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update urls ahead of CRAN release
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braverock committed Dec 4, 2024
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2 changes: 1 addition & 1 deletion R/ActivePremium.R
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Expand Up @@ -78,7 +78,7 @@ ActiveReturn <- ActivePremium <- function (Ra, Rb, scale = NA, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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4 changes: 2 additions & 2 deletions R/AdjustedSharpeRatio.R
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Expand Up @@ -22,7 +22,7 @@
#'
#' Pezier, Jaques and White, Anthony. 2006. The Relative Merits of Investable
#' Hedge Fund Indices and of Funds of Hedge Funds in Optimal Passive Portfolios.
#' \url{http://econpapers.repec.org/paper/rdgicmadp/icma-dp2006-10.htm}
#' \url{https://econpapers.repec.org/paper/rdgicmadp/icma-dp2006-10.htm}
#'
###keywords ts multivariate distribution models
#' @examples
Expand Down Expand Up @@ -52,7 +52,7 @@ AdjustedSharpeRatio <- function (R, Rf = 0, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/AppraisalRatio.R
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Expand Up @@ -91,7 +91,7 @@ function (Ra, Rb, Rf = 0, method = c("appraisal", "modified", "alternative"), ..


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/BernadoLedoitratio.R
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Expand Up @@ -46,7 +46,7 @@ BernardoLedoitRatio <- function (R, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/BurkeRatio.R
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Expand Up @@ -126,7 +126,7 @@ BurkeRatio <- function (R, Rf = 0, modified = FALSE, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/CAPM.alpha.R
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Expand Up @@ -110,7 +110,7 @@ SFM.alpha <- CAPM.alpha <- function (Ra, Rb, Rf = 0, ..., digits=3, benchmarkCo
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/CAPM.beta.R
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Expand Up @@ -264,7 +264,7 @@ function (Ra, Rb, Rf = 0, ...)
}
}
###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/CAPM.epsilon.R
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Expand Up @@ -69,7 +69,7 @@ function (Ra, Rb, Rf = 0, ...)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/CAPM.jensenAlpha.R
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Expand Up @@ -78,7 +78,7 @@ function (Ra, Rb, Rf = 0, ..., method="LS", family="mopt")


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/CAPM.utils.R
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Expand Up @@ -159,7 +159,7 @@ CAPM.SML.slope <- function (Rb, Rf = 0)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/CalmarRatio.R
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Expand Up @@ -117,7 +117,7 @@ function (R, scale=NA, excess=.1)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/CoMoments.R
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Expand Up @@ -523,7 +523,7 @@ BetaCoKurtosis <- function(Ra,Rb)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/DRatio.R
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Expand Up @@ -58,7 +58,7 @@ DRatio <- function (R, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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8 changes: 4 additions & 4 deletions R/DownsideDeviation.R
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Expand Up @@ -74,11 +74,11 @@
#'
#' Plantinga, A., van der Meer, R. and Sortino, F. The Impact of Downside Risk
#' on Risk-Adjusted Performance of Mutual Funds in the Euronext Markets. July
#' 19, 2001. Available at SSRN: \url{http://ssrn.com/abstract=277352} \cr
#' 19, 2001. Available at SSRN: \url{https://www.ssrn.com/abstract=277352} \cr
#'
#' \url{http://www.sortino.com/htm/performance.htm} see especially end note 10
#' \url{https://www.sortino.com/htm/performance.htm} see especially end note 10
#'
#' \url{http://en.wikipedia.org/wiki/Semivariance}
#' \url{https://en.wikipedia.org/wiki/Semivariance}
###keywords ts multivariate distribution models
#' @examples
#'
Expand Down Expand Up @@ -246,7 +246,7 @@ function (R, MAR=0)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/DownsideFrequency.R
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Expand Up @@ -62,7 +62,7 @@ DownsideFrequency <- function (R, MAR = 0, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/DrawdownPeak.R
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Expand Up @@ -57,7 +57,7 @@ DrawdownPeak <- function (R, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/Drawdowns.R
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Expand Up @@ -39,7 +39,7 @@ function (R, geometric = TRUE, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/ES.R
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Expand Up @@ -433,7 +433,7 @@ ETL <- CVaR <- ES <- function (R=NULL , p=0.95, ...,
} # end ES wrapper function

