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'
