit/.Rbuildignore, sandbox/Shubhankit/data[ADD],
	  sandbox/Shubhankit/data/HAM3-data.csv[ADD],
	  sandbox/Shubhankit/data/edhec.csv[ADD],
	  sandbox/Shubhankit/data/edhec.rda[ADD],
	  sandbox/Shubhankit/data/managers.csv[ADD],
	  sandbox/Shubhankit/data/managers.rda[ADD],
	  sandbox/Shubhankit/data/portfolio_bacon.csv[ADD],
	  sandbox/Shubhankit/data/portfolio_bacon.rda[ADD],
	  sandbox/Shubhankit/data/prices.rda[ADD],
	  sandbox/Shubhankit/data/weights.rda[ADD],
	  sandbox/Shubhankit/man/EMaxDDGBM.Rd,
	  sandbox/Shubhankit/man/table.normDD.Rd[ADD],
	  sandbox/Shubhankit/src/.Rhistory[ADD],
	  sandbox/Shubhankit/vignettes/Cheklov.CDDOpt.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/Commodity_ResearchReport.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/GLMReturn.Rnw,
	  sandbox/Shubhankit/vignettes/GLMSmoothIndex.Rnw,
	  sandbox/Shubhankit/vignettes/LoSharpe.Rnw,
	  sandbox/Shubhankit/vignettes/LoSharpeRatio.Rnw,
	  sandbox/Shubhankit/vignettes/MaximumLoss.Rnw,
	  sandbox/Shubhankit/vignettes/OkunevWhite.Rnw: /.Rnw Modified
	  +Addition
	  
	  Demo for Commodity Traded Fund Returns [Ongoing]

2013-08-26  pulkit

	* sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/CDaRMultipath.R,
	  sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/DrawdownBetaMulti.R, sandbox/pulkit/R/EDDCOPS.R,
	  sandbox/pulkit/R/Edd.R, sandbox/pulkit/R/GoldenSection.R,
	  sandbox/pulkit/R/MaxDD.R, sandbox/pulkit/R/MinTRL.R,
	  sandbox/pulkit/R/MonteSimulTriplePenance.R,
	  sandbox/pulkit/R/ProbSharpeRatio.R, sandbox/pulkit/R/REDDCOPS.R,
	  sandbox/pulkit/R/REM.R, sandbox/pulkit/R/SRIndifferenceCurve.R,
	  sandbox/pulkit/R/TuW.R, sandbox/pulkit/R/chart.Penance.R,
	  sandbox/pulkit/R/chart.REDD.R, sandbox/pulkit/R/table.PSR.R,
	  sandbox/pulkit/R/table.Penance.R,
	  sandbox/pulkit/man/BetaDrawdown.Rd,
	  sandbox/pulkit/man/CdarMultiPath.Rd,
	  sandbox/pulkit/man/EDDCOPS.Rd,
	  sandbox/pulkit/man/EconomicDrawdown.Rd,
	  sandbox/pulkit/man/MaxDD.Rd,
	  sandbox/pulkit/man/MinTrackRecord.Rd,
	  sandbox/pulkit/man/MonteSimulTriplePenance.Rd,
	  sandbox/pulkit/man/MultiBetaDrawdown.Rd,
	  sandbox/pulkit/man/ProbSharpeRatio.Rd,
	  sandbox/pulkit/man/REDDCOPS.Rd, sandbox/pulkit/man/TuW.Rd,
	  sandbox/pulkit/man/chart.BenchmarkSR.Rd,
	  sandbox/pulkit/man/chart.Penance.Rd,
	  sandbox/pulkit/man/chart.SRIndifference.Rd,
	  sandbox/pulkit/man/golden_section.Rd,
	  sandbox/pulkit/man/rollEconomicMax.Rd,
	  sandbox/pulkit/man/table.PSR.Rd,
	  sandbox/pulkit/man/table.Penance.Rd: some changes in
	  documentation and examples

2013-08-25  pulkit

	* sandbox/pulkit/DESCRIPTION, sandbox/pulkit/NAMESPACE,
	  sandbox/pulkit/R/BenchmarkPlots.R, sandbox/pulkit/R/PSRopt.R,
	  sandbox/pulkit/R/REDDCOPS.R, sandbox/pulkit/R/REM.R,
	  sandbox/pulkit/R/TriplePenance.R, sandbox/pulkit/R/TuW.R,
	  sandbox/pulkit/R/chart.Penance.R, sandbox/pulkit/R/chart.REDD.R,
	  sandbox/pulkit/R/na.skip.R[ADD], sandbox/pulkit/R/redd.R,
	  sandbox/pulkit/man/REDDCOPS.Rd, sandbox/pulkit/man/TuW.Rd,
	  sandbox/pulkit/man/chart.BenchmarkSR.Rd,
	  sandbox/pulkit/man/chart.Penance.Rd,
	  sandbox/pulkit/man/rollDrawdown.Rd,
	  sandbox/pulkit/man/rollEconomicMax.Rd,
	  sandbox/pulkit/vignettes/ProbSharpe.Rnw,
	  sandbox/pulkit/vignettes/REDDCOPS.Rnw,
	  sandbox/pulkit/vignettes/SharepRatioEfficientFrontier.Rnw,
	  sandbox/pulkit/vignettes/TriplePenance.Rnw: error corrections
	* sandbox/pulkit/R/PSRopt.R: error in psropt
	* sandbox/pulkit/NAMESPACE, sandbox/pulkit/R/DrawdownBetaMulti.R,
	  sandbox/pulkit/R/EDDCOPS.R, sandbox/pulkit/R/Edd.R,
	  sandbox/pulkit/R/MaxDD.R, sandbox/pulkit/R/REDDCOPS.R,
	  sandbox/pulkit/data/ret.csv, sandbox/pulkit/man/EDDCOPS.Rd,
	  sandbox/pulkit/man/EconomicDrawdown.Rd,
	  sandbox/pulkit/man/MultiBetaDrawdown.Rd,
	  sandbox/pulkit/man/REDDCOPS.Rd: documentation changes

2013-08-25  braverock

	* sandbox/Shubhankit/DESCRIPTION,
	  sandbox/Shubhankit/man/ACStdDev.annualized.Rd,
	  sandbox/Shubhankit/man/AcarSim.Rd,
	  sandbox/Shubhankit/man/CDD.Opt.Rd,
	  sandbox/Shubhankit/man/CalmarRatio.Norm.Rd,
	  sandbox/Shubhankit/man/CalmarRatio.Normalized.Rd[DEL],
	  sandbox/Shubhankit/man/CalmarRatio.Rd[DEL],
	  sandbox/Shubhankit/man/CalmarRatio.normalized.Rd,
	  sandbox/Shubhankit/man/Cdrawdown.Rd,
	  sandbox/Shubhankit/man/EmaxDDGBM.Rd[DEL],
	  sandbox/Shubhankit/man/GLMSmoothIndex.Rd,
	  sandbox/Shubhankit/man/LoSharpe.Rd,
	  sandbox/Shubhankit/man/Return.GLM.Rd,
	  sandbox/Shubhankit/man/Return.Okunev.Rd,
	  sandbox/Shubhankit/man/SterlingRatio.Norm.Rd,
	  sandbox/Shubhankit/man/chart.Autocorrelation.Rd,
	  sandbox/Shubhankit/man/quad.Rd,
	  sandbox/Shubhankit/man/table.ComparitiveReturn.GLM.Rd,
	  sandbox/Shubhankit/man/table.EmaxDDGBM.Rd,
	  sandbox/Shubhankit/man/table.NormDD.Rd[DEL],
	  sandbox/Shubhankit/man/table.UnsmoothReturn.Rd: - update roxygen
	  docs
	  - remove old different-case files for several functions

2013-08-24  pulkit

	* sandbox/pulkit/NAMESPACE, sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/EDDCOPS.R, sandbox/pulkit/R/ExtremeDrawdown.R,
	  sandbox/pulkit/R/REDDCOPS.R, sandbox/pulkit/man/BetaDrawdown.Rd,
	  sandbox/pulkit/man/EDDCOPS.Rd, sandbox/pulkit/man/REDDCOPS.Rd:
	  some changes

2013-08-24  shubhanm

	* sandbox/Shubhankit/R/AcarSim.R, sandbox/Shubhankit/R/CDD.Opt.R,
	  sandbox/Shubhankit/R/CDrawdown.R,
	  sandbox/Shubhankit/R/CalmarRatio.Norm.R,
	  sandbox/Shubhankit/R/EmaxDDGBM.R,
	  sandbox/Shubhankit/R/table.ComparitiveReturn.GLM.R,
	  sandbox/Shubhankit/R/table.UnsmoothReturn.R,
	  sandbox/Shubhankit/R/table.normDD.R,
	  sandbox/Shubhankit/man/AcarSim.Rd,
	  sandbox/Shubhankit/man/CDD.Opt.Rd,
	  sandbox/Shubhankit/man/CalmarRatio.Norm.Rd,
	  sandbox/Shubhankit/man/Cdrawdown.Rd,
	  sandbox/Shubhankit/man/table.ComparitiveReturn.GLM.Rd,
	  sandbox/Shubhankit/man/table.EmaxDDGBM.Rd,
	  sandbox/Shubhankit/man/table.NormDD.Rd,
	  sandbox/Shubhankit/man/table.UnsmoothReturn.Rd: /.Rd Completed
	  Documentation
	* sandbox/Shubhankit/NAMESPACE,
	  sandbox/Shubhankit/R/ACStdDev.annualized.R,
	  sandbox/Shubhankit/R/CalmarRatio.Norm.R,
	  sandbox/Shubhankit/R/GLMSmoothIndex.R,
	  sandbox/Shubhankit/R/Return.GLM.R,
	  sandbox/Shubhankit/R/Return.Okunev.R,
	  sandbox/Shubhankit/R/SterlingRatio.Norm.R,
	  sandbox/Shubhankit/man/ACStdDev.annualized.Rd,
	  sandbox/Shubhankit/man/CalmarRatio.Norm.Rd,
	  sandbox/Shubhankit/man/CalmarRatio.normalized.Rd,
	  sandbox/Shubhankit/man/GLMSmoothIndex.Rd,
	  sandbox/Shubhankit/man/Return.GLM.Rd,
	  sandbox/Shubhankit/man/Return.Okunev.Rd,
	  sandbox/Shubhankit/man/SterlingRatio.Norm.Rd: /.Rd file detailed
	  info
	* sandbox/Shubhankit/DESCRIPTION, sandbox/Shubhankit/NAMESPACE,
	  sandbox/Shubhankit/R/GLMSmoothIndex.R,
	  sandbox/Shubhankit/R/LoSharpe.R[ADD],
	  sandbox/Shubhankit/R/Return.Okunev.R[ADD],
	  sandbox/Shubhankit/man/EmaxDDGBM.Rd,
	  sandbox/Shubhankit/man/GLMSmoothIndex.Rd,
	  sandbox/Shubhankit/man/LoSharpe.Rd[ADD],
	  sandbox/Shubhankit/man/Return.GLM.Rd,
	  sandbox/Shubhankit/man/Return.Okunev.Rd[ADD],
	  sandbox/Shubhankit/man/quad.Rd[ADD]: .Rd details added

2013-08-23  peter_carl

	* sandbox/pulkit/DESCRIPTION: - added some missing functions
	* sandbox/Shubhankit/DESCRIPTION: - added some missing functions

2013-08-23  pulkit

	* sandbox/pulkit/R/ExtremeDrawdown.R: changes in gpd

2013-08-22  pulkit

	* sandbox/pulkit/R/ExtremeDrawdown.R: Added weibull distribution

2013-08-22  braverock

	* DESCRIPTION, NAMESPACE, R/ActivePremium.R, R/table.CAPM.R,
	  man/ActivePremium.Rd, man/table.CAPM.Rd: - fix alias problems
	  that were breaking R CMD check
	  - bump version

2013-08-22  pulkit

	* sandbox/pulkit/R/ExtremeDrawdown.R,
	  sandbox/pulkit/R/gpdmle.R[ADD]: modified GPD function from pot
	  package

2013-08-20  shubhanm

	* sandbox/Shubhankit/Gsoc-iid.Rproj[ADD],
	  sandbox/Shubhankit/R/ACStdDev.annualized.R,
	  sandbox/Shubhankit/R/AcarSim.R[ADD],
	  sandbox/Shubhankit/R/CDD.Opt.R[ADD],
	  sandbox/Shubhankit/R/CDDopt.R, sandbox/Shubhankit/R/CDrawdown.R,
	  sandbox/Shubhankit/R/CalmarRatio.Norm.R[ADD],
	  sandbox/Shubhankit/R/EmaxDDGBM.R,
	  sandbox/Shubhankit/R/GLMSmoothIndex.R,
	  sandbox/Shubhankit/R/Return.GLM.R,
	  sandbox/Shubhankit/R/SterlingRatio.Norm.R[ADD],
	  sandbox/Shubhankit/R/chart.Autocorrelation.R,
	  sandbox/Shubhankit/R/table.ComparitiveReturn.GLM.R,
	  sandbox/Shubhankit/R/table.UnsmoothReturn.R,
	  sandbox/Shubhankit/R/table.normDD.R,
	  sandbox/Shubhankit/man/ACStdDev.annualized.Rd,
	  sandbox/Shubhankit/man/AcarSim.Rd[ADD],
	  sandbox/Shubhankit/man/CDD.Opt.Rd[ADD],
	  sandbox/Shubhankit/man/CalmarRatio.Norm.Rd[ADD],
	  sandbox/Shubhankit/man/CalmarRatio.Normalized.Rd[ADD],
	  sandbox/Shubhankit/man/Cdrawdown.Rd,
	  sandbox/Shubhankit/man/GLMSmoothIndex.Rd,
	  sandbox/Shubhankit/man/SterlingRatio.Norm.Rd[ADD],
	  sandbox/Shubhankit/man/chart.Autocorrelation.Rd,
	  sandbox/Shubhankit/man/table.ComparitiveReturn.GLM.Rd,
	  sandbox/Shubhankit/man/table.EmaxDDGBM.Rd[ADD],
	  sandbox/Shubhankit/man/table.NormDD.Rd,
	  sandbox/Shubhankit/man/table.UnsmoothReturn.Rd,
	  sandbox/Shubhankit/vignettes/ACFSTDEV-Graph10.pdf[ADD],
	  sandbox/Shubhankit/vignettes/ACFSTDEV.pdf[ADD],
	  sandbox/Shubhankit/vignettes/ACFSTDEV.rnw[ADD],
	  sandbox/Shubhankit/vignettes/ConditionalDrawdown-Graph10.pdf[ADD],
	  sandbox/Shubhankit/vignettes/ConditionalDrawdown.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/ConditionalDrawdown.pdf[ADD],
	  sandbox/Shubhankit/vignettes/GLMReturn-Graph1.pdf[ADD],
	  sandbox/Shubhankit/vignettes/GLMReturn-Graph10.pdf[ADD],
	  sandbox/Shubhankit/vignettes/GLMReturn.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/GLMReturn.pdf[ADD],
	  sandbox/Shubhankit/vignettes/GLMSmoothIndex.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/GLMSmoothIndex.pdf[ADD],
	  sandbox/Shubhankit/vignettes/LoSharpe.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/LoSharpeRatio.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/LoSharpeRatio.pdf[ADD],
	  sandbox/Shubhankit/vignettes/MaximumLoss.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/NormCalmar-Graph10.pdf[ADD],
	  sandbox/Shubhankit/vignettes/NormCalmar.pdf[ADD],
	  sandbox/Shubhankit/vignettes/NormCalmar.rnw[ADD],
	  sandbox/Shubhankit/vignettes/OkunevWhite-Graph1.pdf[ADD],
	  sandbox/Shubhankit/vignettes/OkunevWhite-Graph10.pdf[ADD],
	  sandbox/Shubhankit/vignettes/OkunevWhite.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/OkunevWhite.pdf[ADD],
	  sandbox/Shubhankit/vignettes/Rplots.pdf[ADD],
	  sandbox/Shubhankit/vignettes/ShaneAcarMaxLoss-003.pdf[ADD],
	  sandbox/Shubhankit/vignettes/ShaneAcarMaxLoss.Rnw[ADD],
	  sandbox/Shubhankit/vignettes/ShaneAcarMaxLoss.pdf[ADD]: man/*.Rd
	  files as well as /vignettes
	  // for all codes written

2013-08-19  pulkit

	* sandbox/pulkit/DESCRIPTION, sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/CDaRMultipath.R, sandbox/pulkit/R/CdaR.R,
	  sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/DrawdownBetaMulti.R,
	  sandbox/pulkit/R/Drawdownalpha.R, sandbox/pulkit/R/EDDCOPS.R,
	  sandbox/pulkit/R/Edd.R, sandbox/pulkit/R/ExtremeDrawdown.R,
	  sandbox/pulkit/R/MaxDD.R, sandbox/pulkit/R/MinTRL.R,
	  sandbox/pulkit/R/PSRopt.R, sandbox/pulkit/R/ProbSharpeRatio.R,
	  sandbox/pulkit/R/REDDCOPS.R, sandbox/pulkit/R/REM.R,
	  sandbox/pulkit/R/SRIndifferenceCurve.R, sandbox/pulkit/R/TuW.R,
	  sandbox/pulkit/R/chart.Penance.R, sandbox/pulkit/R/chart.REDD.R,
	  sandbox/pulkit/R/redd.R, sandbox/pulkit/R/table.PSR.R,
	  sandbox/pulkit/R/table.Penance.R,
	  sandbox/pulkit/man/AlphaDrawdown.Rd,
	  sandbox/pulkit/man/BenchmarkSR.Rd,
	  sandbox/pulkit/man/BetaDrawdown.Rd,
	  sandbox/pulkit/man/CdarMultiPath.Rd,
	  sandbox/pulkit/man/EDDCOPS.Rd,
	  sandbox/pulkit/man/EconomicDrawdown.Rd,
	  sandbox/pulkit/man/MaxDD.Rd,
	  sandbox/pulkit/man/MinTrackRecord.Rd,
	  sandbox/pulkit/man/MonteSimulTriplePenance.Rd,
	  sandbox/pulkit/man/MultiBetaDrawdown.Rd,
	  sandbox/pulkit/man/ProbSharpeRatio.Rd,
	  sandbox/pulkit/man/PsrPortfolio.Rd,
	  sandbox/pulkit/man/REDDCOPS.Rd, sandbox/pulkit/man/TuW.Rd,
	  sandbox/pulkit/man/chart.BenchmarkSR.Rd,
	  sandbox/pulkit/man/chart.Penance.Rd,
	  sandbox/pulkit/man/chart.SRIndifference.Rd,
	  sandbox/pulkit/man/golden_section.Rd,
	  sandbox/pulkit/man/rollDrawdown.Rd,
	  sandbox/pulkit/man/rollEconomicMax.Rd,
	  sandbox/pulkit/man/table.PSR.Rd,
	  sandbox/pulkit/man/table.Penance.Rd: added see also
	* sandbox/pulkit/DESCRIPTION, sandbox/pulkit/NAMESPACE,
	  sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/BenchmarkSR.R, sandbox/pulkit/R/CDaRMultipath.R,
	  sandbox/pulkit/R/CdaR.R, sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/DrawdownBetaMulti.R,
	  sandbox/pulkit/R/Drawdownalpha.R, sandbox/pulkit/R/Edd.R,
	  sandbox/pulkit/R/ExtremeDrawdown.R,
	  sandbox/pulkit/R/GoldenSection.R, sandbox/pulkit/R/MaxDD.R,
	  sandbox/pulkit/R/MinTRL.R,
	  sandbox/pulkit/R/MonteSimulTriplePenance.R,
	  sandbox/pulkit/R/PSRopt.R, sandbox/pulkit/R/ProbSharpeRatio.R,
	  sandbox/pulkit/R/REDDCOPS.R, sandbox/pulkit/R/REM.R,
	  sandbox/pulkit/R/SRIndifferenceCurve.R, sandbox/pulkit/R/TuW.R,
	  sandbox/pulkit/R/chart.Penance.R, sandbox/pulkit/R/chart.REDD.R,
	  sandbox/pulkit/R/redd.R, sandbox/pulkit/R/table.PSR.R,
	  sandbox/pulkit/R/table.Penance.R,
	  sandbox/pulkit/man/AlphaDrawdown.Rd,
	  sandbox/pulkit/vignettes/REDDCOPS.Rnw,
	  sandbox/pulkit/vignettes/SharepRatioEfficientFrontier.Rnw,
	  sandbox/pulkit/vignettes/TriplePenance.Rnw: check

2013-08-19  shubhanm

	* sandbox/Shubhankit/R/inst[ADD], sandbox/Shubhankit/R/man[ADD]:

2013-08-18  pulkit

	* sandbox/pulkit/vignettes/ProbSharpe.Rnw,
	  sandbox/pulkit/vignettes/ProbSharpe.pdf[ADD]: PSR vignette
	* sandbox/pulkit/NAMESPACE, sandbox/pulkit/R/DrawdownBeta.R,
	  sandbox/pulkit/R/DrawdownBetaMulti.R,
	  sandbox/pulkit/R/ExtremeDrawdown.R,
	  sandbox/pulkit/R/GoldenSection.R, sandbox/pulkit/R/MaxDD.R,
	  sandbox/pulkit/R/MinTRL.R,
	  sandbox/pulkit/R/MonteSimulTriplePenance.R,
	  sandbox/pulkit/R/PSRopt.R, sandbox/pulkit/R/ProbSharpeRatio.R,
	  sandbox/pulkit/R/TuW.R, sandbox/pulkit/R/table.PSR.R,
	  sandbox/pulkit/R/table.Penance.R,
	  sandbox/pulkit/man/BetaDrawdown.Rd,
	  sandbox/pulkit/man/EconomicDrawdown.Rd,
	  sandbox/pulkit/man/MaxDD.Rd,
	  sandbox/pulkit/man/MinTrackRecord.Rd,
	  sandbox/pulkit/man/ProbSharpeRatio.Rd,
	  sandbox/pulkit/man/PsrPortfolio.Rd, sandbox/pulkit/man/TuW.Rd:
	  some modifications
	* sandbox/pulkit/DESCRIPTION, sandbox/pulkit/NAMESPACE,
	  sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/CDaRMultipath.R,
	  sandbox/pulkit/R/ExtremeDrawdown.R, sandbox/pulkit/R/MaxDD.R,
	  sandbox/pulkit/R/chart.Penance.R, sandbox/pulkit/R/chart.REDD.R,
	  sandbox/pulkit/man/DrawdownGPD.Rd[DEL]: some errors and
	  documentation modifications
	* sandbox/pulkit, sandbox/pulkit/.Rbuildignore,
	  sandbox/pulkit/NAMESPACE, sandbox/pulkit/R/BenchmarkPlots.R,
	  sandbox/pulkit/R/Drawdownalpha.R,
	  sandbox/pulkit/R/chart.Penance.R, sandbox/pulkit/R/edd.R[DEL],
	  sandbox/pulkit/man/chart.Penance.Rd: deleted edd.R and conflict
	  resolved

