[Returnanalytics-commits] r3710 - pkg/Dowd/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Jun 22 17:09:36 CEST 2015


Author: dacharya
Date: 2015-06-22 17:09:36 +0200 (Mon, 22 Jun 2015)
New Revision: 3710

Modified:
   pkg/Dowd/R/BootstrapESConfInterval.R
Log:
Error in accessing element from list while using bootstrap corrected.

Modified: pkg/Dowd/R/BootstrapESConfInterval.R
===================================================================
--- pkg/Dowd/R/BootstrapESConfInterval.R	2015-06-22 14:43:14 UTC (rev 3709)
+++ pkg/Dowd/R/BootstrapESConfInterval.R	2015-06-22 15:09:36 UTC (rev 3710)
@@ -59,8 +59,8 @@
   }
  
   # ES estimation
-  es <- bootstrap(losses.data, number.resamples, HSES, cl)[1]
+  es <- bootstrap(losses.data, number.resamples, HSES, cl)$thetastar
   y <- quantile(es, c(.05, .95))
   return(y)
   
-}
\ No newline at end of file
+}



More information about the Returnanalytics-commits mailing list