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/FamaBeta.R
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Expand Up @@ -66,7 +66,7 @@ function (Ra, Rb, ...)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/Frequency.R
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Expand Up @@ -58,7 +58,7 @@ Frequency <- function (R, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/HerfindahlIndex.R
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Expand Up @@ -26,7 +26,7 @@ function (Ra, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/HurstIndex.R
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Expand Up @@ -67,7 +67,7 @@ function (R, ...) {
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/InformationRatio.R
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Expand Up @@ -81,7 +81,7 @@ function (Ra, Rb, scale = NA, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/Kappa.R
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Expand Up @@ -71,7 +71,7 @@ Kappa <- function (R, MAR, l, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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6 changes: 3 additions & 3 deletions R/KellyRatio.R
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Expand Up @@ -25,8 +25,8 @@
#' @author Brian G. Peterson
#' @references Thorp, Edward O. (1997; revised 1998). The Kelly Criterion in
#' Blackjack, Sports Betting, and the Stock Market.
#' \url{http://www.bjmath.com/bjmath/thorp/paper.htm} \cr
#' \url{http://en.wikipedia.org/wiki/Kelly_criterion}
#' \url{https://archive.ph/h1LuS} \cr
#' \url{https://en.wikipedia.org/wiki/Kelly_criterion}
###keywords ts multivariate distribution models
#' @examples
#'
Expand Down Expand Up @@ -72,7 +72,7 @@ function (R, Rf = 0, method = "half")
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/M2Sortino.R
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Expand Up @@ -70,7 +70,7 @@ function (Ra, Rb, MAR = 0, ...)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/MM.NCE.R
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Expand Up @@ -865,7 +865,7 @@ NCEinitMCA <- function(X, k, include.mom = rep(TRUE, 3)) {


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2015 Peter Carl and Brian G. Peterson and Kris Boudt
#
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2 changes: 1 addition & 1 deletion R/MSquared.R
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Expand Up @@ -67,7 +67,7 @@ function (Ra, Rb, Rf = 0, ...)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/MSquaredExcess.R
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Expand Up @@ -73,7 +73,7 @@ function (Ra, Rb, Rf = 0, Method = c("geometric", "arithmetic"), ...)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/MartinRatio.R
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Expand Up @@ -64,7 +64,7 @@ MartinRatio <- function (R, Rf = 0, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/MeanAbsoluteDeviation.R
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Expand Up @@ -45,7 +45,7 @@ MeanAbsoluteDeviation <- function (R, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/MultivariateMoments.R
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Expand Up @@ -1777,7 +1777,7 @@ M4.MCA <- function(R, k = 1, as.mat = TRUE, ...) {


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson and Kris Boudt
#
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2 changes: 1 addition & 1 deletion R/NetSelectivity.R
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Expand Up @@ -69,7 +69,7 @@ function (Ra, Rb, Rf = 0, ...)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/Omega.R
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Expand Up @@ -240,7 +240,7 @@ function(R, L = 0, method = c("simple", "interp", "binomial", "blackscholes"),
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/OmegaExcessReturn.R
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Expand Up @@ -71,7 +71,7 @@ function (Ra, Rb, MAR = 0, ...)


###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/OmegaSharpeRatio.R
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Expand Up @@ -76,7 +76,7 @@ function (R, MAR = 0, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/PainIndex.R
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Expand Up @@ -62,7 +62,7 @@ PainIndex <- function (R, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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2 changes: 1 addition & 1 deletion R/PainRatio.R
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Expand Up @@ -64,7 +64,7 @@ PainRatio <- function (R, Rf = 0, ...)
}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
# R (https://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
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