[Highfrequency-commits] r112 - pkg/highfrequency/man

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

Author: kboudt
Date: 2014-09-16 00:33:41 +0200 (Tue, 16 Sep 2014)
New Revision: 112

Modified:
   pkg/highfrequency/man/spotvol.Rd
Log:


Modified: pkg/highfrequency/man/spotvol.Rd
===================================================================
--- pkg/highfrequency/man/spotvol.Rd	2014-09-15 22:33:18 UTC (rev 111)
+++ pkg/highfrequency/man/spotvol.Rd	2014-09-15 22:33:41 UTC (rev 112)
@@ -16,7 +16,7 @@
 and \code{k}. Return data should be in matrix form, where each row
 corresponds to a day, and each column to an intraday period. The output
 will be in the same form as the input (\code{xts} or
-\code{matrix}/\code{numeric}).}
+\code{matrix}/\code{numeric}).} 
 
 \item{method}{specifies which method will be used to estimate the spot
 volatility. Options include \code{"detper"} and \code{"stochper"}.
@@ -317,7 +317,7 @@
 legend("topright", c("detper", "stochper"), col = c("black", "red"), lty=1)}
 
 # Various kernel estimates
-
+\donttest{
 h1 = bw.nrd0((1:nrow(sample_returns_5min))*(5*60))
 vol3 <- spotvol(sample_returns_5min, method = "kernel", h = h1)
 vol4 <- spotvol(sample_returns_5min, method = "kernel", est = "quarticity")
@@ -326,7 +326,7 @@
 lines(as.numeric(t(vol4$spot))[1:2880], col="red")
 lines(as.numeric(t(vol5$spot))[1:2880], col="blue")
 legend("topright", c("h = simple estimate", "h = quarticity corrected",
-       "h = crossvalidated"), col = c("black", "red", "blue"), lty=1)
+       "h = crossvalidated"), col = c("black", "red", "blue"), lty=1)}
 \dontshow{par(par.def)}
 # Piecewise constant volatility, using an example from Fried (2012)
 \donttest{