[R-pkg-devel] Roxygen help documenting a S4 class

[Glenn Schultz]

Hi Hadley,

Thank-you for taking the time to help - Ha! nice trick - thanks!  Much better than staring at lines trying to figure out what went wrong.  First time I had seen that warning too. Now, I know what it means.

Thanks,
Glenn 

> On Apr 22, 2016, at 5:47 PM, Hadley Wickham <h.wickham at gmail.com> wrote:
> 
> Does this help?
> 
> code <- c("BeginningBal", "Convexity", "EffConvexity", "EffDuration",
> "EndingBal",
>  "Formula", "Horizon", "HorizonReturn", "KeyRateConvexity", "KeyRateDuration",
>  "KeyRateTenor", "ModDuration", "Name", "PassThroughInterest", "Period",
>  "PmtDate", "PrepaidPrin", "SMM", "ScheduledPrin", "ShiftType", "Shiftbps",
>  "SpreadToInterCurve", "TimePeriod", "TotalCashFlow", "Type", "WAL",
>  "YieldToMaturity", "forwardrate", "spotrate")
> 
> docs <- c("BeginningBal", "Convexity", "EffDuration", "EndingBal",
> "Formula", "Horizon",
> "KeyConvexity", "KeyRateDuration", "KeyRateTenor", "ModDuration", "Name",
> "PassThroughInterest", "Period", "PmtDate", "PrepaidPrin", "SMM",
> "ScheduledPrin", "ShiftType", "Shiftbps", "SpreadToInterCurve", "TimePeriod",
> "TotalCashFlow", "Type", "WAL", "YieldToMaturity", "forwardrate", "spotrate" )
> 
> 
> setdiff(code, docs)
> setdiff(docs, code)
> 
> Hadley
> 
> On Fri, Apr 22, 2016 at 10:31 AM, Glenn Schultz <glennmschultz at me.com> wrote:
>> All,
>> 
>> Below are two classes that I have created Scenario and Mtg.Scenario.
>> 
>> Mtg.Scenario contains Scenario when I run check I get the following warning.
>> 
>> I have gone through my book R Packages and looked at the EPub writing extension but I cannot find an example.
>> 
>> Any help is appreciated
>> Glenn
>> 
>> * checking for code/documentation mismatches ... WARNING
>> S4 class codoc mismatches from documentation object 'Mtg.Scenario-class':
>> Slots for class 'Mtg.Scenario'
>> Code: BeginningBal Convexity EffConvexity EffDuration EndingBal
>>       Formula Horizon HorizonReturn KeyRateConvexity KeyRateDuration
>>       KeyRateTenor ModDuration Name PassThroughInterest Period
>>       PmtDate PrepaidPrin SMM ScheduledPrin ShiftType Shiftbps
>>       SpreadToInterCurve TimePeriod TotalCashFlow Type WAL
>>       YieldToMaturity forwardrate spotrate
>> Inherited: Name Type Horizon ShiftType Shiftbps Formula
>> Docs: BeginningBal Convexity EffDuration EndingBal Formula Horizon
>>       KeyConvexity KeyRateDuration KeyRateTenor ModDuration Name
>>       PassThroughInterest Period PmtDate PrepaidPrin SMM
>>       ScheduledPrin ShiftType Shiftbps SpreadToInterCurve TimePeriod
>>       TotalCashFlow Type WAL YieldToMaturity forwardrate spotrate
>> 
>> 
>> 
>> #' An S4 Class representing scenario analysis details
>> #'
>> #' The class Scenario is the representation of the
>> #' scenario run by the investor
>> #' @slot Name A character the name of the scenario
>> #' @slot Type A character the type of the scenario
>> #' @slot Horizon A character the time horizon over which the
>> #' scenario is run
>> #' @slot ShiftType A character the interest rate shift type (e.g.
>> #' twist, parallel, bull flatten, or bull steepen)
>> #' @slot Shiftbps A numeric value the scenario shift in basis points
>> #' @slot Formula A function represnting the shift which applied to the term structure
>> #' @exportClass Scenario
>> setClass("Scenario",
>>        representation(
>>          Name = "character",
>>          Type = "character",
>>          Horizon = "character",
>>          ShiftType = "character",
>>          Shiftbps = "numeric",
>>          Formula = "function"
>>        ))
>> 
>> #' An S4 Class representing the results of mortgage return scenario analysis
>> #'
>> #' The class Mtg. Scenario holds the results of a scenario analysis run
>> #' @slot Period A numeric value the period number forward from current
>> #' @slot PmtDate A character the payment date on which the cashflow is expected to be received
>> #' @slot TimePeriod A numeric value the period stated as a unit of time
>> #' @slot BeginningBal A numeric value the forecasted beginning balance in the period
>> #' @slot PassThroughInterest A numeric value the interest paid through to the investor
>> #' @slot ScheduledPrin A numeric value the scheduled principal due in the period
>> #' @slot PrepaidPrin A numeric value the forecasted prepaid principal in the period
>> #' @slot EndingBal A numeric value the forecasted ending balance in the period
>> #' @slot TotalCashFlow A numeric value the forecasted total cashflow received by
>> #' the investor in the period
>> #' @slot spotrate A numeric vector the spot rate curve
>> #' @slot forwardrate A numeric vector the forward rate curve
>> #' @slot SMM A numeric vector the forecasted SMM vector
>> #' @slot YieldToMaturity A numeric value the scenario yield to maturity
>> #' @slot WAL A numeric value the scenario weighted average life
>> #' @slot SpreadToInterCurve A numeric value the spread to the interpolated curve
>> #' @slot ModDuration A numeric value the scenario modified duration
>> #' @slot Convexity A numeric value the scenario convexity
>> #' @slot EffDuration A numeric value the effective duration which is the sum of the
>> #' key rate durations
>> #' @slot KeyRateTenor A numeric vector the key rate tenors
>> #' @slot KeyRateDuration A numeric vector the duration of each key rate tenor
>> #' @slot KeyConvexity A numeric vector the convexity of each each key rate tenor
>> #' @exportClass Mtg.Scenario
>> setClass("Mtg.Scenario",
>>        representation(
>>          Period = "numeric",
>>          PmtDate = "character",
>>          TimePeriod = "numeric",
>>          BeginningBal = "numeric",
>>          PassThroughInterest = "numeric",
>>          ScheduledPrin = "numeric",
>>          PrepaidPrin = "numeric",
>>          EndingBal = "numeric",
>>          TotalCashFlow = "numeric",
>>          spotrate = "numeric",
>>          forwardrate = "numeric",
>>          SMM = "numeric",
>>          YieldToMaturity = "numeric",
>>          WAL = "numeric",
>>          SpreadToInterCurve = "numeric",
>>          ModDuration = "numeric",
>>          Convexity = "numeric",
>>          EffDuration = "numeric",
>>          EffConvexity = "numeric",
>>          KeyRateTenor = "numeric",
>>          KeyRateDuration = "numeric",
>>          KeyRateConvexity = "numeric",
>>          HorizonReturn = "numeric"),
>>        contains = "Scenario")
>> 
>> ______________________________________________
>> R-package-devel at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-package-devel
> 
> 
> 
> -- 
> http://hadley.nz