more link machinations to keep CRAN happy

R/CoMoments.R

@@ -1,7 +1,8 @@
 #' calculate centered moment/co-moment return matrices
 #' 
 #' the \eqn{n}-th centered moment is calculated as 
-#' \deqn{ }{moment^n(R) =
+#' 
+#' \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]}
 #' 

R/PerformanceAnalytics-package.R

@@ -773,7 +773,7 @@
 #' Data series \code{\link{edhec}} used in \kbd{PerformanceAnalytics} and
 #' related publications with the kind permission of the EDHEC Risk and Asset
 #' Management Research Center. \cr
-#' \url{https://climateimpact.edhec.edu/indexes/pure_style}
+#' \url{https://climateimpact.edhec.edu/retirement-investing}
 #' 
 #' Kris Boudt was instrumental in our research on component risk for
 #' portfolios with non-normal distributions, and is responsible for much of

R/Return.Geltner.R

@@ -10,8 +10,8 @@
 #' 
 #' The Geltner autocorrelation adjusted return series may be calculated via:
 #' 
-#' \deqn{ }{Geltner.returns = [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) }\deqn{
-#' R_{G}=\frac{R_{t}-(R_{t-1}\cdot\rho_{1})}{1-\rho_{1}} }{Geltner.returns =
+#' \deqn{.}{Geltner.returns = [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) }
+#' \deqn{R_{G}=\frac{R_{t}-(R_{t-1}\cdot\rho_{1})}{1-\rho_{1}} }{Geltner.returns =
 #' [R(t) - R(t-1)*acf(R(t-1))]/1-acf(R(t-1)) }
 #' 
 #' where \eqn{\rho_{1}}{acf(R(t-1))} is the first-order autocorrelation of the

R/StdDev.annualized.R

@@ -32,7 +32,7 @@
 #' @param \dots any other passthru parameters
 #' @author Brian G. Peterson
 #' @seealso \code{\link[stats]{sd}} \cr
-#' \url{https://wikipedia.org/wiki/inverse-square_law}
+#' \url{https://en.wikipedia.org/wiki/Inverse-square_law}
 #' @references Bacon, C. \emph{Practical Portfolio Performance Measurement and
 #' Attribution}. Wiley. 2004. p. 27 \cr
 ###keywords ts multivariate distribution models

R/chart.Histogram.R

@@ -69,8 +69,7 @@
 #' @param xaxis if true, draws the x axis
 #' @param yaxis if true, draws the y axis
 #' @param \dots any other passthru parameters to \code{\link{plot}}
-#' @note Code inspired by a chart on: \cr
-#' \url{https://zoonek2.free.fr/UNIX/48_R/03.html}
+#' @note Code inspired by a chart on: dead website zoonek2.free.fr /UNIX/48_R/03.html
 #' @author Peter Carl
 #' @seealso \code{\link[graphics]{hist}}
 ###keywords ts multivariate distribution models hplot

R/chart.RiskReturnScatter.R

@@ -47,8 +47,7 @@
 #' @param cex.lab The magnification to be used for x and y labels relative to
 #' the current setting of 'cex'.
 #' @param \dots any other passthru parameters to \code{plot}
-#' @note Code inspired by a chart on:
-#' \url{https://zoonek2.free.fr/UNIX/48_R/03.html}
+#' @note Code inspired by a chart on dead website zoonek2.free.fr /UNIX/48_R/03.html
 #' @author Peter Carl
 ###keywords ts multivariate distribution models hplot
 #' @examples

man/edhec.Rd

@@ -15,18 +15,14 @@ From the EDHEC website:
 \dQuote{The EDHEC Risk and Asset Management Research Centre plays a noted role in furthering applied financial research and systematically highlighting its practical uses. As part of its philosophy, the centre maintains a dialogue with professionals which benefits the industry as a whole. At the same time, its proprietary R&D provides sponsors with an edge over competition and joint ventures allow selected partners to develop new business opportunities.
 
 To further assist financial institutions and investors implement the latest research advances in order to meet the challenges of the changing asset management landscape, the centre has spawned two consultancies and an executive education arm. Clients of these derivative activities include many of the leading organisations throughout Europe.}
-
-see \url{http://www.edhec-risk.com/about_us}
 }
 \format{CSV loaded into R and saved as an xts object with monthly observations. NOTE: In the era of CoVid-19, a few observations in the `Short Selling` index have not been reported. We chose to zero fill them at this time. These are observations on 2020-04-30, 2020-05-31, 2020-11-30, 2020-12-31, 2021-01-31, 2021-04-30, and 2021-05-31.}
-\source{\url{http://www.edhec-risk.com/indexes/pure_style}}
+\source{\url{https://climateimpact.edhec.edu/}}
 \references{
 About EDHEC Alternative Indexes. December 16, 2003. EDHEC-Risk. \cr
-\url{https://climateimpact.edhec.edu/about-edhec-risk-alternative-indexes}
 
 Vaissie Mathieu. A Detailed Analysis of the Construction Methods and Management Principles of Hedge Fund Indices. October 2003. EDHEC. \cr
-\url{http://www.edhec-risk.com/site_edhecrisk/public/indexes/EDHEC_Publications/RISKReview1072705188065793513}
-}
+
 \examples{
 data(edhec)