documentation updates ahead of CRAN release to pass CRAN automated ch…

…ecks

R/CoMoments.R

@@ -1,8 +1,7 @@
-# Compute co-moment matrices
-
-#' calculate centered Returns
+#' calculate centered moment/co-moment return matrices
 #' 
-#' the \eqn{n}-th centered moment is calculated as \deqn{ }{moment^n(R) =
+#' the \eqn{n}-th centered moment is calculated as 
+#' \deqn{ }{moment^n(R) =
 #' E[R-E(R)^n]}\deqn{ \mu^{(n)}(R) = E\lbrack(R-E(R))^n\rbrack }{moment^n(R) =
 #' E[R-E(R)^n]}
 #' 
@@ -15,9 +14,6 @@
 #' These functions were first utilized in Boudt, Peterson, and Croux (2008),
 #' and have been subsequently used in our other research.
 #' 
-#' ~~ Additional Details will be added to documentation as soon as we have time
-#' to write them. Documentation Patches Welcome. ~~
-#' 
 #' @aliases centeredcomoment centeredmoment Return.centered
 #' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
 #' asset returns
@@ -46,10 +42,7 @@
 #' Scott, Robert C., and Philip A. Horvath. 1980. On the Direction of
 #' Preference for Moments of Higher Order than the Variance. Journal of Finance
 #' 35(4):915-919.
-###keywords ts multivariate distribution models
 #' @examples
-#' 
-#' 
 #' data(managers)
 #' Return.centered(managers[,1:3,drop=FALSE])
 #' 

R/MM.NCE.R

@@ -315,6 +315,8 @@ NCE_obj_ineq <- function(theta, p, k, W, m2, m3, m4, include.mom, B, epsvar, fsk
 #' factors. Journal of Econometrics, 217(2), 381-397.
 #'
 #' @examples
+#' 
+#' \dontrun{ # CRAN doesn't like how long this takes (>5 secs)
 #' data(edhec)
 #' 
 #' # default estimator
@@ -335,7 +337,8 @@ NCE_obj_ineq <- function(theta, p, k, W, m2, m3, m4, include.mom, B, epsvar, fsk
 #'                  
 #' # ridge weight matrix with alpha = 0.5
 #' est_nc <- MM.NCE(edhec[, 1:2] * 100, W = list("Wid" = "RidgeD", "alpha" = 0.5))
-#'
+#' } # end \dontrun
+#' 
 #' @export MM.NCE
 MM.NCE <- function(R, as.mat = TRUE, ...) {
   # @author Dries Cornilly

R/Return.Geltner.R

@@ -33,7 +33,7 @@
 #' Geltner, David, 1993, Estimating Market Values from Appraised Values without
 #' Assuming an Efficient Market, Journal of Real Estate Research, Vol.8,
 #' p.325-345.
-###keywords ts multivariate distribution models
+#' 
 #' @examples
 #' 
 #' data(managers)

R/chart.RollingCorrelation.R

@@ -15,7 +15,7 @@
 #' @param \dots any other passthru parameters
 #' @param fill a three-component vector or list (recycled otherwise) providing 
 #' filling values at the left/within/to the right of the data range. See the 
-#' fill argument of \code{\link{na.fill}} for details.
+#' fill argument of \code{\link{zoo::na.fill}} for details.
 #' @details The previous parameter \code{na.pad} has been replaced with \code{fill}; use \code{fill = NA} instead of 
 #' \code{na.pad = TRUE}, or \code{fill = NULL} instead of \code{na.pad = FALSE}.
 #' @author Peter Carl

R/chart.RollingMean.R

@@ -13,7 +13,7 @@
 #' @param \dots any other passthru parameters
 #' @param fill a three-component vector or list (recycled otherwise) providing 
 #' filling values at the left/within/to the right of the data range. See the 
-#' fill argument of \code{\link{na.fill}} for details.
+#' fill argument of \code{\link{zoo::na.fill}} for details.
 #' @details The previous parameter \code{na.pad} has been replaced with \code{fill}; use \code{fill = NA} instead of 
 #' \code{na.pad = TRUE}, or \code{fill = NULL} instead of \code{na.pad = FALSE}.
 #' @author Peter Carl

R/chart.RollingPerformance.R

@@ -11,7 +11,7 @@
 #' \code{\link{Return.annualized}} will)
 #' @param fill a three-component vector or list (recycled otherwise) providing 
 #' filling values at the left/within/to the right of the data range. See the 
-#' fill argument of \code{\link{na.fill}} for details.
+#' fill argument of \code{\link{zoo::na.fill}} for details.
 #' @param main set the chart title, same as in \code{\link{plot}}
 #' @param ylim set the y-axis limit, same as in \code{\link{plot}}
 #' @param \dots any other passthru parameters to \code{\link{plot}} or the