Package: noniid.sm
Type: Package
Title: Non-i.i.d. GSoC 2013 Shubhankit
Version: 0.1
Date: $Date: 2013-05-13 14:30:22 -0500 (Mon, 13 May 2013) $
Author: Shubhankit Mohan <shubhankit1@gmail.com>
Contributors: Peter Carl, Brian G. Peterson
Depends: xts, PerformanceAnalytics, tseries, stats, gld
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: GSoC 2013 project to replicate literature on drawdowns and
    non-i.i.d assumptions in finance.
License: GPL-3
ByteCompile: TRUE
Collate: 'ACStdDev.annualized.R' 'CalmarRatio.Norm.R' 'CDrawdown.R'
        'chart.AcarSim.R' 'chart.Autocorrelation.R' 'EmaxDDGBM.R'
        'GLMSmoothIndex.R' 'na.skip.R' 'noniid.sm-internal.R'
        'QP.Norm.R' 'Return.GLM.R' 'Return.Okunev.R'
        'SterlingRatio.Norm.R' 'table.ComparitiveReturn.GLM.R'
        'table.EMaxDDGBM.R' 'table.UnsmoothReturn.R' 'UnsmoothReturn.R'
        'LoSharpe.R' 'se.LoSharpe.R' 'table.Sharpe.R' 'glmi.R' 'lmi.R'
        'table.normDD.R'
Built: R 3.0.1; ; 2013-09-22 16:07:17 UTC; windows