2013-08-17  braverock

	* sandbox/Shubhankit/.Rbuildignore[ADD],
	  sandbox/Shubhankit/DESCRIPTION, sandbox/Shubhankit/NAMESPACE,
	  sandbox/Shubhankit/R/CalmarRatio.Normalized.R,
	  sandbox/Shubhankit/Shubhankit[DEL],
	  sandbox/Shubhankit/man/CalmarRatio.normalized.Rd[ADD],
	  sandbox/Shubhankit/man/EMaxDDGBM.Rd[ADD],
	  sandbox/Shubhankit/man/EmaxDDGBM.Rd,
	  sandbox/Shubhankit/man/Return.GLM.Rd: - add DESCRIPTION,
	  NAMESPACE, .Rbuildignore
	  - changes to allow roxygenize to work
	  - changes to allow R CMD build to work
	* sandbox/pulkit/.Rbuildignore[ADD]: - add .Rbuildignore so that
	  the week* dirs aren't in R CMD build
	* sandbox/pulkit/DESCRIPTION[ADD], sandbox/pulkit/NAMESPACE[ADD],
	  sandbox/pulkit/R/BenchmarkSR.R, sandbox/pulkit/R/CDaRMultipath.R,
	  sandbox/pulkit/R/GoldenSection.R, sandbox/pulkit/R/MaxDD.R,
	  sandbox/pulkit/R/MinTRL.R,
	  sandbox/pulkit/R/MonteSimulTriplePenance.R,
	  sandbox/pulkit/R/TuW.R, sandbox/pulkit/R/chart.Penance.R,
	  sandbox/pulkit/R/table.PSR.R, sandbox/pulkit/R/table.Penance.R,
	  sandbox/pulkit/man/AlphaDrawdown.Rd[ADD],
	  sandbox/pulkit/man/BenchmarkSR.Rd[ADD],
	  sandbox/pulkit/man/BetaDrawdown.Rd[ADD],
	  sandbox/pulkit/man/CdarMultiPath.Rd[ADD],
	  sandbox/pulkit/man/DrawdownGPD.Rd[ADD],
	  sandbox/pulkit/man/EDDCOPS.Rd[ADD],
	  sandbox/pulkit/man/EconomicDrawdown.Rd[ADD],
	  sandbox/pulkit/man/MaxDD.Rd[ADD],
	  sandbox/pulkit/man/MinTrackRecord.Rd[ADD],
	  sandbox/pulkit/man/MonteSimulTriplePenance.Rd[ADD],
	  sandbox/pulkit/man/MultiBetaDrawdown.Rd[ADD],
	  sandbox/pulkit/man/ProbSharpeRatio.Rd[ADD],
	  sandbox/pulkit/man/PsrPortfolio.Rd[ADD],
	  sandbox/pulkit/man/REDDCOPS.Rd[ADD],
	  sandbox/pulkit/man/TuW.Rd[ADD],
	  sandbox/pulkit/man/chart.BenchmarkSR.Rd[ADD],
	  sandbox/pulkit/man/chart.Penance.Rd[ADD],
	  sandbox/pulkit/man/chart.SRIndifference.Rd[ADD],
	  sandbox/pulkit/man/golden_section.Rd[ADD],
	  sandbox/pulkit/man/rollDrawdown.Rd[ADD],
	  sandbox/pulkit/man/rollEconomicMax.Rd[ADD],
	  sandbox/pulkit/man/table.PSR.Rd[ADD],
	  sandbox/pulkit/man/table.Penance.Rd[ADD]: - add DESCRIPTION,
	  NAMESPACE
	  - additional changes so that roxygenize could work on the entire
	  package
	  - additional changes so that R CMD build would work

2013-08-17  shubhanm

	* sandbox/Shubhankit/R/ACStdDev.annualized.R,
	  sandbox/Shubhankit/R/EmaxDDGBM.R,
	  sandbox/Shubhankit/R/chart.Autocorrelation.R,
	  sandbox/Shubhankit/man/ACStdDev.annualized.Rd,
	  sandbox/Shubhankit/man/Return.GLM.Rd,
	  sandbox/Shubhankit/man/chart.Autocorrelation.Rd: /.Rd
	  Documentation
	* sandbox/Shubhankit/NAMESPACE, sandbox/Shubhankit/R/Return.GLM.R,
	  sandbox/Shubhankit/Week1/Code/GLMSmoothIndex.R,
	  sandbox/Shubhankit/man/Return.GLM.Rd: /.Rd files

2013-08-16  shubhanm

	* sandbox/Shubhankit/DESCRIPTION[ADD],
	  sandbox/Shubhankit/NAMESPACE[ADD],
	  sandbox/Shubhankit/R/ACStdDev.annualized.R[ADD],
	  sandbox/Shubhankit/R/CDDopt.R[ADD],
	  sandbox/Shubhankit/R/CDrawdown.R[ADD],
	  sandbox/Shubhankit/R/CalmarRatio.Normalized.R[ADD],
	  sandbox/Shubhankit/R/EmaxDDGBM.R[ADD],
	  sandbox/Shubhankit/R/GLMSmoothIndex.R[ADD],
	  sandbox/Shubhankit/R/Return.GLM.R[ADD],
	  sandbox/Shubhankit/R/UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/R/chart.Autocorrelation.R[ADD],
	  sandbox/Shubhankit/R/maxDDGBM.R[ADD],
	  sandbox/Shubhankit/R/na.skip.R[ADD],
	  sandbox/Shubhankit/R/table.ComparitiveReturn.GLM.R[ADD],
	  sandbox/Shubhankit/R/table.UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/R/table.normDD.R[ADD],
	  sandbox/Shubhankit/Shubhankit[ADD],
	  sandbox/Shubhankit/Shubhankit.Rproj[ADD],
	  sandbox/Shubhankit/Shubhankit/inst[ADD],
	  sandbox/Shubhankit/Shubhankit/man[ADD],
	  sandbox/Shubhankit/Week1/Code/GLMSmoothIndex.R,
	  sandbox/Shubhankit/man/ACStdDev.annualized.Rd[ADD],
	  sandbox/Shubhankit/man/CalmarRatio.Rd[ADD],
	  sandbox/Shubhankit/man/Cdrawdown.Rd[ADD],
	  sandbox/Shubhankit/man/EmaxDDGBM.Rd[ADD],
	  sandbox/Shubhankit/man/GLMSmoothIndex.Rd[ADD],
	  sandbox/Shubhankit/man/Return.GLM.Rd[ADD],
	  sandbox/Shubhankit/man/chart.Autocorrelation.Rd[ADD],
	  sandbox/Shubhankit/man/table.ComparitiveReturn.GLM.Rd[ADD],
	  sandbox/Shubhankit/man/table.NormDD.Rd[ADD],
	  sandbox/Shubhankit/man/table.UnsmoothReturn.Rd[ADD]: /man .Rd
	  files
	* sandbox/Shubhankit/Week1/GLMSmoothIndex.R:

2013-08-16  pulkit

	* sandbox/pulkit/R/BenchmarkPlots.R[CPY],
	  sandbox/pulkit/R/BenchmarkSR.R[CPY],
	  sandbox/pulkit/R/CDaRMultipath.R[CPY],
	  sandbox/pulkit/R/CdaR.R[CPY],
	  sandbox/pulkit/R/DrawdownBeta.R[CPY],
	  sandbox/pulkit/R/DrawdownBetaMulti.R[CPY],
	  sandbox/pulkit/R/Drawdownalpha.R[CPY],
	  sandbox/pulkit/R/EDDCOPS.R[CPY], sandbox/pulkit/R/Edd.R[CPY],
	  sandbox/pulkit/R/ExtremeDrawdown.R[CPY],
	  sandbox/pulkit/R/GoldenSection.R[CPY],
	  sandbox/pulkit/R/MaxDD.R[CPY], sandbox/pulkit/R/MinTRL.R[CPY],
	  sandbox/pulkit/R/MonteSimulTriplePenance.R[CPY],
	  sandbox/pulkit/R/PSRopt.R[CPY],
	  sandbox/pulkit/R/ProbSharpeRatio.R[CPY],
	  sandbox/pulkit/R/REDDCOPS.R[CPY], sandbox/pulkit/R/REM.R[CPY],
	  sandbox/pulkit/R/SRIndifferenceCurve.R[CPY],
	  sandbox/pulkit/R/TriplePenance.R[CPY],
	  sandbox/pulkit/R/TuW.R[CPY],
	  sandbox/pulkit/R/chart.Penance.R[CPY],
	  sandbox/pulkit/R/chart.REDD.R[CPY],
	  sandbox/pulkit/R/chart.SharpeEfficient.R[CPY],
	  sandbox/pulkit/R/edd.R[ADD], sandbox/pulkit/R/redd.R[CPY],
	  sandbox/pulkit/R/table.PSR.R[CPY],
	  sandbox/pulkit/R/table.Penance.R[CPY], sandbox/pulkit/data[ADD],
	  sandbox/pulkit/data/data.csv[CPY],
	  sandbox/pulkit/data/data1.csv[CPY],
	  sandbox/pulkit/data/data3.csv[CPY],
	  sandbox/pulkit/data/ret.csv[CPY],
	  sandbox/pulkit/src/moment.c[CPY],
	  sandbox/pulkit/vignettes/ProbSharpe.Rnw[CPY],
	  sandbox/pulkit/vignettes/REDDCOPS.Rnw[CPY],
	  sandbox/pulkit/vignettes/SharepRatioEfficientFrontier.Rnw[CPY],
	  sandbox/pulkit/vignettes/TriplePenance.Rnw[CPY],
	  sandbox/pulkit/week1/code/MinTRL.R[DEL],
	  sandbox/pulkit/week1/code/PSRopt.R[DEL],
	  sandbox/pulkit/week1/code/ProbSharpeRatio.R[DEL],
	  sandbox/pulkit/week1/code/chart.SharpeEfficient.R[DEL],
	  sandbox/pulkit/week1/code/data.csv[DEL],
	  sandbox/pulkit/week1/code/moment.c[DEL],
	  sandbox/pulkit/week1/code/table.PSR.R[DEL],
	  sandbox/pulkit/week1/vignette/ProbSharpe.Rnw[DEL],
	  sandbox/pulkit/week1/vignette/ProbSharpe.pdf,
	  sandbox/pulkit/week2/code/BenchmarkPlots.R[DEL],
	  sandbox/pulkit/week2/code/BenchmarkSR.R[DEL],
	  sandbox/pulkit/week2/code/SRIndifferenceCurve.R[DEL],
	  sandbox/pulkit/week2/vignette/SharepRatioEfficientFrontier.Rnw[DEL],
	  sandbox/pulkit/week3_4/code/GoldenSection.R[DEL],
	  sandbox/pulkit/week3_4/code/MaxDD.R[DEL],
	  sandbox/pulkit/week3_4/code/MonteSimulTriplePenance.R[DEL],
	  sandbox/pulkit/week3_4/code/TriplePenance.R[DEL],
	  sandbox/pulkit/week3_4/code/TuW.R[DEL],
	  sandbox/pulkit/week3_4/code/chart.Penance.R[DEL],
	  sandbox/pulkit/week3_4/code/data1.csv[DEL],
	  sandbox/pulkit/week3_4/code/table.Penance.R[DEL],
	  sandbox/pulkit/week3_4/vignette/TriplePenance.Rnw[DEL],
	  sandbox/pulkit/week5/EDDCOPS.R[DEL],
	  sandbox/pulkit/week5/REDDCOPS.R[DEL],
	  sandbox/pulkit/week5/REDDCOPS.Rnw[DEL],
	  sandbox/pulkit/week5/REM.R[DEL],
	  sandbox/pulkit/week5/chart.REDD.R[DEL],
	  sandbox/pulkit/week5/edd.R[DEL],
	  sandbox/pulkit/week5/redd.R[DEL],
	  sandbox/pulkit/week5/ret.csv[DEL],
	  sandbox/pulkit/week6/CDaRMultipath.R[DEL],
	  sandbox/pulkit/week6/CdaR.R[DEL],
	  sandbox/pulkit/week6/DrawdownBeta.R[DEL],
	  sandbox/pulkit/week6/DrawdownBetaMulti.R[DEL],
	  sandbox/pulkit/week6/Drawdownalpha.R[DEL],
	  sandbox/pulkit/week6/data.csv[DEL],
	  sandbox/pulkit/week7/ExtremeDrawdown.R[DEL]: Moving files into R
	  directory

2013-08-15  pulkit

	* sandbox/pulkit/week7/ExtremeDrawdown.R: editing GPD for drawdowns
	* sandbox/pulkit/week7/ExtremeDrawdown.R: Extreme Drawdown in
	  Drawdowns

2013-08-15  peter_carl

	* sandbox/Shubhankit/R[ADD], sandbox/Shubhankit/inst[ADD],
	  sandbox/Shubhankit/man[ADD], sandbox/Shubhankit/src[ADD],
	  sandbox/Shubhankit/tests[ADD], sandbox/Shubhankit/vignettes[ADD]:
	  - package directory structure
	  - please sort your code into these directories and build roxygen
	  documentation
	* sandbox/pulkit/R[ADD], sandbox/pulkit/inst[ADD],
	  sandbox/pulkit/man[ADD], sandbox/pulkit/src[ADD],
	  sandbox/pulkit/tests[ADD], sandbox/pulkit/vignettes[ADD]: -
	  package structure for testing inclusion and roxygen
	  - please organize your functions into these directories and build
	  the roxygen documentation

2013-08-13  pulkit

	* sandbox/pulkit/week7[ADD],
	  sandbox/pulkit/week7/ExtremeDrawdown.R[ADD]: Drawdown using
	  Generalized Pareto Distribution
	* sandbox/pulkit/week1/code/chart.SharpeEfficient.R,
	  sandbox/pulkit/week3_4/code/TuW.R,
	  sandbox/pulkit/week3_4/tests/tests.TriplePenance.R[ADD]: unit
	  tests for triple penance

2013-08-12  shubhanm

	* sandbox/Shubhankit/Week5/Code/CDDopt.R[ADD]: Conditional Draw
	  down Optimization Code
	* sandbox/Shubhankit/Week1/Code/Return.Okunev.R,
	  sandbox/Shubhankit/Week4/Code/AcarSim.R: Reoxygenization,
	  modification(Week 4, 3) as well as addtion of CDD Optimization

2013-08-11  shubhanm

	* sandbox/Shubhankit/Week6-7/Code/Equivalent Matlab
	  Code/effort.dat[ADD], sandbox/Shubhankit/Week6-7/Code/Equivalent
	  Matlab Code/nwse.m[ADD]: Week 6-7 : HAC Newey-west code and data
	  for testing

2013-08-10  pulkit

	* sandbox/pulkit/week6/CDaRMultipath.R,
	  sandbox/pulkit/week6/DrawdownBetaMulti.R: Changes in
	  multidrawdown beta

2013-08-10  shubhanm

	* sandbox/Shubhankit/Week6-7/Code/Tests/Tests.R[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette/Test_Report.Rnw[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette/Test_Report.pdf[ADD]: Week
	  6-7 : Tests for comparison of HAC functions for comparative
	  matlab functions status: completing
	* sandbox/Shubhankit/Week2/Code/CalmarRatio.Normalized.R,
	  sandbox/Shubhankit/Week2/Code/Return.GLM.R,
	  sandbox/Shubhankit/Week3/Code/EmaxDDGBM.R,
	  sandbox/Shubhankit/Week3/Code/chart.Autocorrelation.R,
	  sandbox/Shubhankit/Week4/Code/AcarSim.R,
	  sandbox/Shubhankit/Week5/Code/CDrawdown.R: Rexoygen readability
	  of codes(week 1, 2, 3, ,4 ,5 )

2013-08-09  pulkit

	* sandbox/pulkit/week6/CDaRMultipath.R,
	  sandbox/pulkit/week6/CdaR.R,
	  sandbox/pulkit/week6/DrawdownBetaMulti.R[ADD]: Multipath CDaR
	  Drawdown

2013-08-09  shubhanm

	* sandbox/Shubhankit/Week1/Code/GLMSmoothIndex.R,
	  sandbox/Shubhankit/Week1/Code/LoSharpeRatio.R,
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite-Graph1.pdf,
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite-Graph10.pdf,
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite.log,
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite.pdf,
	  sandbox/Shubhankit/Week5/Code/CDrawdown.R,
	  sandbox/Shubhankit/Week6-7/Code/Equivalent Matlab Code[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Equivalent Matlab
	  Code/NWmissings.m[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Equivalent Matlab
	  Code/regstats2.m[ADD], sandbox/Shubhankit/Week6-7/Code/Equivalent
	  Matlab Code/sim_NWmissings.m[ADD],
	  sandbox/Shubhankit/Week6-7/Code/Tests[ADD]: Tests for week 6-7
	  codes , roxygen code readability

2013-08-08  pulkit

	* sandbox/pulkit/week6/DrawdownBeta.R,
	  sandbox/pulkit/week6/data.csv[ADD]: Data For testing Drawdown
	  beta

2013-08-07  pulkit

	* sandbox/pulkit/week1/code/PSRopt.R,
	  sandbox/pulkit/week3_4/code/GoldenSection.R: documentation
	  changes in PSR and golden section
	* sandbox/pulkit/week5/REDDCOPS.R,
	  sandbox/pulkit/week5/ret.csv[ADD]: Test data for reddcops two
	  risky assets

2013-08-06  pulkit

	* sandbox/pulkit/week6/DrawdownBeta.R,
	  sandbox/pulkit/week6/Drawdownalpha.R: Average and Max drawdown
	  for alpha and beta drawdown

2013-08-05  pulkit

	* sandbox/pulkit/week6/DrawdownBeta.R,
	  sandbox/pulkit/week6/Drawdownalpha.R[ADD]: Added files for alpha
	  drawdown
	* sandbox/pulkit/week6/DrawdownBeta.R: Changes in Drawdown beta

2013-08-04  pulkit

	* sandbox/pulkit/week6/DrawdownBeta.R: multicolumn changes in beta
	  drawdown
	* sandbox/pulkit/week6/CDaRMultipath.R,
	  sandbox/pulkit/week6/CdaR.R,
	  sandbox/pulkit/week6/DrawdownBeta.R[ADD]: Added files for
	  drawdown beta

2013-08-03  shubhanm

	* sandbox/Shubhankit/Week2/Code/Return.GLM.R,
	  sandbox/Shubhankit/Week2/Code/na.skip.R[ADD],
	  sandbox/Shubhankit/Week2/Vignette/GLMReturn-Graph1.pdf[ADD],
	  sandbox/Shubhankit/Week2/Vignette/GLMReturn-Graph10.pdf[ADD],
	  sandbox/Shubhankit/Week2/Vignette/GLMReturn-concordance.tex[ADD],
	  sandbox/Shubhankit/Week2/Vignette/GLMReturn.Rnw[ADD],
	  sandbox/Shubhankit/Week2/Vignette/GLMReturn.pdf[ADD],
	  sandbox/Shubhankit/Week3/Code/GLM_Returns.pdf[ADD],
	  sandbox/Shubhankit/Week3/Code/Orignal_Return.pdf[ADD]: Vignette :
	  GLM Return Model
	* sandbox/Shubhankit/Week6-7/Code/glmi.R[ADD],
	  sandbox/Shubhankit/Week6-7/Code/nlsi.R[ADD],
	  sandbox/Shubhankit/Week6-7/Literature/Thumbs.db[ADD],
	  sandbox/Shubhankit/Week6-7/lmi.R[ADD]: Week 6-7 : Regression
	  methods support for HC and HAc for lm(),glm, and nls.
	  
	  Status & Pending work : Still some errors for nls and vignette to
	  be added.Also comparitive test with matlab equivalent function

2013-08-03  pulkit

	* sandbox/pulkit/week3_4/vignette/TriplePenance.pdf[ADD],
	  sandbox/pulkit/week6/CDaRMultipath.R,
	  sandbox/pulkit/week6/CdaR.R: changes in CDaR single path

2013-08-02  pulkit

	* sandbox/pulkit/week6/CDaRMultipath.R,
	  sandbox/pulkit/week6/CdaR.R: CDaR

2013-08-01  pulkit

	* sandbox/pulkit/week6/CDaRMultipath.R[ADD]: CDaR Multipath
	* sandbox/pulkit/week6/CdaR.R: CDaR Multipath

2013-07-31  shubhanm

	* sandbox/Shubhankit/Week1/Vignette/OkunevWhite-Graph1.pdf,
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite-Graph10.pdf,
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite.log,
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite.pdf,
	  sandbox/Shubhankit/Week4/Code/AcarSim.R,
	  sandbox/Shubhankit/Week6-7/Code[ADD],
	  sandbox/Shubhankit/Week6-7/Code/lmi.R[ADD],
	  sandbox/Shubhankit/Week6-7/Literature[ADD],
	  sandbox/Shubhankit/Week6-7/Literature/Zelisis.pdf[ADD],
	  sandbox/Shubhankit/Week6-7/Literature/sandwich-OOP.pdf[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette/HACintegrated-hac-kweights.pdf[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette/HACintegrated-hac-plot.pdf[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette/HACintegrated-hc-plot.pdf[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette/HACintegrated.Rnw[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette/HACintegrated.log[ADD],
	  sandbox/Shubhankit/Week6-7/Vignette/HACintegrated.tex[ADD]: Week
	  6-7 : Code lmi.R : support of lm function with HAC and HC methods
	  Vignette in Beginning stage....
	  
