[Returnanalytics-commits] r3330 - pkg/FactorAnalytics/R

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

Author: efmrforge
Date: 2014-02-22 04:15:53 +0100 (Sat, 22 Feb 2014)
New Revision: 3330

Modified:
   pkg/FactorAnalytics/R/factorModelMonteCarlo.R
Log:
Fixed error in rst parameter names


Modified: pkg/FactorAnalytics/R/factorModelMonteCarlo.R
===================================================================
--- pkg/FactorAnalytics/R/factorModelMonteCarlo.R	2014-02-21 21:57:32 UTC (rev 3329)
+++ pkg/FactorAnalytics/R/factorModelMonteCarlo.R	2014-02-22 03:15:53 UTC (rev 3330)
@@ -144,10 +144,10 @@
     } else if (residual.dist == "skew-t") {
     ## residual distribution is CornishFisher
       residualsSim[, i] = rst(n.boot,
-                              location=residualData[i, "location"],
-                              scale=residualData[i,"scale"],
-                              shape=residualData[i,"shape"],
-                              df=residualData[i,"df"])
+                              xi=residualData[i, "location"],
+                              omega=residualData[i,"scale"],
+                              alpha=residualData[i,"shape"],
+                              nu=residualData[i,"df"])
     } else {
      stop("Invalid residual distribution")
     }