[Returnanalytics-commits] r3956 - pkg/Dowd/man

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

Author: dacharya
Date: 2015-08-13 18:27:12 +0200 (Thu, 13 Aug 2015)
New Revision: 3956

Added:
   pkg/Dowd/man/tQuantileStandardError.Rd
Log:
Function tQuantileStandardError added.

Added: pkg/Dowd/man/tQuantileStandardError.Rd
===================================================================
--- pkg/Dowd/man/tQuantileStandardError.Rd	                        (rev 0)
+++ pkg/Dowd/man/tQuantileStandardError.Rd	2015-08-13 16:27:12 UTC (rev 3956)
@@ -0,0 +1,40 @@
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/tQuantileStandardError.R
+\name{tQuantileStandardError}
+\alias{tQuantileStandardError}
+\title{Standard error of t quantile estimate}
+\usage{
+tQuantileStandardError(prob, n, mu, sigma, df, bin.size)
+}
+\arguments{
+\item{prob}{Tail probability. Can be a vector or scalar}
+
+\item{n}{Sample size}
+
+\item{mu}{Mean of the normal distribution}
+
+\item{sigma}{Standard deviation of the distribution}
+
+\item{df}{Number of degrees of freedom}
+
+\item{bin.size}{Bin size. It is optional parameter with default value 1}
+}
+\value{
+Vector or scalar
+depending on whether the probability is a vector
+or scalar
+}
+\description{
+Estimates standard error of t quantile estimate
+}
+\examples{
+# Estimates standard error of normal quantile estimate
+   tQuantileStandardError(.8, 100, 0, .5, 5, 3)
+}
+\author{
+Dinesh Acharya
+}
+\references{
+Dowd, K. Measuring Market Risk, Wiley, 2007.
+}
+