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Dinesh,<br>
<br>
It looks to me like you're continuing to make steady progress and
have checked in code for about 1/3rd of the functions on your plan.
That's great - you've got good momentum at this point.<br>
<br>
I have a couple of thoughts for you. The first I mentioned before -
make sure that you are incrementally running check against the
package to make sure that it will build. When I do that on the code
you have so far, I'm sometimes seeing typos and minor errors that,
if they are repeated errors will build up to be a pain to fix at
some point. Handling that stuff incrementally is generally easier
than waiting to do it at the end. Maybe set aside a few hours to
get the package to build even in it's incomplete state.<br>
<br>
You maybe addressed some of that in the last check-in, since
currently it fails at:<br>
<br>
Running examples in ‘Dowd-Ex.R’ failed<br>
The error most likely occurred in:<br>
<br>
> ### Name: ADTestStat<br>
> ### Title: Plots cumulative density for AD test and computes
confidence<br>
> ### interval for AD test stat.<br>
> ### Aliases: ADTestStat<br>
> <br>
> ### ** Examples<br>
> <br>
> # Probability that the VaR model is correct for 3 failures, 100
number<br>
> # observations and 95% confidence level<br>
> ADTestStat(1000, 100, 0.95)<br>
Error in ADTestStat(1000, 100, 0.95) : <br>
Confidence Interval should be positive.<br>
Execution halted<br>
<br>
<br>
The second is more of a question - how are you coming with tests?
I You might use the managers data set from PerformanceAnalytics
with Dowd's matlab code to generate results to test against where he
doesn't provide examples. Like the other issue, this would likely
be easier to do incrementally rather than having to backfill at the
end (which might get really tedious).<br>
<br>
Let us know if you have any questions or concerns - <br>
<br>
pcc<br>
<br>
<div class="moz-cite-prefix">On 06/12/2015 04:26 PM, Dinesh Acharya
wrote:<br>
</div>
<blockquote
cite="mid:CAAHP=VMeG_oi0rSkyTct0c-y_LEmi+JrGz4Op9EaOQvU-sUjyQ@mail.gmail.com"
type="cite">
<div dir="ltr">Dear Peter,
<div><br>
</div>
<div>I have completed the functions as planned, to a certain
extent. I could have completed more functions from
Miscellaneous folder in MMRII Toolbox but I got unexpectedly
busy during the first week of June. I hope to do more from
them soon.</div>
<div><br>
</div>
<div>There are some mistakes and inconsistencies in both source
and documentation and in some of those places, I need to do
more reading/research. More reading is needed particularly in
cases where Dowd's original code appear to have some errors
(at least to me). I will let you know if I am unable to sort
things out myself.</div>
<div><br>
</div>
<div>I will also see if there are mistakes in documentation.</div>
<div><br>
</div>
<div>I have also not completed that many tests, which I will
start doing, where possible.</div>
<div><br>
</div>
<div>In general, there are many places for me to make
improvement.</div>
<div><br>
</div>
<div>Sincerely,</div>
<div>Dinesh</div>
</div>
<div class="gmail_extra"><br>
<div class="gmail_quote">On Fri, Jun 12, 2015 at 3:36 PM, Peter
Carl <span dir="ltr"><<a moz-do-not-send="true"
href="mailto:peter@braverock.com" target="_blank">peter@braverock.com</a>></span>
wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">Hi Dinesh,<br>
<br>
It looks like you're making good progress on the functions
list - keep going!<br>
<br>
Make sure that you're regularly running check against your
package. That will help you identify issues early,
potentially before they get copied elsewhere into your code
(e.g., errors around standard documentation blocks). Let
me/us know if you have any questions about the build and
check process.<br>
<br>
How do you feel your progress is going? Are you about where
you wanted to be, ahead or behind?<br>
<br>
pcc<br>
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</blockquote>
</div>
<br>
</div>
</blockquote>
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