diff --git a/R/benchTradePerf.R b/R/benchTradePerf.R
index 6267b00..7e1a41f 100644
--- a/R/benchTradePerf.R
+++ b/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')
diff --git a/R/benchTradeStats.R b/R/benchTradeStats.R
index 26701bd..0210e64 100644
--- a/R/benchTradeStats.R
+++ b/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
diff --git a/R/iStar.R b/R/iStar.R
index 119e066..ae8c23b 100644
--- a/R/iStar.R
+++ b/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
diff --git a/man/benchTradePerf.Rd b/man/benchTradePerf.Rd
index 068a777..35baeff 100644
--- a/man/benchTradePerf.Rd
+++ b/man/benchTradePerf.Rd
@@ -212,7 +212,8 @@ the VWAP benchmark to use in the PnL metric computation, namely the Interval VWA
 }
 \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)
@@ -229,14 +230,32 @@ initPortf('abc.port.day', symbols = 'ABC')
 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')
diff --git a/man/benchTradeStats.Rd b/man/benchTradeStats.Rd
index 5661fac..c594bf5 100644
--- a/man/benchTradeStats.Rd
+++ b/man/benchTradeStats.Rd
@@ -196,21 +196,35 @@ addTxns(ordNames[3], symNames[2], TxnData = txns.6)
 
 ## 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")
 
@@ -219,22 +233,28 @@ benchTradeStats(Portfolio = ordNames, benchmark = "VWAP", side = 1, type = list(
 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")
 }
 
 }
diff --git a/man/plot.iStarEst.Rd b/man/plot.iStarEst.Rd
index 9b734a2..edde480 100644
--- a/man/plot.iStarEst.Rd
+++ b/man/plot.iStarEst.Rd
@@ -68,8 +68,11 @@ plot(iStarEst, fixVals = c('POV'=0.1, 'AnnualVol'=0.25))
 # 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
 
 }