diff --git a/docs/source/plot.rst b/docs/source/plot.rst
index 30a9f16f..c29f0b17 100644
--- a/docs/source/plot.rst
+++ b/docs/source/plot.rst
@@ -73,7 +73,7 @@ Example
     method_mu='hist' # Method to estimate expected returns based on historical data.
     method_cov='hist' # Method to estimate covariance matrix based on historical data.
 
-    port.assets_stats(method_mu=method_mu, method_cov=method_cov, d=0.94)
+    port.assets_stats(method_mu=method_mu, method_cov=method_cov)
     
     mu = port.mu
     cov = port.cov
@@ -95,7 +95,7 @@ Example
     port.factors_stats(method_mu=method_mu,
                        method_cov=method_cov,
                        feature_selection='stepwise',
-                       dict_risk=dict(stepwise='Forward'))
+                       stepwise='Forward')
     w3 = port.rp_optimization(model='FC', rm='MV', rf=0, b_f=None)
 
     # Estimate the risk parity portfolio for principal components
@@ -103,7 +103,7 @@ Example
     port.factors_stats(method_mu=method_mu,
                        method_cov=method_cov,
                        feature_selection='PCR',
-                       dict_risk=dict(n_components=0.95))
+                       n_components=0.95)
     w4 = port.rp_optimization(model='FC', rm='MV', rf=0, b_f=None)
 
 
diff --git a/docs/source/reports.rst b/docs/source/reports.rst
index 2e9f9db0..e210c64d 100644
--- a/docs/source/reports.rst
+++ b/docs/source/reports.rst
@@ -65,7 +65,7 @@ Example
     method_mu='hist' # Method to estimate expected returns based on historical data.
     method_cov='hist' # Method to estimate covariance matrix based on historical data.
 
-    port.assets_stats(method_mu=method_mu, method_cov=method_cov, d=0.94)
+    port.assets_stats(method_mu=method_mu, method_cov=method_cov)
     
     # Estimate the portfolio that maximizes the risk adjusted return ratio
     w = port.optimization(model='Classic', rm=rm, obj='Sharpe', rf=0.0, l=0, hist=True)