	  Improving code readability of previous week codes

2013-07-30  pulkit

	* sandbox/pulkit/week5/REDDCOPS.R,
	  sandbox/pulkit/week5/REDDCOPS.Rnw,
	  sandbox/pulkit/week5/REDDCOPS.pdf[ADD]: REDD COPS vignette
	* sandbox/pulkit/week5/EDDCOPS.R, sandbox/pulkit/week5/REDDCOPS.R,
	  sandbox/pulkit/week5/REDDCOPS.Rnw[ADD]: Vignette for rolling
	  economic drawdown

2013-07-29  shubhanm

	* sandbox/Shubhankit/Week2/Code[ADD],
	  sandbox/Shubhankit/Week2/Code/ACStdDev.annualized.R[ADD],
	  sandbox/Shubhankit/Week2/Code/CalmarRatio.Normalized.R[ADD],
	  sandbox/Shubhankit/Week2/Code/Return.GLM.R[ADD],
	  sandbox/Shubhankit/Week2/Code/UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/Week2/Code/table.ComparitiveReturn.GLM.R[ADD],
	  sandbox/Shubhankit/Week2/Code/table.UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/Week2/Vignette[ADD],
	  sandbox/Shubhankit/Week2/Vignette/ACFSTDEV-Graph10.pdf[ADD],
	  sandbox/Shubhankit/Week2/Vignette/ACFSTDEV-concordance.tex[ADD],
	  sandbox/Shubhankit/Week2/Vignette/ACFSTDEV.log[ADD],
	  sandbox/Shubhankit/Week2/Vignette/ACFSTDEV.pdf[ADD],
	  sandbox/Shubhankit/Week2/Vignette/ACFSTDEV.rnw[ADD],
	  sandbox/Shubhankit/Week2/Vignette/ACFSTDEV.synctex.gz[ADD],
	  sandbox/Shubhankit/Week2/Vignette/ACFSTDEV.tex[ADD],
	  sandbox/Shubhankit/Week2/Vignette/NormCalmar-Graph10.pdf[ADD],
	  sandbox/Shubhankit/Week2/Vignette/NormCalmar-concordance.tex[ADD],
	  sandbox/Shubhankit/Week2/Vignette/NormCalmar.log[ADD],
	  sandbox/Shubhankit/Week2/Vignette/NormCalmar.pdf[ADD],
	  sandbox/Shubhankit/Week2/Vignette/NormCalmar.rnw[ADD],
	  sandbox/Shubhankit/Week2/Vignette/NormCalmar.synctex.gz[ADD],
	  sandbox/Shubhankit/Week2/Vignette/NormCalmar.tex[ADD],
	  sandbox/Shubhankit/Week4/Code/AcarSim.R[ADD],
	  sandbox/Shubhankit/Week4/Vignette/Rplots.pdf[ADD],
	  sandbox/Shubhankit/Week4/Vignette/ShaneAcarMaxLoss-003.pdf[ADD],
	  sandbox/Shubhankit/Week4/Vignette/ShaneAcarMaxLoss-concordance.tex[ADD],
	  sandbox/Shubhankit/Week4/Vignette/ShaneAcarMaxLoss.Rnw[ADD],
	  sandbox/Shubhankit/Week4/Vignette/ShaneAcarMaxLoss.log[ADD],
	  sandbox/Shubhankit/Week4/Vignette/ShaneAcarMaxLoss.pdf[ADD],
	  sandbox/Shubhankit/Week4/Vignette/ShaneAcarMaxLoss.synctex.gz[ADD],
	  sandbox/Shubhankit/Week4/Vignette/ShaneAcarMaxLoss.tex[ADD],
	  sandbox/Shubhankit/Week6-7[ADD]: Vignette : for Week 2 cum 4

2013-07-28  shubhanm

	* sandbox/Shubhankit/Week3/Code/chart.Autocorrelation.R,
	  sandbox/Shubhankit/Week3/Vignette/ACFbarplot-003.pdf[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ACFbarplot-concordance.tex[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ACFbarplot.Rnw[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ACFbarplot.log[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ACFbarplot.pdf[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ACFbarplot.synctex.gz[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ACFbarplot.tex[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ExpectedMaxDDGMB-concordance.tex[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ExpectedMaxDDGMB.Rnw[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ExpectedMaxDDGMB.log[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ExpectedMaxDDGMB.pdf[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ExpectedMaxDDGMB.synctex.gz[ADD],
	  sandbox/Shubhankit/Week3/Vignette/ExpectedMaxDDGMB.tex[ADD],
	  sandbox/Shubhankit/Week5/Vignette[ADD],
	  sandbox/Shubhankit/Week5/Vignette/ConditionalDrawdown-Graph10.pdf[ADD],
	  sandbox/Shubhankit/Week5/Vignette/ConditionalDrawdown-concordance.tex[ADD],
	  sandbox/Shubhankit/Week5/Vignette/ConditionalDrawdown.Rnw[ADD],
	  sandbox/Shubhankit/Week5/Vignette/ConditionalDrawdown.log[ADD],
	  sandbox/Shubhankit/Week5/Vignette/ConditionalDrawdown.pdf[ADD],
	  sandbox/Shubhankit/Week5/Vignette/ConditionalDrawdown.synctex.gz[ADD],
	  sandbox/Shubhankit/Week5/Vignette/ConditionalDrawdown.tex[ADD]:
	  Vignette : Week 3 and 5
	  
	  Status : Complete

2013-07-27  pulkit

	* sandbox/pulkit/week5/EDDCOPS.R[ADD],
	  sandbox/pulkit/week5/REDDCOPS.R, sandbox/pulkit/week5/edd.R: EDD
	  COPS

2013-07-27  shubhanm

	* sandbox/Shubhankit/Week1/Code/LoSharpe.R,
	  sandbox/Shubhankit/Week1/Code/Return.Okunev.R,
	  sandbox/Shubhankit/Week1/Return.Okunev.R[ADD],
	  sandbox/Shubhankit/Week1/Vignette/GLMSmoothIndex.Rnw[ADD],
	  sandbox/Shubhankit/Week1/Vignette/GLMSmoothIndex.pdf[ADD],
	  sandbox/Shubhankit/Week1/Vignette/GLMSmoothIndex.tex[ADD],
	  sandbox/Shubhankit/Week1/Vignette/LoSharpeRatio-concordance.tex[ADD],
	  sandbox/Shubhankit/Week1/Vignette/LoSharpeRatio.Rnw[ADD],
	  sandbox/Shubhankit/Week1/Vignette/LoSharpeRatio.log[ADD],
	  sandbox/Shubhankit/Week1/Vignette/LoSharpeRatio.pdf[ADD],
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite-Graph1.pdf[ADD],
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite-Graph10.pdf[ADD],
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite-concordance.tex[ADD],
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite.Rnw[ADD],
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite.log[ADD],
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite.pdf[ADD],
	  sandbox/Shubhankit/Week1/Vignette/OkunevWhite.tex[ADD],
	  sandbox/Shubhankit/Week1/Vignette/Rplots.pdf[ADD],
	  sandbox/Shubhankit/Week4/Code/AcarSim.R.R,
	  sandbox/Shubhankit/Week5/Code/CDrawdown.R: Modified : Week 5 and
	  Week 1 Code
	  Final Vignette : Week 1

2013-07-26  pulkit

	* sandbox/pulkit/week3_4/code/TriplePenance.R,
	  sandbox/pulkit/week5/REDDCOPS.R, sandbox/pulkit/week5/edd.R[ADD]:
	  Economic Drawdown

2013-07-25  pulkit

	* sandbox/pulkit/week5/REDDCOPS.R, sandbox/pulkit/week5/REM.R,
	  sandbox/pulkit/week5/redd.R,
	  sandbox/pulkit/week5/returns.csv[ADD]: added data file for
	  testing redd cops
	* sandbox/pulkit/week5/REDDCOPS.R: risk-based REDD COPS

2013-07-24  pulkit

	* sandbox/pulkit/week5/REDDCOPS.R: REDD COPS multi asset

2013-07-24  shubhanm

	* sandbox/Shubhankit/Week1/Code/Return.Okunev.R[ADD],
	  sandbox/Shubhankit/Week5/Code/CDrawdown.R: Added : Okunev Model
	  for Unsmoothed Return (Tested and Implemented)

2013-07-23  pulkit

	* sandbox/pulkit/week2/code/BenchmarkSR.R,
	  sandbox/pulkit/week3_4/code/MaxDD.R,
	  sandbox/pulkit/week3_4/code/MonteSimulTriplePenance.R,
	  sandbox/pulkit/week3_4/code/TuW.R,
	  sandbox/pulkit/week5/REDDCOPS.R, sandbox/pulkit/week5/redd.R:
	  fixed monte simulation for triple penance

2013-07-22  peter_carl

	* R/chart.Boxplot.R: - fix allows passthrough of horizontal
	  parameter

2013-07-22  pulkit

	* sandbox/pulkit/week6[ADD], sandbox/pulkit/week6/CdaR.R[ADD]:
	  Conditional Drawdown at risk
	* sandbox/pulkit/week2/code/BenchmarkPlots.R,
	  sandbox/pulkit/week2/tests/test_SharpeIndifference.R,
	  sandbox/pulkit/week3_4/code/MaxDD.R,
	  sandbox/pulkit/week3_4/code/TuW.R,
	  sandbox/pulkit/week3_4/code/chart.Penance.R: changes in Triple
	  Penance and Becnhmark plots

2013-07-22  shubhanm

	* sandbox/Shubhankit/Week1/Code/GLMSmoothIndex.R,
	  sandbox/Shubhankit/Week1/Code/LoSharpe.R,
	  sandbox/Shubhankit/Week1/Code/Return.ModGeltner.R[ADD],
	  sandbox/Shubhankit/Week1/Code/Rplots.pdf[ADD],
	  sandbox/Shubhankit/Week4/Code/AcarSim.R.R: Added Geltner Return
	  Function ( Test and Implement + Literature)
	  
	  Modified : Week 4 Acar Sim, GLM Smooth + Lo Sharpe (Added
	  Literature, improved code readability and minor modification for
	  speeding up computation)
	  
	  Vignette for Week 1: Status : Complemeting for all the now
	  completed Functions
	  

2013-07-21  pulkit

	* sandbox/pulkit/week5/REDDCOPS.R[ADD],
	  sandbox/pulkit/week5/redd.R: REDD-COPS in progress
	* sandbox/pulkit/week2/code/BenchmarkPlots.R,
	  sandbox/pulkit/week2/code/BenchmarkSR.R,
	  sandbox/pulkit/week2/code/SRIndifferenceCurve.R,
	  sandbox/pulkit/week3_4/vignette/TriplePenance.Rnw: changes in SR
	  indifferent curves

2013-07-20  pulkit

	* sandbox/pulkit/week1/code/MinTRL.R,
	  sandbox/pulkit/week1/code/ProbSharpeRatio.R,
	  sandbox/pulkit/week5/REM.R[ADD], sandbox/pulkit/week5/redd.R:
	  Added Rolling economic Max
	* sandbox/pulkit/week1/code/MinTRL.R,
	  sandbox/pulkit/week1/code/ProbSharpeRatio.R,
	  sandbox/pulkit/week2/code/BenchmarkSR.R,
	  sandbox/pulkit/week2/code/SRIndifferenceCurve.R,
	  sandbox/pulkit/week3_4/code/chart.Penance.R,
	  sandbox/pulkit/week5/redd.R: taking refSR as a vector input and
	  some documentation changes

2013-07-19  pulkit

	* sandbox/pulkit/week5/chart.REDD.R[ADD],
	  sandbox/pulkit/week5/redd.R: REDD

2013-07-18  shubhanm

	* sandbox/Shubhankit/Week4/Code[ADD],
	  sandbox/Shubhankit/Week4/Code/AcarSim.R.R[ADD],
	  sandbox/Shubhankit/Week4/Code/chart.ArcarJames.R[ADD],
	  sandbox/Shubhankit/Week4/Code/chart.ArcarNumberofObservations.R[ADD],
	  sandbox/Shubhankit/Week4/Vignette[ADD],
	  sandbox/Shubhankit/Week4/Vignette/MaximumLoss.Rnw[ADD],
	  sandbox/Shubhankit/Week4/Vignette/MaximumLoss.tex[ADD]: Week4 :
	  Added : Acar & Shane Maximum LossSimulation ( Stage :
	  Development)
	  
	  Added: Vignette (Acar & Shane) : (Stage : Development)

2013-07-18  pulkit

	* sandbox/pulkit/week3_4/vignette/TriplePenance.Rnw[ADD]:
	  Documentation for Triple Penance

2013-07-17  shubhanm

	* sandbox/Shubhankit/Week5[ADD],
	  sandbox/Shubhankit/Week5/Code[ADD],
	  sandbox/Shubhankit/Week5/Code/CDrawdown.R[ADD]: Alternative
	  Conditional Drawdown at Risk (Chekhlov, Uryasev and Zabarankin
	  (2003))

2013-07-16  shubhanm

	* sandbox/Shubhankit/Week3/Code[ADD],
	  sandbox/Shubhankit/Week3/Code/EmaxDDGBM.R[ADD],
	  sandbox/Shubhankit/Week3/Code/chart.Autocorrelation.R[ADD],
	  sandbox/Shubhankit/Week3/Code/maxDDGBM.R[ADD],
	  sandbox/Shubhankit/Week3/Code/table.normDD.R[ADD],
	  sandbox/Shubhankit/Week3/Test[ADD],
	  sandbox/Shubhankit/Week3/Test/test_EMaxDDGBM.R[ADD],
	  sandbox/Shubhankit/Week3/Vignette[ADD]: Added EmaxDDGBM.R along
	  with the previous table, test on edhec, and literature

2013-07-16  pulkit

	* sandbox/pulkit/week3_4/code/MaxDD.R,
	  sandbox/pulkit/week3_4/code/TriplePenance.R,
	  sandbox/pulkit/week3_4/code/TuW.R: MaxDD and Time under water for
	  normal distribution

2013-07-15  shubhanm

	* sandbox/Shubhankit/Week2/Return.GLM.R: Added Literature and tests
	  using edhec database

2013-07-14  pulkit

	* sandbox/pulkit/week3[DEL]: renamed folder
	* sandbox/pulkit/week1/vignette/ProbSharpe.Rnw,
	  sandbox/pulkit/week3_4[CPY],
	  sandbox/pulkit/week3_4/code/DD2.py[CPY],
	  sandbox/pulkit/week3_4/code/DD3.py[CPY],
	  sandbox/pulkit/week3_4/code/GoldenSection.R[CPY],
	  sandbox/pulkit/week3_4/code/MaxDD.R[CPY],
	  sandbox/pulkit/week3_4/code/MonteSimulTriplePenance.R[CPY],
	  sandbox/pulkit/week3_4/code/TriplePenance.R[CPY],
	  sandbox/pulkit/week3_4/code/TriplePenanceRule.R[DEL],
	  sandbox/pulkit/week3_4/code/TuW.R[CPY],
	  sandbox/pulkit/week3_4/code/chart.Penance.R[CPY],
	  sandbox/pulkit/week3_4/code/data1.csv[CPY],
	  sandbox/pulkit/week3_4/code/run.py[CPY],
	  sandbox/pulkit/week3_4/code/table.Penance.R[CPY],
	  sandbox/pulkit/week5[ADD], sandbox/pulkit/week5/redd.R[ADD]:
	  added files for Rolling economic Drawdown

2013-07-14  shubhanm

	* sandbox/Shubhankit/Week1/Code[ADD],
	  sandbox/Shubhankit/Week1/Code/GLMSmoothIndex.R[ADD],
	  sandbox/Shubhankit/Week1/Code/LoSharpe.R[ADD],
	  sandbox/Shubhankit/Week1/Code/LoSharpeRatio.R[ADD],
	  sandbox/Shubhankit/Week1/Code/table.Return.GLM.R[ADD],
	  sandbox/Shubhankit/Week1/Tests[ADD],
	  sandbox/Shubhankit/Week1/Tests/test_LoSharpe.R[ADD],
	  sandbox/Shubhankit/Week1/Vignette[ADD],
	  sandbox/Shubhankit/Week1/Vignette/LoSharpe.Rnw[ADD],
	  sandbox/Shubhankit/Week1/Vignette/LoSharpe.tex[ADD]: Modified
	  Function ,Added Tests and Documentation for Lo Sharpe

2013-07-13  pulkit

	* sandbox/pulkit/week3/code/DD2.py[ADD],
	  sandbox/pulkit/week3/code/DD3.py[ADD],
	  sandbox/pulkit/week3/code/data1.csv[ADD],
	  sandbox/pulkit/week3/code/run.py[ADD]: Python code for Triple
	  Penance
	* sandbox/pulkit/week1/code/PSRopt.R: Included the reference SR in
	  the optimization
	* sandbox/pulkit/week1/code/MinTRL.R,
	  sandbox/pulkit/week1/code/PSR.py[ADD],
	  sandbox/pulkit/week1/code/ProbSharpeRatio.R: PSR documentation
	  and error handling

2013-07-13  shubhanm

	* sandbox/Shubhankit/Week2/CalmarRatio.Normalized.R: Modified :
	  Added Normalized Sterling Ratio and Documentation
	* sandbox/Shubhankit/Week2/CalmarRatio.Normalized.R[ADD]:
	  Additional Method for Calmar Ratio (Normalized) : Reference Malik
	  Magdon
	* sandbox/Shubhankit/EmaxDDGBM.R[DEL],
	  sandbox/Shubhankit/GLMSmoothIndex.R[DEL],
	  sandbox/Shubhankit/LoSharpeRatio.R[DEL],
	  sandbox/Shubhankit/UnsmoothReturn.R[DEL],
	  sandbox/Shubhankit/Week1/GLMSmoothIndex.R,
	  sandbox/Shubhankit/Week1/LoSharpe.R[ADD],
	  sandbox/Shubhankit/Week1/table.Return.GLM.R[ADD],
	  sandbox/Shubhankit/Week2/Return.GLM.R[ADD],
	  sandbox/Shubhankit/chart.Autocorrelation.R[DEL],
	  sandbox/Shubhankit/table.UnsmoothReturn.R[DEL],
	  sandbox/Shubhankit/table.UnsoothReturn.R[DEL],
	  sandbox/Shubhankit/table.normDD.R[DEL]: Modified :
	  
	  GLMSmoothIndex.R : Modified the smoothing parameter and
	  Literature
	  LoSharpe.R : Modified the Function and checked it's consistency
	  with results similar to published in Paper for edhec database
	  Return.GLM.R : Modified The fucntion and checked it's consisteny
	  with reduction in kurtosis and skewness for edhec database for
	  most of the funds
	  
	  table.Return.GLM.R: Added Literature

2013-07-11  pulkit

	* sandbox/pulkit/week3/code/chart.Penance.R[ADD]: Added chart for
	  penance vs phi

2013-07-10  pulkit

	* sandbox/pulkit/week3/code/MonteSimulTriplePenance.R[ADD]: Monte
	  Carlo Simulation for Triple Penance Rule

2013-07-10  shubhanm

	* sandbox/Shubhankit/Week4/chart.ArcarJames.R,
	  sandbox/Shubhankit/Week4/chart.ArcarNumberofObservations.R[ADD]:
	  Stage : Development
	  
	  Replication of Fig 3 and 4 Arcar and Shane

2013-07-10  pulkit

	* sandbox/pulkit/week3/code/MaxDD.R,
	  sandbox/pulkit/week3/code/TuW.R,
	  sandbox/pulkit/week3/code/table.Penance.R: changes in
	  table.Penance

2013-07-10  shubhanm

	* sandbox/Shubhankit/Week4/chart.ArcarJames.R[ADD]: Week 4: Chart
	  for Acar and Shane Maximum Loss and Maximum Drawdown in Financial
	  Markets (1997)
	  
	  Stage : Implementation

2013-07-09  shubhanm

	* sandbox/Shubhankit/Week1/LoSharpeRatio.R: Modified Version

2013-07-09  pulkit

	* sandbox/pulkit/week3/code/GoldenSection.R,
	  sandbox/pulkit/week3/code/MaxDD.R,
	  sandbox/pulkit/week3/code/TriplePenance.R[ADD],
	  sandbox/pulkit/week3/code/TuW.R,
	  sandbox/pulkit/week3/code/table.Penance.R[ADD]: table for Triple
	  Penance Rule

2013-07-08  shubhanm

	* sandbox/Shubhankit/Week2/table.ComparitiveReturn.GLM.R: Modified
	  Code
	* sandbox/Shubhankit/Week2/table.ComparitiveReturn.GLM.R[ADD]: Week
	  2: Table for Comparative Analysis of Smooth and Unsmooth Returns
	  for GLM Model
	* sandbox/Shubhankit/Week2/ACStdDev.annualized.R: Modified
	* sandbox/Shubhankit/Week2/ACStdDev.annualized.R[ADD]: Week 2 :
	  Autocorrelated adjusted Standard Deviation
	* sandbox/Shubhankit/Week1[ADD],
	  sandbox/Shubhankit/Week1/GLMSmoothIndex.R[ADD],
	  sandbox/Shubhankit/Week1/LoSharpeRatio.R[ADD],
	  sandbox/Shubhankit/Week2[ADD],
	  sandbox/Shubhankit/Week2/UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/Week2/table.UnsmoothReturn.R[ADD],
	  sandbox/Shubhankit/Week3[ADD],
	  sandbox/Shubhankit/Week3/EmaxDDGBM.R[ADD],
	  sandbox/Shubhankit/Week3/chart.Autocorrelation.R[ADD],
	  sandbox/Shubhankit/Week3/table.normDD.R[ADD],
	  sandbox/Shubhankit/Week4[ADD]: Repository File Paths
	  Chronological Change

2013-07-07  pulkit

	* sandbox/pulkit/week3/code/GoldenSection.R,
	  sandbox/pulkit/week3/code/MaxDD.R[CPY],
	  sandbox/pulkit/week3/code/TriplePenanceRule.R[DEL],
	  sandbox/pulkit/week3/code/TuW.R: Maximum Drawdown
	* sandbox/pulkit/week3/code/TuW.R[ADD]: Time Under Water
	* sandbox/pulkit/week3/code/GoldenSection.R[ADD]: Golden Section
	  Algorithm

2013-07-06  shubhanm

	* sandbox/Shubhankit/chart.Autocorrelation.R[ADD]: Week 3: Stack
	  Bar Plot of Autocorrelation Lag Factors
	  
