Clearn notes related to passing 100 line char width in examples.

R/benchTradePerf.R

@@ -194,7 +194,8 @@
 #' 
 #' @examples
 #' 
-#' # examples consider daily data, perhaps the most common use case for the practitioners of the field
+#' # examples consider daily data, perhaps the most common use case for the 
+#' practitioners of the field
 #' 
 #' \donttest{
 #' set.seed(333)
@@ -211,14 +212,32 @@
 #' addTxns('abc.port.day', 'ABC', TxnData = abc.trades.day)
 #' updatePortf('abc.port.day', 'ABC')
 #' 
-#' benchTradeBench <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'TradeBench', MktData = ABC.day)
-#' benchMktBenchOpen <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'MktBench', type = list(price = 'Open'), MktData = ABC.day[1]) # performance against daily open price
-#' benchMktBenchClose <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'MktBench', type = list(price = 'Close'), MktData = ABC.day[nrow(ABC.day)]) # performance against daily closing price
-#' benchMktBench <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'MktBench', type = list(price = 'price-of-choice'), MktData = 5000)
-#' benchVWAPinterv <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'VWAP', type = list(vwap = 'interval'), MktData = ABC.day)
-#' benchVWAPfull <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'VWAP', type = list(vwap = 'full'), MktData = ABC.day)
-#' benchPWP <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'PWP', POV = 0.3, MktData = ABC.day)
-#' benchRPM <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'RPM', MktData = ABC.day)
+#' benchTradeBench <- benchTradePerf('abc.port.day', 'ABC', side = 1, 
+#'                                    benchmark = 'TradeBench', MktData = ABC.day)
+#'                                    
+#' benchMktBenchOpen <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'MktBench', 
+#'                                      type = list(price = 'Open'), MktData = ABC.day[1]) 
+#'                                      # performance against daily open price
+#'                                      
+#' benchMktBenchClose <- benchTradePerf('abc.port.day', 'ABC', side = 1, 
+#'                                       benchmark = 'MktBench', 
+#'                                       type = list(price = 'Close'), 
+#'                                       MktData = ABC.day[nrow(ABC.day)]) 
+#'                                       # performance against daily closing price
+#'                                       
+#' benchMktBench <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'MktBench', 
+#'                                  type = list(price = 'price-of-choice'), MktData = 5000)
+#' 
+#' benchVWAPinterv <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'VWAP', 
+#'                                    type = list(vwap = 'interval'), MktData = ABC.day)
+#'                                    
+#' benchVWAPfull <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'VWAP', 
+#'                                  type = list(vwap = 'full'), MktData = ABC.day)
+#'                                  
+#' benchPWP <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'PWP', 
+#'                            POV = 0.3, MktData = ABC.day)
+#' benchRPM <- benchTradePerf('abc.port.day', 'ABC', side = 1, benchmark = 'RPM', 
+#'                             MktData = ABC.day)
 #' 
 #' plot(benchTradeBench, benchmark = 'TradeBench')
 #' plot(benchMktBenchOpen, benchmark = 'MktBench')

