[Highfrequency-commits] r97 - pkg/highfrequency/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Sep 2 15:08:35 CEST 2014
Author: kboudt
Date: 2014-09-02 15:08:34 +0200 (Tue, 02 Sep 2014)
New Revision: 97
Modified:
pkg/highfrequency/R/spotvol.r
Log:
Modified: pkg/highfrequency/R/spotvol.r
===================================================================
--- pkg/highfrequency/R/spotvol.r 2014-09-02 12:38:14 UTC (rev 96)
+++ pkg/highfrequency/R/spotvol.r 2014-09-02 13:08:34 UTC (rev 97)
@@ -1170,7 +1170,7 @@
# xlab = "intraday period", type = "l", lty = 3)
# legend("topright", c("Parametric", "Non-parametric"), cex = 1.1,
# lty = c(1,3), lwd = 1, bty = "n")
- seas = highfrequency:::diurnalfit(theta = theta, P1 = P1, P2 = P2, intraT = intraT,
+ seas = diurnalfit(theta = theta, P1 = P1, P2 = P2, intraT = intraT,
dummies = dummies)
# lines(seas, lty = 1)
return(list(seas, theta))
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