	  Status : Backtested
	* sandbox/Shubhankit/table.normDD.R[ADD]: Week 3:
	  
	  Normalized Drawdown through Monte Carlo Simulation

2013-07-05  pulkit

	* sandbox/pulkit/week1/code/PSRopt.R,
	  sandbox/pulkit/week1/code/moment.c: updated the c code
	* sandbox/pulkit/week1/code/PSROpt.py,
	  sandbox/pulkit/week1/code/PSRopt.R,
	  sandbox/pulkit/week1/code/moment.c[ADD]: Added c code for PSR
	  Optimization

2013-07-03  shubhanm

	* sandbox/Shubhankit/EmaxDDGBM.R[ADD]: Week 3 : Expected Maxm
	  Drawdown Using Brownian Motion Assumptions
	  
	  Reference : (Ismial Magdon)

2013-07-02  shubhanm

	* sandbox/Shubhankit/table.UnsmoothReturn.R[ADD]: Code for
	  calculation of Unsmooth Returns Table Decomposition using Maximum
	  Likelihood Estimator
	* sandbox/Shubhankit/table.UnsoothReturn.R[ADD]: Code for table of
	  Unsmooth Returns (Getmansky, et. al. (2004) table A.4)
	  Stage: Debugging
	  Showing errors for columns > 1

2013-07-02  pulkit

	* sandbox/pulkit/week2/code/BenchmarkPlots.R,
	  sandbox/pulkit/week2/code/BenchmarkSR.R,
	  sandbox/pulkit/week3[ADD], sandbox/pulkit/week3/code[ADD],
	  sandbox/pulkit/week3/code/TriplePenanceRule.R[ADD],
	  sandbox/pulkit/week3/tests[ADD],
	  sandbox/pulkit/week3/vignette[ADD]: Added code for Triple Penance
	  Rule

2013-07-01  pulkit

	* sandbox/pulkit/week1/code/PSROpt.py[ADD],
	  sandbox/pulkit/week1/code/PSRopt.R,
	  sandbox/pulkit/week1/code/data.csv[ADD]: Verified PSR
	  Optimization - added Python code with data

2013-07-01  shubhanm

	* sandbox/Shubhankit/UnsmoothReturn.R[ADD]:

2013-06-28  pulkit

	* sandbox/pulkit/week2/code/BenchmarkPlots.R[ADD],
	  sandbox/pulkit/week2/vignette/SharepRatioEfficientFrontier.Rnw:
	  Added B\enchmarkPlots

2013-06-27  pulkit

	* sandbox/pulkit/week2/code/BenchmarkSR.R,
	  sandbox/pulkit/week2/code/SRIndifferenceCurve.R,
	  sandbox/pulkit/week2/vignette/SharepRatioEfficientFrontier.Rnw:
	  updated the BenchmarkSR , SRIndifference and the vignette
	* sandbox/pulkit/week2/code/SRIndifferenceCurve.R[ADD]: SR
	  Indifference curve plot

2013-06-26  pulkit

	* sandbox/pulkit/MinTRL.R[DEL], sandbox/pulkit/PSRopt.R[DEL],
	  sandbox/pulkit/ProbSharpe.Rnw[DEL],
	  sandbox/pulkit/week1/code/chart.PSR.R[DEL],
	  sandbox/pulkit/week2/code/BenchmarkSR.R,
	  sandbox/pulkit/week2/tests/test_SharpeIndifference.R[ADD]: Added
	  unit tests for Benchmark SR
	* sandbox/pulkit/chart.PSR.R[DEL],
	  sandbox/pulkit/week1/code/table.PSR.R[ADD],
	  sandbox/pulkit/week2/vignette/SharepRatioEfficientFrontier.Rnw[ADD]:
	  vignette update
	* sandbox/pulkit/week1/vignette/ProbSharpe.Rnw,
	  sandbox/pulkit/week2/code/BenchmarkSR.R: Added vignette for
	  Benchmark SR
	* sandbox/pulkit/ProbSharpeRatio.R[DEL],
	  sandbox/pulkit/week1/code/MinTRL.R,
	  sandbox/pulkit/week1/code/ProbSharpeRatio.R,
	  sandbox/pulkit/week1/code/chart.SharpeEfficient.R,
	  sandbox/pulkit/week1/vignette/ProbSharpe.Rnw,
	  sandbox/pulkit/week1/vignette/ProbSharpe.pdf,
	  sandbox/pulkit/week2[ADD], sandbox/pulkit/week2/code[ADD],
	  sandbox/pulkit/week2/code/BenchmarkSR.R[ADD],
	  sandbox/pulkit/week2/tests[ADD],
	  sandbox/pulkit/week2/vignette[ADD]: benchmarkSR file added

2013-06-24  pulkit

	* sandbox/pulkit/week1/code/MinTRL.R,
	  sandbox/pulkit/week1/tests/SEF.tests.R[ADD]: Adding unit tests
	* sandbox/pulkit/week1[ADD], sandbox/pulkit/week1/code[ADD],
	  sandbox/pulkit/week1/code/MinTRL.R[ADD],
	  sandbox/pulkit/week1/code/PSRopt.R[ADD],
	  sandbox/pulkit/week1/code/ProbSharpeRatio.R[ADD],
	  sandbox/pulkit/week1/code/chart.PSR.R[ADD],
	  sandbox/pulkit/week1/code/chart.SharpeEfficient.R[ADD],
	  sandbox/pulkit/week1/tests[ADD],
	  sandbox/pulkit/week1/vignette[ADD],
	  sandbox/pulkit/week1/vignette/ProbSharpe.Rnw[ADD],
	  sandbox/pulkit/week1/vignette/ProbSharpe.pdf[ADD]: created week1
	  file
	* sandbox/pulkit/PSRopt.R, sandbox/pulkit/ProbSharpe.Rnw: changes
	  in the PSRopt and the vignette
	* sandbox/pulkit/ProbSharpe.Rnw: updated ProbSharpe vignette

2013-06-23  pulkit

	* sandbox/pulkit/ProbSharpe.Rnw[ADD]: Vignette for Probabilistic
	  Sharpe Ratio

2013-06-22  pulkit

	* sandbox/pulkit/MinTRL.R, sandbox/pulkit/ProbSharpeRatio.R: Added
	  Documentation

2013-06-20  pulkit

	* sandbox/pulkit/PSRopt.R: error in checkbounds

2013-06-19  shubhanm

	* sandbox/Shubhankit/GLMSmoothIndex.R[ADD]:
	* sandbox/Shubhankit[ADD], sandbox/Shubhankit/LoSharpeRatio.R[ADD]:

2013-06-19  pulkit

	* sandbox/pulkit/PSRopt.R: Updated PSR Optimization
	* sandbox/pulkit/PSRopt.R: removed functions get_moments and
	  get_stats
	* sandbox/pulkit/PSRopt.R: Testing PSR Optimization

2013-06-18  pulkit

	* sandbox/pulkit/PSRopt.R: Documentation and some bug fixes
	* sandbox/pulkit/PSRopt.R[ADD]: Porting the Optimization code

2013-06-17  pulkit

	* sandbox/pulkit/MinTRL.R, sandbox/pulkit/ProbSharpeRatio.R: -Added
	  feature for weights and non return series based input in MinTRL
	* sandbox/pulkit[ADD], sandbox/pulkit/MinTRL.R[ADD],
	  sandbox/pulkit/ProbSharpeRatio.R[ADD],
	  sandbox/pulkit/chart.PSR.R[ADD]: -PSR and MinTRL Initial commit

2013-06-06  pulkit

	* R/ProbSharpe.R[DEL]: Deleted ProbSharpe.R
	* R/ProbSharpe.R[ADD]: Added ProbSharpe.R

2013-04-17  braverock

	* R/Return.portfolio.R: - use sum of the weights rather than 1 for
	  first return after a conversation with Chinmay Patel to help
	  account for leverage

2013-04-01  braverock

	* R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R, R/table.CAPM.R,
	  man/ActivePremium.Rd, man/CAPM.alpha.Rd, man/CAPM.beta.Rd,
	  man/table.CAPM.Rd: - add SFM aliases to CAPM fns, thanks to Doug
	  Martin for the suggestion
	  - update docs

2013-03-21  ababii

	* R/Return.portfolio.R: Fix bug with rebalancing occurring in the
	  adjacent days

2013-03-05  peter_carl

	* R/chart.RiskReturnScatter.R: - fixed 'nocalc' plot for columnar
	  results

2013-02-16  peter_carl

	* R/chart.Correlation.R: - negative correlation values shown
	  correctly
	  - cex buffered for small correlation values to keep them readable
	  - Thanks to Max Ghenis for the patch

2013-01-29  braverock

	* ChangeLog, DESCRIPTION: - bump version prior to CRAN release
	  - update ChangeLog

2013-01-28  braverock

	* NAMESPACE, man/AverageDrawdown.Rd[ADD],
	  man/DrawdownDeviation.Rd[ADD], man/chart.RollingCorrelation.Rd,
	  man/chart.RollingMean.Rd, man/chart.RollingPerformance.Rd: - more
	  changes to pass R CMD check
	  - export AverageDrawdown and DrawdownDeviation, add docs to svn

2013-01-28  peter_carl

	* R/chart.RollingPerformance.R: - removed na.pad for fill parameter
	* R/chart.RollingCorrelation.R, R/chart.RollingMean.R: - added fill
	  parameter to roxygen
	* R/chart.RollingCorrelation.R: - replaced na.pad with fill=NA

2013-01-28  braverock

	* DESCRIPTION, R/ES.R, R/Return.calculate.R, R/chart.Correlation.R,
	  R/chart.RollingCorrelation.R, R/chart.RollingMean.R,
	  R/chart.RollingQuantileRegression.R, R/chart.SnailTrail.R,
	  man/Return.calculate.Rd, man/Return.excess.Rd,
	  man/SystematicRisk.Rd, man/TreynorRatio.Rd,
	  man/chart.Correlation.Rd, man/chart.RollingCorrelation.Rd,
	  man/chart.RollingMean.Rd, man/chart.RollingPerformance.Rd,
	  man/charts.RollingPerformance.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - multiple
	  changes to pass R CMD check, almost all to documentation

2013-01-23  braverock

	* R/Return.excess.R: - make the which more robust

2013-01-23  peter_carl

	* R/SharpeRatio.annualized.R: - changed apply to sapply to pass xts
	  objects into Return.excess
	* R/KellyRatio.R: - changed apply to sapply to pass xts objects
	  into Return.excess
	  - changed sd.xts to StdDev
	* R/SharpeRatio.R: - changed apply to sapply to deal with
	  Return.excess and xts attributes

2013-01-23  braverock

	* R/Return.excess.R: - correct for Rf of length different from R

2013-01-23  peter_carl

	* R/chart.RollingPerformance.R: - fixed fill parameter to behave
	  with na.pad
	* R/charts.RollingPerformance.R: - removed an unused parameter,
	  trim
	* R/chart.RollingPerformance.R: - moved from na.pad to fill

2012-12-27  bodanker

	* R/Return.excess.R: - typo in Rf argument description

2012-12-20  braverock

	* R/StdDev.annualized.R, R/TreynorRatio.R: - rearrange handling of
	  'scale'

2012-12-15  bodanker

	* R/CAPM.beta.R: - check for all NA sooner in CAPM.beta*
	* R/CAPM.beta.R: - update CAPM.beta* to be more robust to NAs

2012-11-27  braverock

	* R/StdDev.annualized.R: - refactor to remove need for sd.xts
	* R/StdDev.annualized.R: - use sd.xts again to avoid BDR's
	  gratuitous apply() warning

2012-11-12  braverock

	* R/Return.excess.R: - further updates to catch more use cases for
	  Return.excess

2012-11-12  peter_carl

	* R/SystematicRisk.R: - added multiple benchmark handling
	  - replaced calc with existing StdDev.annualized function
	* R/TreynorRatio.R: - simplified modified calc of TreynorRatio
	  - fixed calculation

2012-11-12  braverock

	* R/Return.excess.R: - patch to avoid TZ issue, thanks to attention
	  by Josh and Jeff

2012-11-10  braverock

	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - update
	  example output using current code

2012-11-08  braverock

	* DESCRIPTION: - bump xts version req. for rollapply change

2012-11-08  bodanker

	* DESCRIPTION, NAMESPACE, R/chart.RollingRegression.R, R/zzz.R: -
	  un-register rollapply.xts S3 method (now in xts)
	  - copy (unexported) sd.xts from xts namespace
	  - convert chart.RollingRegression.R to use rollapply.xts
	  - bump version

2012-11-05  braverock

	* R/chart.TimeSeries.R: - add pch to legend call, does nothing in
	  the default case

2012-10-26  braverock

	* R/PortfolioRisk.R: - use sd.default for vector

2012-10-25  braverock

	* R/StdDev.annualized.R: - use sd.default for vector

2012-10-06  braverock

	* man/Return.calculate.Rd: - don't run the example for now.
	* DESCRIPTION, NAMESPACE, R/zzz.R: - remove sd.xts and mean.xts,
	  since these are now in xts upstream
	  - bump version, dependencies

2012-09-18  braverock

	* R/Return.annualized.R, R/Return.cumulative.R,
	  R/Return.portfolio.R, R/SharpeRatio.annualized.R,
	  R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.RiskReturnScatter.R, R/charts.PerformanceSummary.R,
	  R/findDrawdowns.R, R/maxDrawdown.R, R/table.AnnualizedReturns.R,
	  R/table.CalendarReturns.R, R/table.Variability.R, man/CDD.Rd,
	  man/Return.annualized.Rd, man/Return.calculate.Rd,
	  man/Return.cumulative.Rd, man/Return.portfolio.Rd,
	  man/SharpeRatio.annualized.Rd, man/chart.CumReturns.Rd,
	  man/chart.Drawdown.Rd, man/chart.RiskReturnScatter.Rd,
	  man/charts.PerformanceSummary.Rd, man/findDrawdowns.Rd,
	  man/maxDrawdown.Rd, man/table.AnnualizedReturns.Rd,
	  man/table.CalendarReturns.Rd, man/table.Variability.Rd: - change
	  language around geometric chaining argument to attempt to make it
	  more clear

2012-09-16  ababii

	* R/Return.portfolio.R: - corrected computation of returns and
	  contributions

2012-09-05  braverock

	* R/Return.calculate.R, man/Return.calculate.Rd: - change 'simple'
	  and 'compound' to 'discrete' and 'log', update docs
	  - add xtsAttributes for ret_type so that we can parse it later
	  and give the user intelligent warnings

2012-09-02  braverock

	* R/AdjustedSharpeRatio.R, R/AppraisalRatio.R,
	  R/BernadoLedoitratio.R, R/BurkeRatio.R, R/CAPM.epsilon.R,
	  R/CAPM.jensenAlpha.R, R/DRatio.R, R/DownsideDeviation.R,
	  R/DownsideFrequency.R, R/DrawdownPeak.R, R/FamaBeta.R,
	  R/Frequency.R, R/Kappa.R, R/M2Sortino.R, R/MSquared.R,
	  R/MSquaredExcess.R, R/MartinRatio.R, R/MeanAbsoluteDeviation.R,
	  R/NetSelectivity.R, R/OmegaExcessReturn.R, R/OmegaSharpeRatio.R,
	  R/PainIndex.R, R/PainRatio.R, R/ProspectRatio.R, R/Selectivity.R,
	  R/SkewnessKurtosisRatio.R, R/SpecificRisk.R, R/SystematicRisk.R,
	  R/TotalRisk.R, R/TreynorRatio.R, R/UpsideFrequency.R,
	  R/UpsideRisk.R, R/VolatilitySkewness.R, R/decomposeMVaR.R,
	  R/table.Distributions.R, R/table.DownsideRiskRatio.R,
	  R/table.DrawdownsRatio.R, R/table.InformationRatio.R,
	  R/table.SpecificRisk.R, R/table.Variability.R: - add Copyright
	  and GPL license block to files created during GSoC 2012

2012-08-29  braverock

	* sandbox/Meucci[DEL]: -delete Meucci directory from sandbox, moved
	  to top-level pkg dir in r2261 (and earlier revs)

2012-08-24  braverock

	* R/chart.TimeSeries.R: - explicitly call xts's time() fn to avoid
	  bad behavior by RMetrics TimeSreies, patch from Garrett See

2012-08-20  mkshah

	* sandbox/Meucci/R/RobustBayesianAllocation.R,
	  sandbox/Meucci/man/robustBayesianPortfolioOptimization.Rd:
	  Updating documentation for successful PDF Manual creation

2012-08-19  mkshah

	* sandbox/Meucci/00index, sandbox/Meucci/DESCRIPTION,
	  sandbox/Meucci/R/EmpiricalMultivariateOUnCointegration.R[DEL],
	  sandbox/Meucci/R/MeanDiversificationFrontier.R,
	  sandbox/Meucci/R/MultivariateOUnCointegration.R,
	  sandbox/Meucci/R/TheoryMultivariateOUnCointegration.R[DEL],
	  sandbox/Meucci/man/FitOU.Rd[ADD],
	  sandbox/Meucci/man/GenFirstEigVect.Rd[ADD],
	  sandbox/Meucci/man/GenPCBasis.Rd[ADD],
	  sandbox/Meucci/man/MaxEntropy.Rd[ADD],
	  sandbox/Meucci/man/MeanTCEntropyFrontier.Rd[ADD],
	  sandbox/Meucci/man/OUstep.Rd[ADD],
	  sandbox/Meucci/man/OUstepEuler.Rd[ADD]: Updating documentation
	* sandbox/Meucci/R/MeanDiversificationFrontier.R: Documentation
	* sandbox/Meucci/R/MultivariateOUnCointegration.R[ADD]: Merging
	  theoretical and empirical functions in the same file and
	  documenting

2012-08-19  matthieu_lestel

	* R/AdjustedSharpeRatio.R, R/AppraisalRatio.R,
	  R/DownsideDeviation.R, R/FamaBeta.R, R/MeanAbsoluteDeviation.R,
	  R/NetSelectivity.R, R/OmegaSharpeRatio.R, R/PainIndex.R,
	  R/ProspectRatio.R, R/Selectivity.R, R/SkewnessKurtosisRatio.R,
	  R/TotalRisk.R, R/UpsideRisk.R, inst/doc/PA-Bacon.Rnw[ADD],
	  inst/doc/PA-Bacon.pdf[ADD], man/AdjustedSharpeRatio.Rd,
	  man/AppraisalRatio.Rd, man/DownsideDeviation.Rd, man/FamaBeta.Rd,
	  man/MeanAbsoluteDeviation.Rd, man/NetSelectivity.Rd,
	  man/OmegaSharpeRatio.Rd, man/PainIndex.Rd, man/ProspectRatio.Rd,
	  man/Selectivity.Rd, man/SkewnessKurtosisRatio.Rd,
	  man/TotalRisk.Rd, man/UpsideRisk.Rd: little corrections in
	  documentation + additon of vignette on Bacon

2012-08-19  mkshah

	* sandbox/Meucci/demo/00index: Updating the Index file for the
	  newly added demos
	* sandbox/Meucci/demo/S_DeterministicEvolution.R[ADD]: Additional
	  demo for Theoretical Multivariate OU and Cointegration
	* sandbox/Meucci/R/TheoryMultivariateOUnCointegration.R,
	  sandbox/Meucci/demo/S_CheckDiagonalization.R[ADD],
	  sandbox/Meucci/demo/S_CovarianceEvolution.R[ADD]: Correcting
	  functions and adding demos for
	  TheoryMultivariateOUnCointegration.R
	* sandbox/Meucci/R/EmpiricalMultivariateOUnCointegration.R,
	  sandbox/Meucci/R/MeanDiversificationFrontier.R,
	  sandbox/Meucci/data/00index,
	  sandbox/Meucci/data/DB_SwapParRates.rda[ADD],
	  sandbox/Meucci/demo/MeanDiversificationFrontier.R,
	  sandbox/Meucci/demo/S_FitProjectRates.R[ADD]: Correcting
	  functions, adding demos and data files

2012-08-18  mkshah

	* sandbox/Meucci/R/MeanDiversificationFrontier.R,
	  sandbox/Meucci/data/MeanDiversificationFrontier.rda[ADD],
	  sandbox/Meucci/demo/MeanDiversificationFrontier.R[ADD]: Adding
	  demo and data file for MeanDiversificationFrontier.R and editing
	  the core functions

2012-08-16  mkshah

	* sandbox/Meucci/R/MeanDiversificationFrontier.R: Completing
	  functions for MeanDiversificationFrontier.R
	* sandbox/Meucci/R/EmpiricalMultivariateOUnCointegration.R,
	  sandbox/Meucci/R/TheoryMultivariateOUnCointegration.R[ADD]:
	  Adding functions for theoretical Multivariate OU and correcting
	  functions for empirical Multivariate OU
	* sandbox/Meucci/R/EmpiricalMultivariateOUnCointegration.R:
	  Remaining functions added
	* sandbox/Meucci/R/EmpiricalMultivariateOUnCointegration.R[ADD]:
	  Creating a R script for empirical version of Multivariate OU

2012-08-12  matthieu_lestel

	* R/AdjustedSharpeRatio.R, R/BurkeRatio.R, R/CAPM.epsilon.R,
	  R/CAPM.jensenAlpha.R, R/M2Sortino.R, R/MSquared.R,
	  R/MSquaredExcess.R, R/MartinRatio.R, R/NetSelectivity.R,
	  R/OmegaExcessReturn.R, R/PainRatio.R, R/TreynorRatio.R,
	  man/AdjustedSharpeRatio.Rd, man/BurkeRatio.Rd,
	  man/CAPM.epsilon.Rd, man/CAPM.jensenAlpha.Rd, man/MSquared.Rd,
	  man/MSquaredExcess.Rd, man/PainRatio.Rd: returns annualised
	  everywhere they were not yet + use of Frequency everywhere
	  possible to lighten the code

2012-08-10  matthieu_lestel

	* R/DownsideDeviation.R, R/TreynorRatio.R, R/UpsideRisk.R, R/VaR.R,
	  R/chart.RollingRegression.R, R/chart.TimeSeries.R,
	  R/mean.utils.R, R/textplot.R,
	  man/PerformanceAnalytics-package.Rd, man/TreynorRatio.Rd,
	  man/VaR.Rd, man/chart.RollingRegression.Rd,
	  man/chart.TimeSeries.Rd, man/mean.geometric.Rd, man/textplot.Rd:
	  no more warnings in R CMD check

