[Returnanalytics-commits] r3699 - pkg/Dowd/R

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Mon Jun 22 15:47:35 CEST 2015


Author: dacharya
Date: 2015-06-22 15:47:35 +0200 (Mon, 22 Jun 2015)
New Revision: 3699

Modified:
   pkg/Dowd/R/HillEstimator.R
Log:
Mistake in parameter list corrected.

Modified: pkg/Dowd/R/HillEstimator.R
===================================================================
--- pkg/Dowd/R/HillEstimator.R	2015-06-22 13:46:41 UTC (rev 3698)
+++ pkg/Dowd/R/HillEstimator.R	2015-06-22 13:47:35 UTC (rev 3699)
@@ -9,7 +9,6 @@
 #' @param Ra Data set
 #' @param tail.size Number of observations to be used to estimate the Hill
 #' estimator.
-#' @param cl ES confidence level
 #' @return Estimated value of Hill Estimator
 #' 
 #' @references Dowd, K. Measuring Market Risk, Wiley, 2007.



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