[Highfrequency-commits] r92 - pkg/highfrequency/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Sep 1 21:07:12 CEST 2014
Author: kboudt
Date: 2014-09-01 21:07:12 +0200 (Mon, 01 Sep 2014)
New Revision: 92
Modified:
pkg/highfrequency/man/spotvol.Rd
Log:
Modified: pkg/highfrequency/man/spotvol.Rd
===================================================================
--- pkg/highfrequency/man/spotvol.Rd 2014-09-01 07:47:51 UTC (rev 91)
+++ pkg/highfrequency/man/spotvol.Rd 2014-09-01 19:07:12 UTC (rev 92)
@@ -212,7 +212,7 @@
One way to estimate \eqn{h}, is by using cross-validation. For each day in
the sample, \eqn{h} is chosen as to minimize the Integrated Square Error,
which is a function of \eqn{h}. However, this function often has multiple
-local minima, or no minima at all (\eqn{h -> \Inf}). To ensure a reasonable
+local minima, or no minima at all (\eqn{h -> \infty}). To ensure a reasonable
optimum is reached, strict boundaries have to be imposed on \eqn{h}. These
can be specified by \code{lower} and \code{upper}, which by default are
\eqn{0.1n^{-0.2}} and \eqn{n^{-0.2}} respectively, where \eqn{n} is the
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