2012-08-09  matthieu_lestel

	* NAMESPACE, R/SkewnessKurtosisRatio.R, R/SpecificRisk.R[ADD],
	  R/SystematicRisk.R, R/TotalRisk.R, R/table.Distributions.R[ADD],
	  R/table.DownsideRiskRatio.R[ADD], R/table.DrawdownsRatio.R[ADD],
	  R/table.InformationRatio.R[ADD], R/table.SpecificRisk.R[ADD],
	  R/table.Variability.R[ADD], man/SpecificRisk.Rd[ADD],
	  man/SystematicRisk.Rd, man/TotalRisk.Rd, man/UlcerIndex.Rd[ADD],
	  man/table.Distributions.Rd[ADD],
	  man/table.DownsideRiskRatio.Rd[ADD],
	  man/table.DrawdownsRatio.Rd[ADD],
	  man/table.InformationRatio.Rd[ADD],
	  man/table.SpecificRisk.Rd[ADD], man/table.Variability.Rd[ADD]:
	  addition of SpecificRisk, table.Variability, table.SpecificRisk,
	  table.InformationRisk, table.Distributions, table.DrawdownsRatio,
	  table.DownsideRiskRatio with documentation + doc of Ulcer Index +
	  minor modifications

2012-08-07  matthieu_lestel

	* R/DownsideDeviation.R, R/MartinRatio.R, R/PainRatio.R,
	  R/TreynorRatio.R, R/VolatilitySkewness.R,
	  man/portfolio_bacon.Rd[ADD]: documentation of portfolio_bacon
	  data + other modification to fix warnings in R CMD check

2012-08-03  matthieu_lestel

	* NAMESPACE, R/MartinRatio.R[ADD], R/NetSelectivity.R[ADD],
	  R/OmegaExcessReturn.R[ADD], R/UlcerIndex.R,
	  man/MartinRatio.Rd[ADD], man/NetSelectivity.Rd[ADD],
	  man/OmegaExcessReturn.Rd[ADD], man/Selectivity.Rd: Net
	  Selectivity, Omega excess return and Martin ratio with examples
	  and documentation

2012-07-30  mkshah

	* sandbox/Meucci/R/MeanDiversificationFrontier.R[ADD]: Adding a
	  script for "Managing Diversification" part of Meucci's research

2012-07-27  braverock

	* sandbox/Meucci/DESCRIPTION, sandbox/Meucci/NAMESPACE[ADD],
	  sandbox/Meucci/R/CmaCopula.R, sandbox/Meucci/R/EntropyProg.R,
	  sandbox/Meucci/R/HermiteGrid.R,
	  sandbox/Meucci/R/InvariantProjection.R,
	  sandbox/Meucci/R/RankingInformation.R,
	  sandbox/Meucci/R/logToArithmeticCovariance.R,
	  sandbox/Meucci/man/EntropyProg.Rd: - updates to get closer to
	  passing R CMD check
	* sandbox/Meucci/data/00index[CPY],
	  sandbox/Meucci/data/butterflyAnalytics.Rda[DEL],
	  sandbox/Meucci/data/butterflyAnalytics.rda[CPY],
	  sandbox/Meucci/data/datalist[DEL],
	  sandbox/Meucci/data/pseudodata.Rda[DEL],
	  sandbox/Meucci/data/pseudodata.rda[CPY]: - cleanup for R CMD
	  check
	* R/ES.R, R/PortfolioRisk.R, man/ES.Rd: - remove ES portfolio
	  kernel method for now, lay groudwork for adding it back in later
	* R/ES.R, R/MultivariateMoments.R, man/ES.Rd: - fix component ES
	  multivariat moments bug, reported by Eric Zivot

2012-07-27  matthieu_lestel

	* NAMESPACE: modif of NAMESPACE to pass R CMD check
	* NAMESPACE, R/AppraisalRatio.R, R/FamaBeta.R[ADD],
	  R/ProspectRatio.R, R/Selectivity.R[ADD], man/AppraisalRatio.Rd,
	  man/DownsideDeviation.Rd, man/FamaBeta.Rd[ADD],
	  man/ProspectRatio.Rd, man/Selectivity.Rd[ADD]: modified jensen's
	  alpha, alternative modified jensen's alpha, selectivity and fama
	  beta with examples and documentation

2012-07-27  peter_carl

	* R/PortfolioRisk.R: - fixed the last fix by changing sign on VaR
	  value
	* R/PortfolioRisk.R: - fixed corner case in ES.historical where no
	  observations are larger than VaR
	  - in that case, set ES = VaR and warn the user

2012-07-25  braverock

	* R/chart.Correlation.R: - fix problem with R CMD check

2012-07-25  matthieu_lestel

	* NAMESPACE, R/AppraisalRatio.R[ADD], R/BernadoLedoitratio.R,
	  R/CAPM.jensenAlpha.R, R/M2Sortino.R[ADD], R/ProspectRatio.R[ADD],
	  R/SystematicRisk.R, man/AppraisalRatio.Rd[ADD],
	  man/BernardoLedoitRatio.Rd[ADD], man/CAPM.jensenAlpha.Rd,
	  man/DrawdownPeak.Rd[ADD], man/M2Sortino.Rd[ADD],
	  man/ProspectRatio.Rd[ADD]: M2Sortino, AppraisalRatio and
	  ProspectRatio with examples and documentation + some doc I forgot
	  to add in the svn commit

2012-07-25  mkshah

	* sandbox/Meucci/demo/00index: Correcting demo name
	* sandbox/Meucci/demo/00index[ADD],
	  sandbox/Meucci/demo/InvariantProjection.R: Adding Index File for
	  demo folder and deleting unnecessary code in
	  InvariantProjection.R

2012-07-23  braverock

	* R/chart.Correlation.R, man/chart.Correlation.Rd: - update to pass
	  method to cor() per request from John Muschelli @ JH

2012-07-23  mkshah

	* sandbox/Meucci/data/MeucciReturnsDistribution.rda[DEL],
	  sandbox/Meucci/data/butterflyTradingX.rda[DEL],
	  sandbox/Meucci/data/datalist[ADD]: Deleting unnecessary datasets
	  and adding datalist which contains information about all the data
	  files
	* sandbox/Meucci/00index[ADD], sandbox/Meucci/DESCRIPTION: Adding
	  the 00index file and changing DESCRIPTION
	* sandbox/Meucci/man/CMAcombination.Rd,
	  sandbox/Meucci/man/CMAseparation.Rd,
	  sandbox/Meucci/man/Central2Raw.Rd,
	  sandbox/Meucci/man/ComputeMVE.Rd,
	  sandbox/Meucci/man/ComputeMoments.Rd,
	  sandbox/Meucci/man/CondProbViews.Rd,
	  sandbox/Meucci/man/Cumul2Raw.Rd,
	  sandbox/Meucci/man/DetectOutliersViaMVE.Rd,
	  sandbox/Meucci/man/EntropyProg.Rd,
	  sandbox/Meucci/man/GenerateLogNormalDistribution.Rd,
	  sandbox/Meucci/man/MvnRnd.Rd,
	  sandbox/Meucci/man/NoisyObservations.Rd,
	  sandbox/Meucci/man/PanicCopula.Rd,
	  sandbox/Meucci/man/PartialConfidencePosterior.Rd,
	  sandbox/Meucci/man/PlotDistributions.Rd,
	  sandbox/Meucci/man/Prior2Posterior.Rd,
	  sandbox/Meucci/man/RIEfficientFrontier.Rd[ADD],
	  sandbox/Meucci/man/Raw2Central.Rd,
	  sandbox/Meucci/man/Raw2Cumul.Rd,
	  sandbox/Meucci/man/RejectOutlier.Rd,
	  sandbox/Meucci/man/StackedBarChart.Rd,
	  sandbox/Meucci/man/SummStats.Rd, sandbox/Meucci/man/Tweak.Rd,
	  sandbox/Meucci/man/ViewRanking.Rd,
	  sandbox/Meucci/man/efficientFrontier.Rd,
	  sandbox/Meucci/man/gaussHermiteMesh.Rd[ADD],
	  sandbox/Meucci/man/hermitePolynomial.Rd[ADD],
	  sandbox/Meucci/man/integrateSubIntervals.Rd[ADD],
	  sandbox/Meucci/man/kernelbw.Rd[ADD],
	  sandbox/Meucci/man/kernelcdf.Rd[ADD],
	  sandbox/Meucci/man/kernelinv.Rd[ADD],
	  sandbox/Meucci/man/kernelpdf.Rd[ADD],
	  sandbox/Meucci/man/linreturn.Rd,
	  sandbox/Meucci/man/normalizeProb.Rd[ADD],
	  sandbox/Meucci/man/pHist.Rd,
	  sandbox/Meucci/man/private_fun.Rd[ADD],
	  sandbox/Meucci/man/robustBayesianPortfolioOptimization.Rd,
	  sandbox/Meucci/man/std.Rd,
	  sandbox/Meucci/man/subIntervals.Rd[ADD]: Adding documentation
	  files for new functions and updating comments for other functions
	* sandbox/Meucci/R/HermiteGrid.R: Correcting mistakes in commenting
	* sandbox/Meucci/R/HermiteGrid.R: Adding comments for remaining
	  functions
	* sandbox/Meucci/R/HermiteGrid.R: Adding and updating comments for
	  Kernel functions
	* sandbox/Meucci/R/InvariantProjection.R: Updating comments
	* sandbox/Meucci/R/DetectOutliersviaMVE.R,
	  sandbox/Meucci/R/RankingInformation.R,
	  sandbox/Meucci/R/RobustBayesianAllocation.R: Updating comments
	  and correcting code

2012-07-22  mkshah

	* sandbox/Meucci/R/DetectOutliersviaMVE.R,
	  sandbox/Meucci/R/RobustBayesianAllocation.R: Updating comments
	* sandbox/Meucci/man/ProjectInvariant.Rd[DEL]: Deleting an unused
	  function documentation file
	* sandbox/Meucci/R/Prior2Posterior.R: Updating comments
	* sandbox/Meucci/demo/InvariantProjection.R: Removing Roxygen like
	  commenting

2012-07-21  matthieu_lestel

	* NAMESPACE, R/AdjustedSharpeRatio.R, R/BernadoLedoitratio.R,
	  R/BurkeRatio.R, R/CAPM.epsilon.R, R/CAPM.jensenAlpha.R,
	  R/CoMoments.R, R/DRatio.R, R/DownsideDeviation.R,
	  R/DownsideFrequency.R, R/DrawdownPeak.R, R/Frequency.R[ADD],
	  R/MSquared.R, R/MSquaredExcess.R[ADD], R/MeanAbsoluteDeviation.R,
	  R/OmegaSharpeRatio.R, R/PainIndex.R, R/PainRatio.R,
	  R/SkewnessKurtosisRatio.R, R/SystematicRisk.R, R/TotalRisk.R,
	  R/TreynorRatio.R, R/UpsideFrequency.R, R/UpsideRisk.R,
	  R/VolatilitySkewness.R, R/chart.Correlation.R, R/kurtosis.R,
	  R/skewness.R, man/AdjustedSharpeRatio.Rd, man/BurkeRatio.Rd,
	  man/CAPM.epsilon.Rd, man/CAPM.jensenAlpha.Rd, man/CoMoments.Rd,
	  man/DRatio.Rd, man/DownsideDeviation.Rd,
	  man/DownsideFrequency.Rd, man/Frequency.Rd[ADD], man/MSquared.Rd,
	  man/MSquaredExcess.Rd[ADD], man/MeanAbsoluteDeviation.Rd,
	  man/OmegaSharpeRatio.Rd, man/PainIndex.Rd, man/PainRatio.Rd,
	  man/SkewnessKurtosisRatio.Rd, man/SystematicRisk.Rd,
	  man/TotalRisk.Rd, man/TreynorRatio.Rd, man/UpsideFrequency.Rd,
	  man/UpsideRisk.Rd, man/VolatilitySkewness.Rd,
	  man/chart.Correlation.Rd, man/kurtosis.Rd, man/skewness.Rd:
	  frequency with examples and documentation + MSquaredExcess with
	  examples and documentation + correction of all latex equations in
	  the doc to avoid the html part to appear in the pdf + some
	  warning corrected in R CMD check

2012-07-19  matthieu_lestel

	* R/DownsideDeviation.R, R/MSquared.R[ADD], R/SystematicRisk.R,
	  man/DownsideDeviation.Rd, man/MSquared.Rd[ADD],
	  man/SystematicRisk.Rd: better with the addition of the file
	* NAMESPACE, R/DownsideDeviation.R, R/SystematicRisk.R,
	  R/TotalRisk.R, man/DownsideDeviation.Rd, man/SystematicRisk.Rd,
	  man/TotalRisk.Rd: msquared with examples and documentation
	* R/AdjustedSharpeRatio.R, R/BurkeRatio.R, R/CAPM.epsilon.R,
	  R/DRatio.R, R/DownsideFrequency.R, R/Kappa.R,
	  R/MeanAbsoluteDeviation.R, R/OmegaSharpeRatio.R, R/PainRatio.R,
	  R/SkewnessKurtosisRatio.R, R/UpsideFrequency.R, R/UpsideRisk.R,
	  R/VolatilitySkewness.R, man/DRatio.Rd, man/DownsideDeviation.Rd,
	  man/DownsideFrequency.Rd, man/Kappa.Rd, man/OmegaSharpeRatio.Rd,
	  man/PainRatio.Rd, man/SkewnessKurtosisRatio.Rd,
	  man/UpsideFrequency.Rd, man/UpsideRisk.Rd,
	  man/VolatilitySkewness.Rd: modification to use xts objects inside
	  the functions

2012-07-18  matthieu_lestel

	* NAMESPACE, R/AdjustedSharpeRatio.R, R/BernadoLedoitratio.R,
	  R/DownsideDeviation.R, R/ES.R, R/MeanAbsoluteDeviation.R,
	  R/PainIndex.R, R/PainRatio.R, R/SkewnessKurtosisRatio.R,
	  R/TreynorRatio.R, R/UpsideRisk.R, R/VolatilitySkewness.R,
	  R/chart.RollingRegression.R, data/portfolio_bacon.csv,
	  data/portfolio_bacon.rda, man/AdjustedSharpeRatio.Rd,
	  man/BernardoLedoitratio.Rd[DEL], man/ES.Rd,
	  man/MeanAbsoluteDeviation.Rd, man/PainIndex.Rd, man/PainRatio.Rd,
	  man/SkewnessKurtosisRatio.Rd, man/VolatilitySkewness.Rd,
	  man/chart.RollingRegression.Rd: Rcheck pass + some other minor
	  modifications

2012-07-16  braverock

	* NAMESPACE, R/Return.portfolio.R: - add @export for
	  Return.portfolio
	* NAMESPACE, R/CoMoments.R: - minor change to exports
	* DESCRIPTION, NAMESPACE, R/CAPM.beta.R, R/CAPM.utils.R,
	  R/CoMoments.R, R/DownsideDeviation.R, R/InformationRatio.R,
	  R/KellyRatio.R, R/Omega.R, R/OmegaSharpeRatio.R,
	  R/Return.Geltner.R, R/Return.annualized.R, R/Return.calculate.R,
	  R/Return.clean.R, R/Return.cumulative.R, R/Return.excess.R,
	  R/Return.portfolio.R, R/Return.read.R, R/Return.relative.R,
	  R/SemiDeviation.R, R/SharpeRatio.R, R/SharpeRatio.annualized.R,
	  R/SkewnessKurtosisRatio.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/StdDev.R, R/SystematicRisk.R, R/TotalRisk.R, R/TrackingError.R,
	  R/TreynorRatio.R, R/UlcerIndex.R, R/UpDownRatios.R,
	  R/UpsidePotentialRatio.R, R/VaR.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.Boxplot.R,
	  R/chart.CaptureRatios.R, R/chart.Correlation.R,
	  R/chart.CumReturns.R, R/chart.Drawdown.R, R/chart.ECDF.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.RollingQuantileRegression.R, R/chart.Scatter.R,
	  R/chart.SnailTrail.R, R/chart.StackedBar.R, R/chart.TimeSeries.R,
	  R/chart.VaRSensitivity.R, R/charts.Bar.R, R/charts.BarVaR.R,
	  R/charts.PerformanceSummary.R, R/charts.RollingPerformance.R,
	  R/charts.RollingRegression.R, R/charts.TimeSeries.R,
	  R/checkData.R, R/findDrawdowns.R, R/kurtosis.R, R/legend.R,
	  R/maxDrawdown.R, R/mean.utils.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.HigherMoments.R,
	  R/table.RollingPeriods.R, R/textplot.R, man/BetaCoMoments.Rd,
	  man/BurkeRatio.Rd, man/CAPM.RiskPremium.Rd, man/CAPM.beta.Rd,
	  man/CAPM.epsilon.Rd, man/CAPM.jensenAlpha.Rd,
	  man/DownsideDeviation.Rd, man/Return.calculate.Rd,
	  man/Return.portfolio.Rd, man/TreynorRatio.Rd, man/chart.ACF.Rd,
	  man/chart.RollingRegression.Rd, man/chart.TimeSeries.Rd,
	  sandbox/Meucci/DESCRIPTION, sandbox/Meucci/man/CMAcombination.Rd,
	  sandbox/Meucci/man/CMAseparation.Rd,
	  sandbox/Meucci/man/Central2Raw.Rd,
	  sandbox/Meucci/man/Cumul2Raw.Rd,
	  sandbox/Meucci/man/PartialConfidencePosterior.Rd,
	  sandbox/Meucci/man/Prior2Posterior.Rd,
	  sandbox/Meucci/man/Raw2Central.Rd,
	  sandbox/Meucci/man/Raw2Cumul.Rd,
	  sandbox/Meucci/man/robustBayesianPortfolioOptimization.Rd: -
	  update roxygen doec, specifically @export tags

2012-07-15  matthieu_lestel

	* R/AdjustedSharpeRatio.R, R/BurkeRatio.R, R/CAPM.epsilon.R,
	  R/CAPM.jensenAlpha.R, R/TreynorRatio.R: modification of the
	  method of calcul for return to match Bacon(2008) in some
	  functions
	* R/PainRatio.R[ADD], R/TreynorRatio.R, man/PainRatio.Rd[ADD]: Pain
	  ratio with examples and documentation
	* R/DrawdownPeak.R[ADD], R/MeanAbsoluteDeviation.R, R/PainIndex.R,
	  man/MeanAbsoluteDeviation.Rd, man/PainIndex.Rd[ADD]:
	  documentation of PainIndex, correction of PainIndex.R, addition
	  of DrawdownPeak to calculate drawdown since previous peak

2012-07-14  matthieu_lestel

	* R/MeanAbsoluteDeviation.R[ADD],
	  man/MeanAbsoluteDeviation.Rd[ADD]: Mean absolute deviation with
	  examples and documentation

2012-07-13  matthieu_lestel

	* R/BurkeRatio.R, R/kurtosis.R, R/skewness.R, man/kurtosis.Rd,
	  man/skewness.Rd: correction of calcul of skewness and kurtosis,
	  update of documentation, addition of sample skewness, sample
	  kurtosis and sample excess kurtosis

2012-07-13  mkshah

	* sandbox/Meucci/R/RobustBayesianAllocation.R: Correcting
	  documentation mistakes
	* sandbox/Meucci/R/InvariantProjection.R: Correcting documentation
	  mistakes
	* sandbox/Meucci/R/EntropyProg.R: Correcting documentation mistakes
	* sandbox/Meucci/R/ButterflyTrading.R[DEL]: Deleting
	  ButterflyTrading.R since all the functions have been moved to the
	  demo script demo/ButterflyTrading.R
	* sandbox/Meucci/demo/ButterflyTrading.R: Including
	  ButterflyTrading functions in the demo file since it is a case
	  study and doesn't include any generalized method/process
	* sandbox/Meucci/R/HermiteGrid.R: Adding comments for the functions
	  subIntervals, gaussHermiteMesh and hermitePolynomial
	* sandbox/Meucci/R/CmaCopula.R: Updating comments for
	  CMACombination and CMASeperation

2012-07-11  braverock

	* sandbox/Meucci/R/DetectOutliersviaMVE.R,
	  sandbox/Meucci/R/EntropyProg.R,
	  sandbox/Meucci/R/FullyFlexibleBayesNets.R,
	  sandbox/Meucci/R/InvariantProjection.R,
	  sandbox/Meucci/R/Prior2Posterior.R,
	  sandbox/Meucci/R/RankingInformation.R,
	  sandbox/Meucci/R/RobustBayesianAllocation.R,
	  sandbox/Meucci/R/logToArithmeticCovariance.R,
	  sandbox/Meucci/man/Central2Raw.Rd,
	  sandbox/Meucci/man/ComputeMVE.Rd,
	  sandbox/Meucci/man/CondProbViews.Rd,
	  sandbox/Meucci/man/Cumul2Raw.Rd,
	  sandbox/Meucci/man/EfficientFrontier.Rd[DEL],
	  sandbox/Meucci/man/GenerateLogNormalDistribution.Rd,
	  sandbox/Meucci/man/PartialConfidencePosterior.Rd,
	  sandbox/Meucci/man/PlotDistributions.Rd,
	  sandbox/Meucci/man/Prior2Posterior.Rd,
	  sandbox/Meucci/man/Raw2Central.Rd,
	  sandbox/Meucci/man/Raw2Cumul.Rd,
	  sandbox/Meucci/man/StackedBarChart.Rd,
	  sandbox/Meucci/man/Tweak.Rd, sandbox/Meucci/man/ViewRanking.Rd,
	  sandbox/Meucci/man/linreturn.Rd,
	  sandbox/Meucci/man/robustBayesianPortfolioOptimization.Rd,
	  sandbox/Meucci/man/std.Rd: - changes to roxygen comments and a
	  few manual edits to .Rd files so documentation will compile, more
	  to do here.

