[Returnanalytics-commits] r3739 - pkg/Dowd/R

[noreply at r-forge.r-project.org]

Author: dacharya
Date: 2015-06-24 22:56:39 +0200 (Wed, 24 Jun 2015)
New Revision: 3739

Modified:
   pkg/Dowd/R/CdfOfSumUsingGaussianCopula.R
Log:
Example modified to make check faster.

Modified: pkg/Dowd/R/CdfOfSumUsingGaussianCopula.R
===================================================================
--- pkg/Dowd/R/CdfOfSumUsingGaussianCopula.R	2015-06-24 20:56:12 UTC (rev 3738)
+++ pkg/Dowd/R/CdfOfSumUsingGaussianCopula.R	2015-06-24 20:56:39 UTC (rev 3739)
@@ -24,7 +24,7 @@
 #' 
 #'    # Prob ( X + Y < q ) using Gaussian Copula for X with mean 2.3 and std. .2
 #'    # and Y with mean 4.5 and std. 1.5 with beta 1.2 at 0.9 quantile
-#'    CdfOfSumUsingGaussianCopula(0.9, 2.3, 4.5, 1.2, 1.5, 0.6, 100)
+#'    CdfOfSumUsingGaussianCopula(0.9, 2.3, 4.5, 1.2, 1.5, 0.6, 15)
 #'
 #' @export
 CdfOfSumUsingGaussianCopula <- function(quantile, mu1, mu2, sigma1, sigma2, rho, number.steps.in.copula){
@@ -95,4 +95,4 @@
   y <- sum(term) * dx * dy / (2 * pi * (1 - rho^2)^0.5)
     
   return(y)
-}
\ No newline at end of file
+}