[Returnanalytics-commits] r3971 - pkg/Dowd/R

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Thu Aug 20 00:34:51 CEST 2015


Author: dacharya
Date: 2015-08-20 00:34:50 +0200 (Thu, 20 Aug 2015)
New Revision: 3971

Modified:
   pkg/Dowd/R/NormalVaRHotspots.R
Log:
Correction of Example and error message to be displayed changed.

Modified: pkg/Dowd/R/NormalVaRHotspots.R
===================================================================
--- pkg/Dowd/R/NormalVaRHotspots.R	2015-08-19 22:32:58 UTC (rev 3970)
+++ pkg/Dowd/R/NormalVaRHotspots.R	2015-08-19 22:34:50 UTC (rev 3971)
@@ -45,7 +45,7 @@
   }
   vc.matrix <- as.matrix(vc.matrix)
   if (max(dim(vc.matrix)) != max(dim(positions))){
-    stop("Positions vector and expected returns vector must have same size")
+    stop("Positions vector and variance-covariance matrix must have compatible dimensions")
   }
   
   # Check that inputs obey sign and value restrictions



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