2012-07-10  mkshah

	* sandbox/Meucci/R/ButterflyTrading.R: Removing unnecessary
	  comments
	* sandbox/Meucci/demo/RankingInformation.R: Changing function name
	  to avoid conflicts
	* sandbox/Meucci/R/RankingInformation.R: Changing function name to
	  avoid conflicts

2012-07-09  braverock

	* sandbox/Meucci/DESCRIPTION, sandbox/Meucci/man/Central2Raw.Rd,
	  sandbox/Meucci/man/ComputeMVE.Rd,
	  sandbox/Meucci/man/Cumul2Raw.Rd,
	  sandbox/Meucci/man/EntropyProg.Rd,
	  sandbox/Meucci/man/GenerateLogNormalDistribution.Rd,
	  sandbox/Meucci/man/PartialConfidencePosterior.Rd,
	  sandbox/Meucci/man/Prior2Posterior.Rd,
	  sandbox/Meucci/man/Raw2Central.Rd,
	  sandbox/Meucci/man/Raw2Cumul.Rd,
	  sandbox/Meucci/man/StackedBarChart.Rd,
	  sandbox/Meucci/man/efficientFrontier.Rd,
	  sandbox/Meucci/man/linreturn.Rd,
	  sandbox/Meucci/man/pHist.Rd[ADD],
	  sandbox/Meucci/man/robustBayesianPortfolioOptimization.Rd: -
	  update roxygen docs
	  - update DESCRIPTION for easier compilation

2012-07-09  mkshah

	* sandbox/Meucci/R/RobustBayesianAllocation.R: Deleting duplicated
	  demo content which has already been shifted to
	  RobustBayesianAllocation.R in the demo folder
	* sandbox/Meucci/demo/HermiteGrid_CVaR_Recursion.R: Correcting plot
	  parameters
	* sandbox/Meucci/R/RobustBayesianAllocation.R: Updating equations
	  and references
	* sandbox/Meucci/R/DetectOutliersviaMVE.R: Updating equations and
	  references
	* sandbox/Meucci/R/Prior2Posterior.R: Removing unnecessary comments
	* sandbox/Meucci/R/RankingInformation.R: Updating comments
	* sandbox/Meucci/R/EntropyProg.R: Updating equations and references
	* sandbox/Meucci/R/logToArithmeticCovariance.R: Updating equations
	  and references
	* sandbox/Meucci/R/InvariantProjection.R: Adding equations and
	  references.

2012-07-08  mkshah

	* sandbox/Meucci/R/EntropyProg.R: Updating comments

2012-07-08  matthieu_lestel

	* R/AdjustedSharpeRatio.R[ADD], man/AdjustedSharpeRatio.Rd[ADD]:
	  adjusted sharpe ratio with examples and documentation

2012-07-07  mkshah

	* sandbox/Meucci/demo/HermiteGrid_CVaR_Recursion.R[ADD]: Adding a
	  demo replicating the S_CVaR_Recursion.m file provided by Meucci
	* sandbox/Meucci/R/HermiteGrid.R: Correcting the Kernel Functions
	* sandbox/Meucci/R/EntropyProg.R: Correcting Comments
	* sandbox/Meucci/demo/HermiteGrid_CaseStudy.R: Completed and
	  checked the results of the demo with Meucci's Matlab code

2012-07-06  matthieu_lestel

	* R/BurkeRatio.R[ADD], man/BurkeRatio.Rd[ADD]: Burke ratio and
	  modified Burke ratio with examples and documentation

2012-07-05  mkshah

	* sandbox/Meucci/demo/HermiteGrid_CaseStudy.R[ADD]: Duplicating the
	  S_CaseStudy.m Demo as provided by Meucci for Fully Flexible
	  Extreme Views
	* sandbox/Meucci/R/HermiteGrid.R: Adding the kernel functions as
	  defined by Meucci for the CaseStudy Demo

2012-07-04  mkshah

	* sandbox/Meucci/data/pseudodata.Rda[ADD]: Adding dataset for the
	  demo of FullyFlexibleExtremeViews by Meucci
	* sandbox/Meucci/demo/S_plotGaussHermite.R[ADD]: New Demo for
	  gaussHermiteMesh function as given by Meucci
	* sandbox/Meucci/R/HermiteGrid.R: Making hermitePolynomial
	  executable and adding a function gaussHermiteMesh
	* sandbox/Meucci/demo/S_ToyExample.R[ADD]: Adding another example
	  for Fully Flexible Bayesian Network as suggested by Meucci
	* sandbox/Meucci/R/FullyFlexibleBayesNets.R: Commenting out
	  unnecessary lines of code
	* sandbox/Meucci/R/ButterflyTrading.R: Indenting and correcting
	  code
	* sandbox/Meucci/demo/ButterflyTrading.R: Correcting code
	* sandbox/Meucci/data/butterflyAnalytics.Rda[ADD]: Consolidating
	  data for ButterflyTrading in one workspace
	* sandbox/Meucci/R/CmaCopula.R: Cleaning and checking results
	  against Meucci's Matlab Version
	* sandbox/Meucci/R/EntropyProg.R: Changing the parameter list for
	  pHist

2012-07-04  matthieu_lestel

	* R/SystematicRisk.R, R/TotalRisk.R, R/TreynorRatio.R,
	  man/SystematicRisk.Rd, man/TreynorRatio.Rd: Modified Treynor
	  ratio with examples and documentation

2012-07-02  matthieu_lestel

	* R/SkewnessKurtosisRatio.R, man/SkewnessKurtosisRatio.Rd: addition
	  of expected value in the exemples
	* R/SkewnessKurtosisRatio.R[ADD],
	  man/SkewnessKurtosisRatio.Rd[ADD]: SkewnessKurtosisRatio with
	  examples and documentation

2012-06-30  matthieu_lestel

	* R/DownsideDeviation.R, R/UpsideRisk.R,
	  R/VolatilitySkewness.R[ADD], man/DownsideDeviation.Rd,
	  man/UpsideRisk.Rd, man/VolatilitySkewness.Rd[ADD]: Volatiliy and
	  variability skewness with examples and documentation

2012-06-29  matthieu_lestel

	* R/OmegaSharpeRatio.R[ADD], man/OmegaSharpeRatio.Rd[ADD]:
	  OmegaSharpeRatio with examples and documentation
	* R/DownsideDeviation.R: modification of DownsideDeviation to make
	  it easier to use for other functions

2012-06-28  matthieu_lestel

	* R/TotalRisk.R[ADD], man/TotalRisk.Rd[ADD]: Total risk with
	  examples and documentation

2012-06-26  matthieu_lestel

	* R/CAPM.jensenAlpha.R, R/SystematicRisk.R[ADD],
	  man/CAPM.jensenAlpha.Rd, man/SystematicRisk.Rd[ADD]: Systematic
	  risk with exemples and documentation

2012-06-25  matthieu_lestel

	* R/CAPM.epsilon.R, R/CAPM.jensenAlpha.R[ADD], man/CAPM.epsilon.Rd,
	  man/CAPM.jensenAlpha.Rd[ADD]: jensen's alpha with exemples and
	  documentation
	* R/CAPM.alpha.R, R/CAPM.epsilon.R[ADD], R/UpsideRisk.R,
	  data/portfolio_bacon.csv, man/CAPM.epsilon.Rd[ADD]: epsilon
	  regression with documentation

2012-06-25  mkshah

	* sandbox/Meucci/demo/FullyFlexibleBayesNets.R: Cleaned code and
	  checked against Meucci's Matlab Code
	* sandbox/Meucci/R/FullyFlexibleBayesNets.R: Code cleaning

2012-06-24  mkshah

	* sandbox/Meucci/demo/InvariantProjection.R[ADD]: Created a new
	  demo file for InvariantProjection and checked the results with
	  Meucci's Matlab Code
	* sandbox/Meucci/R/InvariantProjection.R: Cleaned code and shifted
	  the demo part to demo/InvariantProjection.R
	* sandbox/Meucci/R/HermiteGrid.R: Moving common functions
	  prior2Posterior and pHist to EntropyProg.R
	* sandbox/Meucci/R/EntropyProg.R: Moving common functions pHist and
	  prior2Posterior to EntropyProg.R
	* sandbox/Meucci/R/Prior2Posterior.R: Moving common functions to
	  EntropyProg.R
	* sandbox/Meucci/demo/HermiteGrid_demo.R: Cleaned and checked
	  against Meucci's Matlab Code
	* sandbox/Meucci/R/HermiteGrid.R: Cleaned and verified output with
	  Meucci's Matlab Code.
	* sandbox/Meucci/data/ghq1000.rda[ADD]: Dataset for HermiteGrid
	  Demo
	* sandbox/Meucci/R/DetectOutliersviaMVE.R: Cleaned file and checked
	  against Meucci's Matlab Code
	* sandbox/Meucci/demo/DetectOutliersviaMVE.R: Cleaned file and
	  checked against Meucci's Matlab Code.
	* sandbox/Meucci/demo/Prior2Posterior.R: Adding missing statements

2012-06-21  matthieu_lestel

	* R/Kappa.R[ADD], man/DRatio.Rd, man/Kappa.Rd[ADD]: addition of
	  kappa with examples and documentation
	* R/DRatio.R[ADD], man/BernardoLedoitratio.Rd, man/DRatio.Rd[ADD],
	  man/DownsideDeviation.Rd, man/DownsideFrequency.Rd,
	  man/UpsideFrequency.Rd, man/UpsideRisk.Rd: d ratio with exemples
	  and documentation

2012-06-20  matthieu_lestel

	* R/BernadoLedoitratio.R, R/DownsideDeviation.R,
	  R/DownsideFrequency.R, R/UpsideFrequency.R, R/UpsideRisk.R: end
	  of tests for UpsideRisk and correction of a little bug in all
	  examples
	* R/BernadoLedoitratio.R[ADD], man/BernardoLedoitratio.Rd[ADD]:
	  addition of Bernado and Ledoit ratio and its documentation
	* R/UpsideFrequency.R[ADD], man/UpsideFrequency.Rd[ADD]: addition
	  of Upside Frequency and its documentation

2012-06-19  matthieu_lestel

	* R/DownsideFrequency.R[ADD], data/portfolio_bacon.csv[ADD],
	  data/portfolio_bacon.rda[ADD], man/DownsideFrequency.Rd[ADD],
	  man/UpsideRisk.Rd: DownsideFrequency with exemples and
	  documentation and addition of Bacon data

2012-06-17  mkshah

	* sandbox/Meucci/R/Prior2Posterior.R: Adding function pHist as seen
	  in Meucci's Matlab Code and making PlotDistributions function
	  work
	* sandbox/Meucci/Meucci_functions.csv: Added the new S&P example
	  added for Robust Bayesian Allocation to the list of scripts
	* sandbox/Meucci/R/RobustBayesianAllocation.R: Adding Reference and
	  Matlab Source Code Information
	* sandbox/Meucci/demo/RankingInformation.R: Adding StackedBarChart
	  function for PosteriorFrontier
	* sandbox/Meucci/R/RankingInformation.R: Making StackedBarChart
	  function usable by shifting warnings to the calling function,
	  removing repeated implementation of ViewRanking() function and
	  modifying indentation
	* sandbox/Meucci/R/EntropyProg.R: Changing the tolerance for
	  optimization function from 1e-7 to 1e-6 as used by Meucci
	* sandbox/Meucci/data/ReturnsDistribution.rda[ADD]: Changed the
	  name of MeucciReturnsDistribution.rda to ReturnsDistribution.rda
	* sandbox/Meucci/demo/RankingInformation.R: Used the Function
	  StackedBarChart and removed unnecessary indentation
	* sandbox/Meucci/demo/S_SnPCaseStudy.R[ADD]: SnPCaseStudy Demo File
	  provided by Attilio Meucci
	* sandbox/Meucci/data/SectorsSnP500.rda[ADD]: Data file for the
	  example SnPCaseStudy provided by Attilio Meucci

2012-06-11  matthieu_lestel

	* R/UpsideRisk.R[ADD], man/DownsideDeviation.Rd,
	  man/UpsideRisk.Rd[ADD]: Upside Risk, Variance and Potential with
	  their documentation documentation

2012-06-09  mkshah

	* sandbox/Meucci/Meucci_functions.csv: Changing the semi-colons to
	  commas

2012-06-08  braverock

	* R/CoMoments.R, man/BetaCoMoments.Rd[CPY],
	  man/BetaCoVariance.Rd[DEL]: - roxygenize BetaCoMoments
	  documentation. I think this is the last to get roxygenized.

2012-06-07  braverock

	* sandbox/Meucci/DESCRIPTION[ADD],
	  sandbox/Meucci/FactorDistributions.rda[DEL],
	  sandbox/Meucci/MeucciAnalyticalvsNumerical.R[DEL],
	  sandbox/Meucci/MeucciButterflyTrading.R[DEL],
	  sandbox/Meucci/MeucciCmaCopula.R[DEL],
	  sandbox/Meucci/MeucciEntropyProg.R[DEL],
	  sandbox/Meucci/MeucciFreaqEst.rda[DEL],
	  sandbox/Meucci/MeucciFullFlexibleBayesNets.R[DEL],
	  sandbox/Meucci/MeucciHermiteGrid.R[DEL],
	  sandbox/Meucci/MeucciInvariantProjection.R[DEL],
	  sandbox/Meucci/MeucciRankingInformation.R[DEL],
	  sandbox/Meucci/MeucciReturnsDistribution.rda[DEL],
	  sandbox/Meucci/MeucciRobustBayesianAllocation.R[DEL],
	  sandbox/Meucci/MeucciTweakTest.rda[DEL],
	  sandbox/Meucci/Meucci_DetectOutliersviaMVE.R[DEL],
	  sandbox/Meucci/Meucci_functions.csv, sandbox/Meucci/R[ADD],
	  sandbox/Meucci/R/ButterflyTrading.R[CPY],
	  sandbox/Meucci/R/CmaCopula.R[CPY],
	  sandbox/Meucci/R/DetectOutliersviaMVE.R[CPY],
	  sandbox/Meucci/R/EntropyProg.R[CPY],
	  sandbox/Meucci/R/FullyFlexibleBayesNets.R[CPY],
	  sandbox/Meucci/R/HermiteGrid.R[CPY],
	  sandbox/Meucci/R/InvariantProjection.R[CPY],
	  sandbox/Meucci/R/Prior2Posterior.R[CPY],
	  sandbox/Meucci/R/RankingInformation.R[CPY],
	  sandbox/Meucci/R/RobustBayesianAllocation.R[CPY],
	  sandbox/Meucci/R/logToArithmeticCovariance.R[CPY],
	  sandbox/Meucci/butterflyTradingX.rda[DEL],
	  sandbox/Meucci/data[ADD],
	  sandbox/Meucci/data/FactorDistributions.rda[CPY],
	  sandbox/Meucci/data/MeucciFreaqEst.rda[CPY],
	  sandbox/Meucci/data/MeucciReturnsDistribution.rda[CPY],
	  sandbox/Meucci/data/MeucciTweakTest.rda[CPY],
	  sandbox/Meucci/data/butterflyTradingX.rda[CPY],
	  sandbox/Meucci/demo[ADD],
	  sandbox/Meucci/demo/AnalyticalvsNumerical.R[ADD],
	  sandbox/Meucci/demo/ButterflyTrading.R[ADD],
	  sandbox/Meucci/demo/DetectOutliersviaMVE.R[ADD],
	  sandbox/Meucci/demo/FullyFlexibleBayesNets.R[ADD],
	  sandbox/Meucci/demo/HermiteGrid_demo.R[ADD],
	  sandbox/Meucci/demo/Prior2Posterior.R[ADD],
	  sandbox/Meucci/demo/RankingInformation.R[ADD],
	  sandbox/Meucci/demo/RobustBayesianAllocation.R[ADD],
	  sandbox/Meucci/demo/logToArithmeticCovariance.R[ADD],
	  sandbox/Meucci/logToArithmeticCovariance.R[DEL],
	  sandbox/Meucci/man[ADD],
	  sandbox/Meucci/man/CMAcombination.Rd[ADD],
	  sandbox/Meucci/man/CMAseparation.Rd[ADD],
	  sandbox/Meucci/man/Central2Raw.Rd[ADD],
	  sandbox/Meucci/man/ComputeMVE.Rd[ADD],
	  sandbox/Meucci/man/ComputeMoments.Rd[ADD],
	  sandbox/Meucci/man/CondProbViews.Rd[ADD],
	  sandbox/Meucci/man/Cumul2Raw.Rd[ADD],
	  sandbox/Meucci/man/DetectOutliersViaMVE.Rd[ADD],
	  sandbox/Meucci/man/EfficientFrontier.Rd[ADD],
	  sandbox/Meucci/man/EntropyProg.Rd[ADD],
	  sandbox/Meucci/man/GenerateLogNormalDistribution.Rd[ADD],
	  sandbox/Meucci/man/MvnRnd.Rd[ADD],
	  sandbox/Meucci/man/NoisyObservations.Rd[ADD],
	  sandbox/Meucci/man/PanicCopula.Rd[ADD],
	  sandbox/Meucci/man/PartialConfidencePosterior.Rd[ADD],
	  sandbox/Meucci/man/PlotDistributions.Rd[ADD],
	  sandbox/Meucci/man/Prior2Posterior.Rd[ADD],
	  sandbox/Meucci/man/ProjectInvariant.Rd[ADD],
	  sandbox/Meucci/man/Raw2Central.Rd[ADD],
	  sandbox/Meucci/man/Raw2Cumul.Rd[ADD],
	  sandbox/Meucci/man/RejectOutlier.Rd[ADD],
	  sandbox/Meucci/man/StackedBarChart.Rd[ADD],
	  sandbox/Meucci/man/SummStats.Rd[ADD],
	  sandbox/Meucci/man/Tweak.Rd[ADD],
	  sandbox/Meucci/man/ViewRanking.Rd[ADD],
	  sandbox/Meucci/man/efficientFrontier.Rd[ADD],
	  sandbox/Meucci/man/linreturn.Rd[ADD],
	  sandbox/Meucci/man/robustBayesianPortfolioOptimization.Rd[ADD],
	  sandbox/Meucci/man/std.Rd[ADD]:

2012-06-07  matthieu_lestel

	* R/DownsideDeviation.R, man/DownsideDeviation.Rd: update in
	  DownsideDeviation documentation for the html version

2012-06-06  braverock

	* DESCRIPTION, R/chart.QQPlot.R, man/DownsideDeviation.Rd,
	  man/chart.ECDF.Rd, man/chart.QQPlot.Rd: - update roxygen docs.
	  bump version

2012-06-06  matthieu_lestel

	* R/DownsideDeviation.R: Documentation of DownsideDeviation and
	  DownsidePotential updated

2012-06-05  ababii

	* data/portfolio.rda[DEL]: - remove old data. I will add new later
	  to the sandbox directory.
	* R/Return.level.R[DEL], R/attribution.arithmetic.R[DEL],
	  R/attribution.geometric.R[DEL], R/attribution.levels.R[DEL]:
	  Moving attribution functions to the sandbox directory

2012-06-04  ababii

	* R/Return.level.R, R/attribution.levels.R[ADD]: Some improvements
	  in the Return.level functions.
	  
	  attribution.levels is a prototype of the multi-level attribution
	  function with working example. Currently it works only with 3
	  levels and may fail if used on other data than included example.
	* R/Return.level.R[ADD], R/aggregate.R[DEL]: Replaced aggregate.R
	  by Return.level.R. Now it can use vector weights or periodically
	  rebalanced weights in the same fashion as Return.portfolio
	  function.
	* R/aggregate.R: Corrected some mistakes. Added descriptions. The
	  function returns aggregated returns and weights to the chosen
	  level from the hierarchy.

