Improve documentation of weights argument for estimate_risk_roll()

EmanuelSommer · Jan 24, 2023 · 04e448e · 04e448e
1 parent a4d19cd
commit 04e448e
Show file tree

Hide file tree

Showing 4 changed files with 6 additions and 4 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: portvine
 Title: Vine Based (Un)Conditional Portfolio Risk Measure Estimation
-Version: 1.0.3
+Version: 1.0.2.9000
 Authors@R: 
     person("Emanuel", "Sommer", , "emanuel_sommer@gmx.de", role = c("cre", "aut"))
 Description: Following Sommer (2022) <https://mediatum.ub.tum.de/1658240>

diff --git a/NEWS.md b/NEWS.md
@@ -1,7 +1,9 @@
-# portvine 1.0.3 
+# portvine 1.0.2.9000 
 
 Current Development Version
 
+- Clarify what is meant as equally weighted portfolio in the documenation of the function `estimate_risk_roll`
+
 # portvine 1.0.2
 
 - Bugfix: Set the `shape` parameter for the inverse PIT transformation of the copula scale residuals and do not use the default.

diff --git a/R/estimate_risk_roll.R b/R/estimate_risk_roll.R
@@ -89,7 +89,7 @@
 #'  Moreover missing values must be imputed beforehand.
 #' @param weights Corresponding named non-negative weights of the assets
 #'  (conditioning variables must have weight 0). Default `NULL` gives equal
-#'  weight to each non conditional asset. Alternatively one can use a matrix
+#'  weight of 1 to each non conditional asset. Alternatively one can use a matrix
 #'  with as many rows as vine windows for changing weights. The matrix must have
 #'  column names corresponding to the assets and conditional assets have to have
 #'  weight 0.

diff --git a/man/estimate_risk_roll.Rd b/man/estimate_risk_roll.Rd