R/benchTradeStats.R

@@ -177,21 +177,35 @@
 #' 
 #' ## Paired observations approach tests 
 #' # Sign test, VWAP full and VWAP interval
-#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, type = list(vwap = 'full'), metric = 1,
-#'                 OrdersMktData = OrdersMktData, approach = 'paired', test = 'Sign', conf.level = 0.95, alternative = "two.sided")
-#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, type = list(vwap = 'interval'), 
-#'                 OrdersMktData = OrdersMktData, approach = 'paired', test = 'Sign', conf.level = 0.95, alternative = "two.sided")
+#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, 
+#'                 type = list(vwap = 'full'), metric = 1,
+#'                 OrdersMktData = OrdersMktData, approach = 'paired', 
+#'                 test = 'Sign', conf.level = 0.95, alternative = "two.sided")
+#'                 
+#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, 
+#'                 type = list(vwap = 'interval'), OrdersMktData = OrdersMktData, 
+#'                 approach = 'paired', test = 'Sign', conf.level = 0.95, 
+#'                 alternative = "two.sided")
+#'                 
 #' # Wilcoxon test, VWAP full and VWAP interval
-#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, type = list(vwap = 'full'), metric = 1,
-#'                 OrdersMktData = OrdersMktData, approach = 'paired', test = 'Wilcoxon', conf.level = 0.95, alternative = "two.sided") 
+#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, 
+#'                 type = list(vwap = 'full'), metric = 1,OrdersMktData = OrdersMktData, 
+#'                 approach = 'paired', test = 'Wilcoxon', conf.level = 0.95, 
+#'                 alternative = "two.sided") 
+#'                 
 #' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, type = list(vwap = 'interval'), 
-#'                 OrdersMktData = OrdersMktData, approach = 'paired', test = 'Wilcoxon', conf.level = 0.95, alternative = "two.sided") 
+#'                 OrdersMktData = OrdersMktData, approach = 'paired', test = 'Wilcoxon', 
+#'                 conf.level = 0.95, alternative = "two.sided") 
+#' 
 #' # Sign test, ChiSq test on VWAP interval
-#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, type = list(vwap = 'interval'), metric = 1,
-#'                 OrdersMktData = OrdersMktData, approach = 'paired', test = 'Sign', dgptest = 'ChiSq', 
+#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, 
+#'                 type = list(vwap = 'interval'), metric = 1, OrdersMktData = OrdersMktData, 
+#'                 approach = 'paired', test = 'Sign', dgptest = 'ChiSq', 
 #'                 conf.level = 0.95, alternative = "two.sided")
+#' 
 #' # Sign test and KS test on VWAP interval
-#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, type = list(vwap = 'interval'), metric = 1,
+#' benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, 
+#'                 type = list(vwap = 'interval'), metric = 1,
 #'                 OrdersMktData = OrdersMktData, approach = 'paired', test = 'Sign', dgptest = 'KS', 
 #'                 conf.level = 0.95, alternative = "two.sided")
 #' 
@@ -200,22 +214,28 @@
 #' OrdersMktDataIndp <- list(list(OrdersMktData$OrdersMktData1, OrdersMktData$OrdersMktData2), 
 #'                           list(OrdersMktData$OrdersMktData1 * 2, OrdersMktData$OrdersMktData2 * 3),
 #'                           list(OrdersMktData$OrdersMktData1 * 4, OrdersMktData$OrdersMktData2 * 5)) 
+#' 
 #' # Median test, TradeBench
 #' benchTradeStats(Portfolio = ordNames, benchmark = "TradeBench", side = 1, metric = -1, 
 #'                 OrdersMktData = OrdersMktDataIndp, approach = 'independent',
 #'                 test = 'Median', conf.level = 0.95, alternative = "two.sided")
+#' 
 #' # Wilcoxon-Mann-Whitney test, TradeBench
 #' benchTradeStats(Portfolio = ordNames, benchmark = "TradeBench", side = 1, metric = -1,
 #'                 OrdersMktData = OrdersMktDataIndp, approach = 'independent',
 #'                 test = 'WMW', conf.level = 0.95, alternative = "two.sided")
+#' 
 #' # Median test, ChiSq test on TradeBench (two reports produced)
 #' benchTradeStats(Portfolio = ordNames, benchmark = "TradeBench", side = 1, metric = -1,
-#'                 OrdersMktData = OrdersMktDataIndp, approach = 'independent', test = 'Median', dgptest = 'ChiSq',
-#'                 conf.level = 0.95, alternative = "two.sided")
+#'                 OrdersMktData = OrdersMktDataIndp, approach = 'independent', 
+#'                 test = 'Median', dgptest = 'ChiSq', conf.level = 0.95, 
+#'                 alternative = "two.sided")
+#' 
 #' # WMW test and KS test on TradeBench 
 #' benchTradeStats(Portfolio = ordNames, benchmark = "TradeBench", side = 1, metric = -1,
-#'                 OrdersMktData = OrdersMktDataIndp, approach = 'independent', test = 'WMW', dgptest = 'KS',
-#'                 conf.level = 0.95, alternative = "two.sided")
+#'                 OrdersMktData = OrdersMktDataIndp, approach = 'independent', 
+#'                 test = 'WMW', dgptest = 'KS', conf.level = 0.95, 
+#'                 alternative = "two.sided")
 #' }
 #' 
 #' @export

R/iStar.R

@@ -887,8 +887,11 @@ iStarSensitivity <- function(object
 #' # Multiple Cost Curves
 #' plot(iStarEst, fixVals = c('POV'=c(0.1,0.2,0.3,0.4,0.5), 'AnnualVol'=0.25), multiple = TRUE)
 #' 
-#' # Assuming user would like to specify their own params. Example uses params for Scenario 'All Data' from Table 5.4 in Kissell2014
-#' plot(iStarEst, fixVals = c('POV'=c(0.1,0.2,0.3,0.4,0.5), 'AnnualVol'=0.25), params = c(a_1 = 708, a_2=0.55, a_3=0.71, a_4=0.5, b_1=0.98), multiple = TRUE)
+#' # Assuming user would like to specify their own params. Example uses params for 
+#' Scenario 'All Data' from Table 5.4 in Kissell2014
+#' plot(iStarEst, fixVals = c('POV'=c(0.1,0.2,0.3,0.4,0.5), 'AnnualVol'=0.25), 
+#'      params = c(a_1 = 708, a_2=0.55, a_3=0.71, a_4=0.5, b_1=0.98), 
+#'      multiple = TRUE)
 #' } #end dontrun
 #' 
 #' @export