2012-06-03  mkshah

	* sandbox/Meucci/MeucciRobustBayesianAllocation.R: Checked the
	  formula and results compared with Meucci's Matlab Program

2012-06-03  ababii

	* R/aggregate.R:
	* R/contribution.R[DEL]:
	* R/aggregate.R[ADD], R/attribution.geometric.R[ADD]:
	* R/attribution.arithmetic.R:

2012-06-01  matthieu_lestel

	* R/DownsideDeviation.R: Corrections in functions DownsideDeviation
	  and DownsidePotential to match Bacon 2008

2012-05-31  matthieu_lestel

	* R/zzz.R: test commit

2012-05-26  ababii

	* R/attribution.arithmetic.R[ADD], R/contribution.R: A sketch for
	  attribution function

2012-05-25  braverock

	* R/Drawdowns.R: - revert change from r1949 to previous behavior
	  (r1855 and prior) after further consultation with Pat Burns

2012-05-25  ababii

	* R/contribution.R: Added support of matrix input

2012-05-24  braverock

	* R/CoMoments.R, man/CoMoments.Rd[CPY], man/CoVariance.Rd[DEL]: -
	  roxygenize CoMoments Rd

2012-05-23  braverock

	* R/CoMoments.R, R/chart.RollingRegression.R, R/replaceTabs.R,
	  R/table.RollingPeriods.R, R/textplot.R, man/centeredmoments.Rd,
	  man/chart.RollingRegression.Rd, man/table.RollingPeriods.Rd,
	  man/textplot.Rd: - fix codoc errors from roxygen conversion
	* R/CAPM.utils.R, R/StdDev.annualized.R, R/chart.QQPlot.R,
	  man/CAPM.RiskPremium.Rd, man/StdDev.annualized.Rd: - fix codoc
	  errors from roxygen conversion
	* R/SortinoRatio.R: - apply dots to DownsideDeviation function, per
	  request from Suraj Gupta
	* DESCRIPTION: - adjust Contributors and Thanks
	* R/chart.QQPlot.R, man/chart.QQPlot.Rd: - manually fix
	  chart.QQplot Rd, might still be broken for roxygen
	* R/Return.clean.R, R/chart.QQPlot.R, R/mean.utils.R,
	  man/chart.BarVaR.Rd, man/chart.Boxplot.Rd,
	  man/chart.Histogram.Rd, man/chart.QQPlot.Rd,
	  man/chart.RelativePerformance.Rd, man/chart.TimeSeries.Rd,
	  man/clean.boudt.Rd, man/mean.geometric.Rd: - more changes to
	  complete roxygen conversion of the documentation
	* R/ActivePremium.R, R/CAPM.alpha.R, R/CAPM.beta.R,
	  R/CalmarRatio.R, R/ES.R, R/MultivariateMoments.R,
	  R/Return.read.R, R/apply.fromstart.R, R/apply.rolling.R,
	  R/chart.BarVaR.R, R/chart.Drawdown.R, R/chart.Events.R,
	  R/chart.Histogram.R, R/chart.QQPlot.R, R/chart.Regression.R,
	  R/chart.RelativePerformance.R, R/chart.RollingCorrelation.R,
	  R/chart.RollingPerformance.R,
	  R/chart.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.SnailTrail.R, R/chart.StackedBar.R, R/chart.TimeSeries.R,
	  R/chart.VaRSensitivity.R, R/charts.Bar.R, R/charts.BarVaR.R,
	  R/findDrawdowns.R, R/mean.utils.R, R/sortDrawdowns.R,
	  R/table.CalendarReturns.R, R/table.DownsideRisk.R,
	  R/table.Drawdowns.R, R/table.MonthlyReturns.R: - improvements to
	  roxygen docs supporting svn r1954
	* DESCRIPTION, man/ActivePremium.Rd, man/CAPM.RiskPremium.Rd,
	  man/CAPM.alpha.Rd, man/CAPM.beta.Rd, man/CDD.Rd,
	  man/CalmarRatio.Rd, man/DownsideDeviation.Rd, man/ES.Rd,
	  man/InformationRatio.Rd, man/KellyRatio.Rd, man/Omega.Rd,
	  man/PerformanceAnalytics-package.Rd, man/Return.Geltner.Rd,
	  man/Return.annualized.Rd, man/Return.calculate.Rd,
	  man/Return.clean.Rd, man/Return.cumulative.Rd,
	  man/Return.excess.Rd, man/Return.portfolio.Rd,
	  man/Return.read.Rd, man/Return.relative.Rd, man/SharpeRatio.Rd,
	  man/SharpeRatio.annualized.Rd, man/SmoothingIndex.Rd,
	  man/SortinoRatio.Rd, man/StdDev.Rd, man/StdDev.annualized.Rd,
	  man/TrackingError.Rd, man/TreynorRatio.Rd, man/UpDownRatios.Rd,
	  man/UpsidePotentialRatio.Rd, man/VaR.Rd, man/apply.fromstart.Rd,
	  man/apply.rolling.Rd, man/centeredmoments.Rd, man/chart.ACF.Rd,
	  man/chart.Bar.Rd, man/chart.BarVaR.Rd, man/chart.Boxplot.Rd,
	  man/chart.CaptureRatios.Rd, man/chart.Correlation.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.ECDF.Rd, man/chart.Events.Rd, man/chart.Histogram.Rd,
	  man/chart.QQPlot.Rd, man/chart.Regression.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.SnailTrail.Rd,
	  man/chart.StackedBar.Rd, man/chart.TimeSeries.Rd,
	  man/chart.VaRSensitivity.Rd, man/charts.PerformanceSummary.Rd,
	  man/charts.RollingPerformance.Rd, man/checkData.Rd,
	  man/findDrawdowns.Rd, man/kurtosis.Rd, man/legend.Rd,
	  man/maxDrawdown.Rd, man/mean.geometric.Rd, man/skewness.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.CaptureRatios.Rd, man/table.Correlation.Rd,
	  man/table.DownsideRisk.Rd, man/table.Drawdowns.Rd,
	  man/table.HigherMoments.Rd, man/table.MonthlyReturns.Rd,
	  man/table.RollingPeriods.Rd, man/textplot.Rd, man/zerofill.Rd:

2012-05-23  ababii

	* R/contribution.R: Function to calculate contribution of returns
	* data/portfolio.rda[ADD]: A small dataset. It will be extended
	  latter.

2012-05-22  mkshah

	* sandbox/Meucci/MeucciRobustBayesianAllocation.R: Making a Test
	  Commit

2012-05-20  braverock

	* inst/doc/PA-charts.Rnw: - apply patch from Evelyn Mitchell that
	  fixes long-standing typos s/Palates/Palettes/ in PA-charts.Rnw

2012-05-19  braverock

	* R/Drawdowns.R: - fix error in calculating drawdown with
	  arithmetic returns. thanks to Pat Burns for the patch

2012-05-04  ababii

	* R/contribution.R[ADD]: Test submission to make sure that I can
	  make commits

2012-05-04  peter_carl

	* R/chart.BarVaR.R: - fixed color of lower bars when
	  show.greenredbars = TRUE

2012-05-03  braverock

	* NAMESPACE: - remove S3method line for mean.matrix, as this
	  exports the function

2012-05-01  braverock

	* R/ES.R: - pass mu and sigma to M# and M4 if we have them

2012-04-28  peter_carl

	* R/chart.QQPlot.R: - added parameter to roxygen doc
	* R/chart.QQPlot.R: - added ylim into plot

2012-04-27  peter_carl

	* R/chart.ECDF.R, R/chart.QQPlot.R: - added parameters for hiding x
	  and y axes

2012-04-23  braverock

	* sandbox/Meucci[ADD],
	  sandbox/Meucci/.~lock.Meucci_functions.csv#[ADD],
	  sandbox/Meucci/FactorDistributions.rda[ADD],
	  sandbox/Meucci/MeucciAnalyticalvsNumerical.R[ADD],
	  sandbox/Meucci/MeucciButterflyTrading.R[ADD],
	  sandbox/Meucci/MeucciCmaCopula.R[ADD],
	  sandbox/Meucci/MeucciEntropyProg.R[ADD],
	  sandbox/Meucci/MeucciFreaqEst.rda[ADD],
	  sandbox/Meucci/MeucciFullFlexibleBayesNets.R[ADD],
	  sandbox/Meucci/MeucciHermiteGrid.R[ADD],
	  sandbox/Meucci/MeucciInvariantProjection.R[ADD],
	  sandbox/Meucci/MeucciRankingInformation.R[ADD],
	  sandbox/Meucci/MeucciReturnsDistribution.rda[ADD],
	  sandbox/Meucci/MeucciRobustBayesianAllocation.R[ADD],
	  sandbox/Meucci/MeucciTweakTest.rda[ADD],
	  sandbox/Meucci/Meucci_DetectOutliersviaMVE.R[ADD],
	  sandbox/Meucci/Meucci_functions.csv[ADD],
	  sandbox/Meucci/butterflyTradingX.rda[ADD],
	  sandbox/Meucci/logToArithmeticCovariance.R[ADD]: - add Meucci
	  functions and data ported from original Matlab code contributed
	  by Ram Ahluwalia

2012-04-21  braverock

	* R/chart.BarVaR.R: - additional movement towards converting PerfA
	  to use roxygen2 for documentation
	* R/CalmarRatio.R, R/CoMoments.R, R/DownsideDeviation.R, R/ES.R,
	  R/Return.clean.R, R/Return.portfolio.R, R/SharpeRatio.R,
	  R/StdDev.R, R/StdDev.annualized.R, R/UpsidePotentialRatio.R,
	  R/VaR.R, R/chart.Histogram.R, R/expectedShortFallFunctions.r,
	  R/findDrawdowns.R, R/maxDrawdown.R, R/skewness.R,
	  R/sortDrawdowns.R, R/table.Arbitrary.R, R/table.MonthlyReturns.R,
	  R/table.RollingPeriods.R, R/textplot.R, R/zerofill.R: -
	  additional movement towards converting PerfA to use roxygen2 for
	  documentation
	* DESCRIPTION: - bump commit to test R-Forge commit list
	  functionality.

2012-04-18  braverock

	* DESCRIPTION: - add Date keyword property to DESCRIPTION
	* DESCRIPTION: - bump date

2012-04-02  braverock

	* R/Return.calculate.R: - revert to prior lag behavior for
	  Return.calculate. bug noticed in same day by Tomáš Bálint and
	  Effrem Sternbach

2012-03-31  braverock

	* inst/doc/textplotPresentation-CRUG-2011.Rnw: - change index entry
	  to "How to Present Tables in Plot Devices"
	* DESCRIPTION, inst/doc/PA-charts.Rnw,
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  inst/doc/PerformanceAnalyticsPresentation-UseR-2007.Rnw,
	  inst/doc/textplotPresentation-CRUG-2011.Rnw: - fix Sweave Index
	  - add svn properties
	  - bump revision post CRAN release

2012-03-30  braverock

	* DESCRIPTION: - remove PA-techniques.tex
	  - bump CRAN version

2012-03-29  braverock

	* NEWS: - update NEWS before CRAN submit
	* DESCRIPTION, R/DownsideDeviation.R, R/chart.StackedBar.R,
	  R/expectedShortFallFunctions.r, R/table.Drawdowns.R: - additional
	  changes to pass 'no visible binding for global variable' NOTE's
	  in R CMD check

2012-03-25  braverock

	* DESCRIPTION, R/chart.BarVaR.R, R/chart.CumReturns.R,
	  R/chart.Drawdown.R, R/chart.RelativePerformance.R,
	  R/chart.RollingCorrelation.R, R/chart.SnailTrail.R,
	  R/chart.StackedBar.R, R/chart.TimeSeries.R,
	  R/chart.VaRSensitivity.R, R/charts.Bar.R, R/charts.BarVaR.R,
	  R/charts.PerformanceSummary.R, R/charts.RollingPerformance.R,
	  R/charts.RollingRegression.R, R/charts.TimeSeries.R,
	  R/table.CalendarReturns.R: - multiple updates to appease BDR
	* ChangeLog: - update ChangeLog
	* DESCRIPTION, NEWS: - bump version to 1.0.4.1
	  - update NEWS
	* DESCRIPTION: - remove Suggests for SparseM
	* inst/doc/textplotPresentation-CRUG-2011.pdf[ADD]: - add compiled
	  PDF
	* DESCRIPTION, NAMESPACE, R/ActivePremium.R, R/CAPM.alpha.R,
	  R/CAPM.beta.R, R/CAPM.utils.R, R/CalmarRatio.R,
	  R/DownsideDeviation.R, R/ES.R, R/HurstIndex.R,
	  R/InformationRatio.R, R/KellyRatio.R, R/Omega.R,
	  R/PortfolioRisk.R, R/Return.Geltner.R, R/Return.annualized.R,
	  R/Return.calculate.R, R/Return.clean.R, R/Return.cumulative.R,
	  R/Return.excess.R, R/Return.portfolio.R, R/Return.read.R,
	  R/Return.relative.R, R/SharpeRatio.R, R/SharpeRatio.annualized.R,
	  R/SmoothingIndex.R, R/SortinoRatio.R, R/StdDev.R,
	  R/StdDev.annualized.R, R/TrackingError.R, R/TreynorRatio.R,
	  R/UpDownRatios.R, R/UpsidePotentialRatio.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.Bar.R, R/chart.BarVaR.R, R/chart.Boxplot.R,
	  R/chart.CaptureRatios.R, R/chart.Correlation.R,
	  R/chart.CumReturns.R, R/chart.Drawdown.R, R/chart.ECDF.R,
	  R/chart.Events.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.SnailTrail.R, R/chart.StackedBar.R, R/chart.TimeSeries.R,
	  R/chart.VaRSensitivity.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/checkData.R,
	  R/checkData.patch[DEL], R/expectedShortFallFunctions.r,
	  R/findDrawdowns.R, R/kurtosis.R, R/legend.R, R/maxDrawdown.R,
	  R/mean.utils.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, R/table.RollingPeriods.R, R/textplot.R,
	  R/zerofill.R, R/zzz.R, inst/doc/PA-charts.Rnw,
	  inst/doc/PA-charts.pdf,
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.pdf,
	  inst/doc/PerformanceAnalyticsPresentation-UseR-2007.pdf,
	  man/DownsideDeviation.Rd, man/SharpeRatio.Rd,
	  man/SortinoRatio.Rd, man/StdDev.Rd, man/StdDev.annualized.Rd,
	  man/chart.BarVaR.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - multiple
	  changes to pass R CMD check on new R core
	  - sd.xts and mean.xts methods
	  - bump version to 1.0.4

2012-03-24  braverock

	* man/table.Drawdowns.Rd: -remove extra brace

2012-03-11  peter_carl

	* R/Return.portfolio.R: - fixed bug causing duplicated rows when
	  calculated results are blank

2012-01-15  braverock

	* DESCRIPTION: - bump version and date
	  - formally add Kris as an author
	* 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/HerfindahlIndex.R, R/HurstIndex.R, R/InformationRatio.R,
	  R/KellyRatio.R, R/MultivariateMoments.R, R/Omega.R,
	  R/PainIndex.R, R/PortfolioRisk.R, R/Return.Geltner.R,
	  R/Return.annualized.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/Return.wealthindex.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/StdDev.R, R/StdDev.annualized.R, R/TrackingError.R,
	  R/TreynorRatio.R, R/UlcerIndex.R, R/UpDownRatios.R,
	  R/UpsidePotentialRatio.R, R/VaR.Marginal.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.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.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.Scatter.R, R/chart.SnailTrail.R, R/chart.StackedBar.R,
	  R/chart.TimeSeries.R, R/chart.VaRSensitivity.R, R/charts.Bar.R,
	  R/charts.BarVaR.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  R/charts.TimeSeries.R, R/checkData.R, R/checkData.patch[ADD],
	  R/decomposeMVaR.R[ADD], R/expectedShortFallFunctions.r,
	  R/findDrawdowns.R, R/kurtosis.R, R/legend.R, R/maxDrawdown.R,
	  R/mean.utils.R, R/na.skip.R, R/rCornishFisher.r, R/replaceTabs.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, R/table.RollingPeriods.R,
	  R/table.UpDownRatios.R, R/textplot.R, R/valueAtRiskFunctions.r,
	  R/zerofill.R, R/zzz.R: - update copyright to 2012
	* inst/doc/PA-charts.Rnw,
	  inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw,
	  inst/doc/PerformanceAnalyticsPresentation-UseR-2007.Rnw: -
	  replace \char`\"{} with " in vignettes per a request from Kurt
	  Hornik related to recent changes in Rd.sty

2011-09-17  braverock

	* man/centeredmoments.Rd: - fix broken equation
	* man/Return.read.Rd: - change syntax from \itemize to \describe
	* man/BetaCoMoments.Rd[DEL], man/BetaCoVariance.Rd[CPY],
	  man/CAPM.RiskPremium.Rd[CPY], man/CAPM.utils.Rd[DEL],
	  man/CoMoments.Rd[DEL], man/CoVariance.Rd[CPY],
	  man/PerformanceAnalytics-internal.Rd[DEL], man/VaR.Rd,
	  man/legend.Rd[CPY], man/mean.geometric.Rd[CPY],
	  man/mean.utils.Rd[DEL]: - rename files in advance of Rd2roxygen
	  conversion

2011-08-30  peter_carl

	* R/maxDrawdown.R: - added AverageRecovery function
	* R/DownsideDeviation.R: - added DownsidePotential function
	* R/SharpeRatio.R: - added function for annualizing SR,
	  particularly modified SRs
	  - TODO Need to fix calculation method for portfolio SR with
	  weights
	  - TODO Need to consolidate calculation methods at some point
	* R/StdDev.annualized.R: - added dots to each wrapper for handling
	  other parameters cleanly

2011-08-30  braverock

	* NAMESPACE, R/ES.R, man/ES.Rd: - add and export CVaR and ETL
	  aliases for ES function

2011-08-24  peter_carl

	* R/CalmarRatio.R: - fixed operator for Sterling Ratio to add
	  excess

2011-07-26  braverock

	* man/CAPM.beta.Rd: - fix equation denominator per Kris

2011-06-20  peter_carl

	* R/StdDev.R: - added method parameter to be passed into cov
	* R/StdDev.R: - added use parameter to be passed into cov

2011-06-05  peter_carl

	* man/chart.TimeSeries.Rd: - extends the list of NBER recession
	  dates
	  - Thanks to Michael Ash for contributing

2011-06-03  peter_carl

	* man/chart.TimeSeries.Rd: - fixed the prior documentation fix
	* R/chart.TimeSeries.R, man/chart.TimeSeries.Rd: - expanded
	  functionality of period ranges to accept lower frequency date
	  ranges than the underlying data

2011-06-02  peter_carl

	* inst/doc/textplotPresentation-CRUG-2011.Rnw[ADD]: - presentation
	  to Chicago R Users Group in June 2011

2011-05-10  braverock

	* man/table.Drawdowns.Rd: - describe columns in returned
	  table.Drawdowns

2011-03-18  braverock

	* man/charts.PerformanceSummary.Rd: - minor wording change

2011-03-17  braverock

	* R/chart.RiskReturnScatter.R: - apply patch modified from one from
	  Eduardo Susini <eduardo <dot> susini <at> gmail <dot> com> to be
	  more robust if option 'nocalc' is chosen

2011-01-24  peter_carl

	* R/charts.BarVaR.R: - needed to set ymin as well

2011-01-22  peter_carl

	* R/charts.BarVaR.R: - allows splitting small multiples across
	  pages
	* R/charts.BarVaR.R: - added show.yaxis for varying displays
	* R/chart.BarVaR.R: - fixed legend error when legend.loc = NULL
	* R/chart.BarVaR.R: - added show.greenredbars to show gains in
	  green and losses in red
	* R/chart.BarVaR.R: - added show.endvalue to display ending risk
	  value in the right margin
	* R/charts.BarVaR.R: - allows ylim to be set

2011-01-21  braverock

	* 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/HerfindahlIndex.R, R/HurstIndex.R, R/InformationRatio.R,
	  R/KellyRatio.R, R/MultivariateMoments.R, R/Omega.R,
	  R/PainIndex.R, R/PortfolioRisk.R, R/Return.Geltner.R,
	  R/Return.annualized.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/Return.wealthindex.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/StdDev.R, R/StdDev.annualized.R, R/TrackingError.R,
	  R/TreynorRatio.R, R/UlcerIndex.R, R/UpDownRatios.R,
	  R/UpsidePotentialRatio.R, R/VaR.Marginal.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.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.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.Scatter.R, R/chart.SnailTrail.R, R/chart.StackedBar.R,
	  R/chart.TimeSeries.R, R/chart.VaRSensitivity.R, R/charts.Bar.R,
	  R/charts.BarVaR.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  R/charts.TimeSeries.R, R/checkData.R,
	  R/expectedShortFallFunctions.r, R/findDrawdowns.R, R/kurtosis.R,
	  R/legend.R, R/maxDrawdown.R, R/mean.utils.R, R/na.skip.R,
	  R/rCornishFisher.r, R/replaceTabs.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, R/table.RollingPeriods.R,
	  R/table.UpDownRatios.R, R/textplot.R, R/valueAtRiskFunctions.r,
	  R/zerofill.R, R/zzz.R: - update copyright to 2011
	  - add license and copyright block to files that were missing it
	  - add svn keywords to files missing them
	  - update Contributors to add H. Felix Wittman
	* R/table.CAPM.R: - apply patch for consistency based on report by
	  H. Felix Wittman < hfwittmann <at> googlemail <dot> com >
	* R/sortDrawdowns.R: - replace body of function with lapply based
	  version provided by H. Felix Wittman < hfwittmann <at> googlemail
	  <dot> com >

2011-01-17  braverock

	* man/Omega.Rd: - correct ambiguity in documentation for Rf in
	  Omega related to problem reported by Tobias Verbeke
	* R/Omega.R: - apply mean(x) to Rf or L parameters with
	  length(x)>1, problem reported by Tobias Verbeke
	* R/UpsidePotentialRatio.R: - apply patch from Tobias Verbeke for
	  series time-varying MAR
	* R/sortDrawdowns.R: - apply patch from Tobias Verbeke for series
	  with only one drawdown

2011-01-16  braverock

	* R/expectedShortFallFunctions.r[CPY], R/rCornishFisher.r[CPY],
	  R/valueAtRiskFunctions.r[CPY]: - move to PerformanceAnalytics
	  pkg/

2011-01-14  braverock

	* DESCRIPTION: - bump version and Date
	  - add Tobias Verbeke to contributors
	* R/SemiDeviation.R: - apply multi-column SemiVariance bug fix
	  patch from Tobias Verbeke < tobias <dot> verbeke <at>
	  openanalytics <dot> com >

2011-01-10  braverock

	* R/SortinoRatio.R: - patch for time-varying MAR by Tobias Verbeke
	  < tobias <dot> verbeke <at> openanalytics <dot> eu >
	* R/CAPM.beta.R: - patch for when input is a timeSeries provided by
	  Tobias Verbeke < tobias <dot> verbeke <at> openanalytics <dot> eu
	  >
	* R/CAPM.alpha.R, R/CAPM.beta.R: - patch for when input is a
	  timeSeries provided by Tobias Verbeke < tobias <dot> verbeke <at>
	  openanalytics <dot> eu >

2011-01-03  braverock

	* R/DownsideDeviation.R: - fix bug where MAR is a timeseries
	  reported by Tobias Verbeke < tobias <dot> verbeke <at>
	  openanalytics <dot> eu >

2010-12-01  peter_carl

	* R/chart.Regression.R: - fix for single benchmark

2010-11-30  peter_carl

	* R/chart.QQPlot.R: - removed par(op) for layout

2010-11-24  peter_carl

	* R/findDrawdowns.R: - fixed comparison bug caused by date-time
	  index issues

2010-11-06  braverock

	* R/chart.CumReturns.R, man/chart.CumReturns.Rd: - apply patch from
	  Aleksandr Rudnev <alex> <dot> <rudnev> <at> <gmail> <dot> <com>
	  to fix begin='axis'
	  - add examples for begin argument to catch further regression

2010-11-01  braverock

	* R/SortinoRatio.R, man/SortinoRatio.Rd: - make SortinoRatio
	  function 'portfolio-aware' by adding handling for weights
	  - add Sortino-maximizing demo to PortfolioAnalytics
	  - fix bug in plot method for random portfolios that could make
	  optimum portfolio not appear

2010-09-17  braverock

	* R/table.CAPM.R: - convert to use TrackingError fn after bug
	  report from <devlinme <at> mac <dot> com>

