[Blotter-commits] r243 - pkg/RTAQ/R

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

Author: jonathan
Date: 2010-02-11 14:18:24 +0100 (Thu, 11 Feb 2010)
New Revision: 243

Modified:
   pkg/RTAQ/R/volatility.R
Log:
correction RBPCov

Modified: pkg/RTAQ/R/volatility.R
===================================================================
--- pkg/RTAQ/R/volatility.R	2010-02-10 22:13:59 UTC (rev 242)
+++ pkg/RTAQ/R/volatility.R	2010-02-11 13:18:24 UTC (rev 243)
@@ -158,7 +158,7 @@
   diag(cov) = diagonal;
 
   for(i in 2:n)		{
-  for(j in 1:(n-1))	{
+  for(j in 1:(i-1))	{
   cov[i,j] = cov[j,i] = RBPCov_bi(ts[,i],ts[,j]);
 				}
 				}