[Returnanalytics-commits] r3972 - pkg/Dowd/man

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

Author: dacharya
Date: 2015-08-20 00:35:59 +0200 (Thu, 20 Aug 2015)
New Revision: 3972

Modified:
   pkg/Dowd/man/NormalESHotspots.Rd
Log:
Correction of example.

Modified: pkg/Dowd/man/NormalESHotspots.Rd
===================================================================
--- pkg/Dowd/man/NormalESHotspots.Rd	2015-08-19 22:34:50 UTC (rev 3971)
+++ pkg/Dowd/man/NormalESHotspots.Rd	2015-08-19 22:35:59 UTC (rev 3972)
@@ -4,7 +4,7 @@
 \alias{NormalESHotspots}
 \title{Hotspots for normal ES}
 \usage{
-NormalESHotspots(vc.matrix, mu, skew, kurtosis, positions, cl, hp)
+NormalESHotspots(vc.matrix, mu, positions, cl, hp)
 }
 \arguments{
 \item{vc.matrix}{Variance covariance matrix for returns}
@@ -29,12 +29,10 @@
 # Hotspots for ES for randomly generated portfolio
    vc.matrix <- matrix(rnorm(16),4,4)
    mu <- rnorm(4,.08,.04)
-   skew <- .5
-   kurtosis <- 1.2
    positions <- c(5,2,6,10)
    cl <- .95
    hp <- 280
-   AdjustedNormalESHotspots(vc.matrix, mu, skew, kurtosis, positions, cl, hp)
+   NormalESHotspots(vc.matrix, mu, positions, cl, hp)
 }
 \author{
 Dinesh Acharya