2010-09-16  peter_carl

	* sandbox/fPerformance[ADD], sandbox/fPerformance/DESCRIPTION[ADD],
	  sandbox/fPerformance/R[ADD],
	  sandbox/fPerformance/R/perf-Data.R[ADD],
	  sandbox/fPerformance/R/perf-DownsideRisk.R[ADD],
	  sandbox/fPerformance/R/perf-Drawdown.R[ADD],
	  sandbox/fPerformance/R/perf-RegressionAnalysis.R[ADD],
	  sandbox/fPerformance/R/perf-RelativeRisk.R[ADD],
	  sandbox/fPerformance/R/perf-ReturnDisributions.R[ADD],
	  sandbox/fPerformance/R/perf-Returns.R[ADD],
	  sandbox/fPerformance/R/perf-Risk.R[ADD],
	  sandbox/fPerformance/R/perf-RiskAdjusted.R[ADD],
	  sandbox/fPerformance/R/perf-Tables.R[ADD],
	  sandbox/fPerformance/R/perf-ValueAtRisk.R[ADD],
	  sandbox/fPerformance/man[ADD],
	  sandbox/fPerformance/man/perfAdjustedMeasures.Rd[ADD],
	  sandbox/fPerformance/man/perfDistributionMeasures.Rd[ADD],
	  sandbox/fPerformance/man/perfDownsideMeasures.Rd[ADD],
	  sandbox/fPerformance/man/perfDrawdownMeasures.Rd[ADD],
	  sandbox/fPerformance/man/perfRegressionMeasures.Rd[ADD],
	  sandbox/fPerformance/man/perfRelativeMeasures.Rd[ADD],
	  sandbox/fPerformance/man/perfVaRMeasures.Rd[ADD],
	  sandbox/fPerformance/man/returns.Rd[ADD],
	  sandbox/fPerformance/man/tables.Rd[ADD]: - initial commit of
	  Diethelm's code contributions

2010-09-14  braverock

	* DESCRIPTION, R/Omega.R, man/table.Drawdowns.Rd, man/textplot.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - updates to
	  protect us from failures caused by 'Hmisc' overriding 'format'
	  from R-base
	* ChangeLog: - ChangeLog after tag 1.0.3.1
	* ChangeLog, DESCRIPTION, NEWS: - updates prior to 1.0.3.1 release
	* R/checkData.R: - patch provided by Jeff Ryan to fix bug
	  introduced by changes to as.xts functionality

2010-08-27  braverock

	* man/ES.Rd: - fix typos

2010-08-04  peter_carl

	* sandbox/Benford.R: - outlined plot function

2010-08-04  braverock

	* NEWS: -update NEWS prior to CRAN release
	* DESCRIPTION: -update date prior to CRAN release
	* man/ES.Rd: - eliminate Xreference to orphaned package VaR

2010-08-04  peter_carl

	* sandbox/Benford.R: - improvements to table.Benford

2010-08-04  braverock

	* ChangeLog: - update Changelog prior to tag v1.0.3

2010-08-04  peter_carl

	* R/table.CalendarReturns.R: - added geometric to table.Returns as
	  well
	* man/table.CalendarReturns.Rd: - added geometric attribute
	* R/table.CalendarReturns.R: - added geometric to attributes
	* R/chart.StackedBar.R: - removed op

2010-08-03  peter_carl

	* sandbox/Benford.R[ADD]: - first functions for implementing tests
	  of Benford's law
	* man/chart.RollingPerformance.Rd: - fixed codoc error

2010-08-03  braverock

	* man/PerformanceAnalytics-package.Rd, man/VaR.Rd: - remove
	  references to orphaned package 'VaR'
	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - reconcile
	  differences between expected output and current code
	* 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/HerfindahlIndex.R[ADD], R/HurstIndex.R,
	  R/InformationRatio.R, R/KellyRatio.R, R/MultivariateMoments.R,
	  R/Omega.R, R/PainIndex.R, R/PortfolioRisk.R, R/Return.Geltner.R,
	  R/Return.annualized.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/Return.wealthindex.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SmoothingIndex.R, R/SortinoRatio.R,
	  R/StdDev.R, R/StdDev.annualized.R, R/TrackingError.R,
	  R/TreynorRatio.R, R/UlcerIndex.R, R/UpDownRatios.R,
	  R/UpsidePotentialRatio.R, R/VaR.Marginal.R, R/VaR.R,
	  R/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.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.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.Scatter.R, R/chart.SnailTrail.R, R/chart.StackedBar.R,
	  R/chart.TimeSeries.R, R/chart.VaRSensitivity.R, R/charts.Bar.R,
	  R/charts.BarVaR.R, R/charts.PerformanceSummary.R,
	  R/charts.RollingPerformance.R, R/charts.RollingRegression.R,
	  R/charts.TimeSeries.R, R/checkData.R, R/findDrawdowns.R,
	  R/kurtosis.R, R/legend.R, R/maxDrawdown.R, R/mean.utils.R,
	  R/na.skip.R, R/replaceTabs.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, R/table.RollingPeriods.R,
	  R/table.UpDownRatios.R, R/textplot.R, R/zerofill.R, R/zzz.R: -
	  update all footer function, rationalize use of ID, Log, Rev
	  keywords
	  - ensure all code files have proper attribution, copyright,
	  license
	* R/PortfolioRisk.R: - revert rev 1716
	* man/PerformanceAnalytics-package.Rd: - update section on Style
	  Analysis to point people to R-Forge FactorAnalytics
	* R/checkData.R: - fix typo to pass R CMD check
	* R/table.CAPM.R: - fix the way we call CAPM.beta.bear and
	  CAPM.beta.bull to get back to expected results in R CMD check

2010-08-02  braverock

	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - remove
	  trivial changes due to R version and test platform differences
	  - TODO substantive changes still need reconciliation

2010-07-30  braverock

	* R/CoMoments.R, R/checkData.R, man/CoMoments.Rd: - updates to pass
	  R CMD check
	  - change merge to cbind
	  - change "SP500.TR" to "SP500 TR"
	  - don't transform an xts object to an xts object in checkData,
	  just return

2010-07-28  braverock

	* R/PortfolioRisk.R: - t(w) to match portm4, seems like a
	  regression bug
	* R/table.AnnualizedReturns.R: - pass geometric argument properly
	  through to SharpeRatio.annualized
	  bug report credit to Murali.Menon <at> avivainvestors.com

2010-07-19  braverock

	* R/chart.RollingPerformance.R: - rearrange to use do.call so our
	  lists of args works properly
	* R/chart.RollingPerformance.R: - fix separation of dots for plot
	  and function

2010-07-15  peter_carl

	* R/chart.RollingPerformance.R: - first try to separate dots into
	  FUN and plot separately

2010-07-13  braverock

	* man/VaR.Rd: - add another paragraph on Marginal VaR

2010-06-02  braverock

	* R/chart.Drawdown.R: - workaround provided by Samuel Le to handle
	  single-column input

2010-06-01  peter_carl

	* R/HurstIndex.R[ADD]: - adding function

2010-05-29  peter_carl

	* R/maxDrawdown.R: - added AverageDrawdown function
	  - added DrawdownDeviation function

2010-05-27  peter_carl

	* R/PainIndex.R[ADD]: - first commit of function
	* R/UlcerIndex.R: - fixed for NAs
	* R/UlcerIndex.R[ADD]: - first commit of function

2010-05-14  peter_carl

	* R/chart.Histogram.R: - fixed bug in labeling vertical lines
	  - allow ylim to be passed in

2010-05-11  braverock

	* R/SharpeRatio.R: - finish fix for FUN/FUNC/FUNCT confusion
	  reported by Giuseppe Milicia
	  - only globally calculate Return.excess if weights is.null

2010-05-11  peter_carl

	* R/SharpeRatio.R: - fixed apply confusion with FUN
	  - moved xR calculation into interior function

2010-05-10  braverock

	* R/Return.excess.R: - apply patch for edge case provided by
	  Giuseppe Milicia

2010-05-08  peter_carl

	* man/ActivePremium.Rd: - fixed example

2010-04-30  peter_carl

	* NAMESPACE: - Removed functions that went into StyleAnalytics

2010-04-28  peter_carl

	* man/Style.Rd[DEL]: moving style functions to new pkg
	* R/chart.RollingStyle.R[DEL]: moving style functions to new pkg
	* R/chart.Style.R[DEL]: moving style functions to new pkg
	* R/style.fit.R[DEL]: moving style functions to new pkg
	* R/style.QPfit.R[DEL]: moving style functions to new pkg

2010-04-23  braverock

	* DESCRIPTION: - re-increment version to 1.0.3
	* DESCRIPTION, man/PerformanceAnalytics-package.Rd,
	  man/chart.CumReturns.Rd, man/charts.PerformanceSummary.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - fix silly
	  escaped backslash fatal error in examples on R 2.11.0 check

2010-04-15  braverock

	* DESCRIPTION: - update DESCRIPTION
	* NEWS: - back-port release notes from v 0.9.7
	* NEWS: - update with Release Notes for v1.0.2

2010-04-08  braverock

	* DESCRIPTION: - update Description
	  - bump version to 1.0.3 post-release

2010-04-07  braverock

	* ChangeLog: - update Changelog prior to 1.0.2 tag
	* DESCRIPTION, man/Return.portfolio.Rd, man/SortinoRatio.Rd,
	  man/TreynorRatio.Rd, man/maxDrawdown.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - minor updates
	  prior to release
	* man/CDD.Rd: - update doc title and topics

2010-04-06  braverock

	* man/CDD.Rd: - add examples
	* R/StdDev.R: - updates to pass R CMD check
	* R/VaR.R, R/maxDrawdown.R, man/CDD.Rd[ADD],
	  man/charts.PerformanceSummary.Rd: - updates to pass R CMD check

2010-03-17  peter_carl

	* R/charts.BarVaR.R: - fixed text alignment and size in box frame
	  title

2010-03-16  peter_carl

	* R/charts.PerformanceSummary.R: - fixed ylab
	* R/charts.PerformanceSummary.R: - changed ylab in charts

2010-03-14  braverock

	* R/Return.portfolio.R: - change stop to warning for date overlap
	  check in Return.rebalancing

2010-03-14  peter_carl

	* R/chart.BarVaR.R: - added rounding to labels

2010-03-10  braverock

	* man/ES.Rd, man/VaR.Rd, man/chart.RelativePerformance.Rd: - add
	  concept tags to docs to improve searchability

2010-03-06  braverock

	* R/ES.R, R/VaR.R: - reorganize checks to better reflect option for
	  R to be NULL if moments are passed
	  credit Kris Boudt for the suggestion.

2010-03-05  braverock

	* R/charts.PerformanceSummary.R: - add 'drawdown' to third panel
	  label
	* R/ES.R, R/PortfolioRisk.R, R/VaR.R, R/maxDrawdown.R, man/ES.Rd,
	  man/VaR.Rd, man/maxDrawdown.Rd: - allow R param to be NULL if
	  moments are passed
	  - update docs
	  - implement VaR.historical non-exported utility function

2010-03-04  braverock

	* man/Return.portfolio.Rd: - update documentation to more fully
	  explain how rebalancing periods work
	* R/Return.portfolio.R: - add checks to make sure data series and
	  rebalancing periods actually overlap

2010-03-03  braverock

	* R/Return.portfolio.R: - fix lag in Return.rebalancing so new
	  weights apply
	  'from' immediately *after* the weights change 'to' the time of
	  next change
	  - don't call Return.portfolio from Return.rebalancing if we have
	  no returns for from/to period
	  - don't die in Return.portfolio if no R(eturns) passed in,
	  return(NULL) w/ warning
	  
	* R/chart.BarVaR.R: - fixed show.symmetric bug reported by Helmuth
	  Vollmeier

2010-02-25  peter_carl

	* R/charts.PerformanceSummary.R: - cleaned up passing 'p' into
	  chart.BarVaR, labeling

2010-02-24  braverock

	* R/StdDev.R: - apply the same weight handling used by VaR and ES
	  functions to avoid spurious warnings

2010-02-23  braverock

	* R/Return.portfolio.R: - fix if/else logic for support of
	  deprecated simple/compound argument,
	  replace by geometric TRUE/FALSE to match other PerfA fn's

2010-02-22  braverock

	* R/ES.R, R/VaR.R: - change warning to message in rationality
	  checks in VaR/ES to make optimizer happier
	* R/ES.R, R/VaR.R: - only clean if we haven't been passed moments
	* R/Return.portfolio.R, man/Return.portfolio.Rd: - update to use
	  geometric TRUE/FALSE like other PerfA functions

2010-02-09  braverock

	* R/table.CalendarReturns.R: - add localized month labels, thanks
	  to David Luthi for pointing out the problem

2010-01-20  braverock

	* R/chart.RollingPerformance.R: - add is.null check around ylim
	  before clobbering user-supplied value,
	  patch provided by Dominik Locher

2010-01-08  braverock

	* R/maxDrawdown.R: - add weights parameter to maxDrawdown
	* DESCRIPTION, NAMESPACE, R/maxDrawdown.R: - add Conditional
	  Drawdown function CDD, add to NAMESPACE
	  - bump pkg version to 1.0.2
	* R/ES.R, R/VaR.R: - add multivariate moment calcs

2010-01-07  braverock

	* ChangeLog, NEWS:
	* DESCRIPTION: - update prior to release 1.0.1
	* ChangeLog, generatechangelog.sh: - update Changelog prior to
	  release 1.0.1
	* tests/Examples/PerformanceAnalytics-Ex.Rout.save: - update prior
	  to tagging release 1.0.1

2010-01-06  peter_carl

	* NAMESPACE: - added charts.Bar and charts.BarVaR
	* R/chart.StackedBar.R: - fixed check for one-row objects
	* man/chart.Bar.Rd, man/chart.BarVaR.Rd: - added aliases
	* man/chart.Bar.Rd, man/chart.BarVaR.Rd: - additions to accomodate
	  charts.* functions
	* R/charts.Bar.R, R/charts.BarVaR.R: - slight modifications to oma
	  for better margins
	* R/chart.StackedBar.R: - fixes bugs with matrix identification and
	  handling pointed out by Dr. Stefan Albrecht
	  --Ths line, and those below, will be ignored--
	  
	  M chart.StackedBar.R

2010-01-05  braverock

	* R/zzz.R: - add even and odd functions from gtools, not exported
	* DESCRIPTION, man/StdDev.Rd: - updates to pass R CMD check
	* man/StdDev.Rd[ADD]: - add documentation for StdDev wrapper so we
	  can expose it in NAMESPACE for PerfA 1.0.1

2010-01-05  peter_carl

	* R/maxDrawdown.R: - fixed codoc error
	* man/findDrawdowns.Rd, man/maxDrawdown.Rd: - added geometric
	* R/maxDrawdown.R: - added geometric and uses Drawdowns function
	* R/findDrawdowns.R: - added geometric argument and uses Drawdowns
	  function calc
	  -This line, and those below, will be ignored--
	  
	  M findDrawdowns.R

2010-01-04  peter_carl

	* R/Drawdowns.R, R/Return.annualized.R, R/Return.cumulative.R,
	  R/SharpeRatio.annualized.R, R/chart.CumReturns.R,
	  R/chart.Drawdown.R, R/chart.RiskReturnScatter.R,
	  R/chart.Scatter.R, R/charts.PerformanceSummary.R,
	  R/table.AnnualizedReturns.R, man/Return.annualized.Rd,
	  man/Return.cumulative.Rd, man/SharpeRatio.annualized.Rd,
	  man/chart.CumReturns.Rd, man/chart.Drawdown.Rd,
	  man/chart.RiskReturnScatter.Rd, man/charts.PerformanceSummary.Rd,
	  man/findDrawdowns.Rd, man/table.AnnualizedReturns.Rd: - changed
	  default for geometric back to TRUE
	* NAMESPACE: - added StdDev to namespace
	* R/StdDev.R: - changed call to sd to use na.rm

2010-01-03  braverock

	* DESCRIPTION: - updates to pass R CMD check
	* .Rbuildignore, ChangeLog, ChangeLog.1.0.0[ADD]: - keep the old
	  CVS ChangeLog for posterity
	* .Rbuildignore, ChangeLog, generatechangelog.sh[ADD]: - new
	  ChangeLog generator for svn repository
	* NAMESPACE, R/CAPM.utils.R, R/Drawdowns.R, R/ES.R,
	  R/Return.annualized.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/StdDev.R, R/VaR.R,
	  R/chart.BarVaR.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.RiskReturnScatter.R, R/charts.PerformanceSummary.R,
	  R/table.AnnualizedReturns.R, man/ES.Rd, man/Return.annualized.Rd,
	  man/Return.cumulative.Rd, man/Return.portfolio.Rd,
	  man/SharpeRatio.Rd, man/SharpeRatio.annualized.Rd,
	  man/SharpeRatio.modified.Rd[DEL], man/VaR.Rd,
	  man/chart.BarVaR.Rd, man/chart.CumReturns.Rd,
	  man/chart.Drawdown.Rd, man/chart.RiskReturnScatter.Rd,
	  man/chart.RollingRegression.Rd, man/charts.PerformanceSummary.Rd,
	  man/findDrawdowns.Rd, man/table.AnnualizedReturns.Rd,
	  man/table.RollingPeriods.Rd, man/zerofill.Rd,
	  tests/Examples/PerformanceAnalytics-Ex.Rout.save: - updates to
	  pass R CMD check

2010-01-02  braverock

	* 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.annualized.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/Return.wealthindex.R, R/SemiDeviation.R, R/SharpeRatio.R,
	  R/SharpeRatio.annualized.R, R/SortinoRatio.R, R/StdDev.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.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.SnailTrail.R, R/chart.TimeSeries.R,
	  R/charts.PerformanceSummary.R, R/charts.RollingPerformance.R,
	  R/charts.RollingRegression.R, R/checkData.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, R/table.RollingPeriods.R, R/zerofill.R:
	  - update copyright to 2010

2009-12-22  braverock

	* man/zerofill.Rd[ADD]: - add documentation for zerofill fn
	* man/ES.Rd, man/VaR.Rd: - document change of p default to .95

2009-12-20  braverock

	* man/chart.RollingRegression.Rd: - add examples for quantile
	  regression

2009-12-18  peter_carl

	* R/zerofill.R[CPY]: - moved from PortfolioAnalytics package

2009-12-15  braverock

	* R/SharpeRatio.R[CPY], R/SharpeRatio.modified.R[DEL]: - extend
	  SharpeRatio wrapper to be more general for VaR,ES,maxDrawdown etc
	  - use vectorized calcs for weighted portfolios where possible
	  - move old SharpeRatio.modified wrapper to replace SharpeRatio fn
	  - remove classic SharpeRatio fn/file
	  - deprecate SharpeRatio.modified

2009-12-08  peter_carl

	* R/Return.wealthindex.R: - changed function name
	* R/Return.wealthindex.R[CPY]: - renamed the Return.index function
	* R/maxDrawdown.R: - reverted back to working version

2009-11-25  peter_carl

	* R/PortfolioRisk.R: - fixed typo
	* R/chart.StackedBar.R: - fix to axis

2009-11-25  braverock

	* R/VaR.R: - change warnings to messages where they don't need to
	  be warning level
	* R/Return.cumulative.R, R/Return.portfolio.R, R/maxDrawdown.R: -
	  default to simple returns
	* R/Return.portfolio.R: - add handling of weights the way they are
	  in optimizer functions
	* R/MultivariateMoments.R: -add proper handling of dots for mu
	  argument
	* R/PortfolioRisk.R, R/StdDev.R[ADD]: - add StdDev wrapper function
	  to support univariate, multivariate moment, and component
	  standard deviation
	  - arrange/name returned list in Portsd function to match other
	  component calcs

2009-11-19  braverock

	* .Rbuildignore[ADD], sandbox[ADD]: - create sandbox dir, add
	  .Rbuildignore file

2009-11-09  braverock

	* 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.annualized.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.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/apply.fromstart.R, R/apply.rolling.R, R/chart.ACF.R,
	  R/chart.ACFplus.R, R/chart.Bar.R, R/chart.BarVaR.R,
	  R/chart.Boxplot.R, R/chart.CaptureRatios.R,
	  R/chart.Correlation.R, R/chart.CumReturns.R, R/chart.Drawdown.R,
	  R/chart.ECDF.R, R/chart.Events.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.RollingQuantileRegression.R, R/chart.RollingRegression.R,
	  R/chart.RollingStyle.R, R/chart.Scatter.R, R/chart.SnailTrail.R,
	  R/chart.StackedBar.R, R/chart.Style.R, R/chart.TimeSeries.R,
	  R/chart.VaRSensitivity.R, R/charts.Bar.R, R/charts.BarVaR.R,
	  R/charts.PerformanceSummary.R, R/charts.RollingPerformance.R,
	  R/charts.RollingRegression.R, R/charts.TimeSeries.R,
	  R/checkData.R, R/findDrawdowns.R, R/kurtosis.R, R/legend.R,
	  R/maxDrawdown.R, R/mean.utils.R, R/na.skip.R, R/replaceTabs.R,
	  R/skewness.R, R/sortDrawdowns.R, R/style.QPfit.R, R/style.fit.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, R/table.RollingPeriods.R,
	  R/table.UpDownRatios.R, R/textplot.R, R/zzz.R: Adding Id and Rev
	  property to all files

2009-11-04  peter_carl

	* R/Drawdowns.R: - fixed simple case
	* R/Drawdowns.R, R/chart.Drawdown.R, R/charts.PerformanceSummary.R:
	  - added geometric or simple option
	* R/chart.CumReturns.R: - added simple return calculations with and
	  without a wealth index

2009-11-04  braverock

	* R/na.skip.R: - update to version closer to original version that
	  still uses xts internal index,
	  patch via Jeff
	* R/na.skip.R: - update to use internal xts function avoid
	  changeing TZ of index
	  patch provided by Jeff Ryan (xts, quantmod)

2009-11-03  braverock

	* R/Return.portfolio.R: - remove remaining assumption of compunding
	* DESCRIPTION: - bump version to 1.0.1 to keep track of
	  post-release changes

2009-11-03  peter_carl

	* R/chart.RiskReturnScatter.R: - fixed issue with layout and
	  boxplots

2009-11-02  peter_carl

	* R/charts.Bar.R, R/charts.BarVaR.R, R/charts.TimeSeries.R: -
	  adding three multi-plot charts

2009-11-01  braverock

	* man/PerformanceAnalytics-package.Rd, man/chart.BarVaR.Rd: -
	  changes to pass R CMD check on R-Forge and CRAN with r-devel

2009-10-31  braverock

	* NEWS[CPY]: - move to pkg directory
	* NAMESPACE[CPY]: - move to pkg directory
	* DESCRIPTION[CPY]: - move to pkg directory
	* ChangeLog[CPY]: - move to pkg directory
	* data[CPY]: - move to pkg directory
	* tests[CPY]: - move to pkg directory
	* R[CPY]: - move to pkg directory
	* inst[CPY]: - move to pkg directory
	* man[CPY]: - move to pkg directory
	* .[ADD]: - create directory for PerformanceAnalytics

