[Returnanalytics-commits] r3976 - pkg/Dowd/R

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

Author: dacharya
Date: 2015-08-20 10:30:42 +0200 (Thu, 20 Aug 2015)
New Revision: 3976

Modified:
   pkg/Dowd/R/BlancoIhleBacktest.R
Log:
Example slightly changed

Modified: pkg/Dowd/R/BlancoIhleBacktest.R
===================================================================
--- pkg/Dowd/R/BlancoIhleBacktest.R	2015-08-20 08:13:23 UTC (rev 3975)
+++ pkg/Dowd/R/BlancoIhleBacktest.R	2015-08-20 08:30:42 UTC (rev 3976)
@@ -17,8 +17,8 @@
 #' @author Dinesh Acharya
 #' @examples
 #'    
-#'    # Has to be modified with appropriate data:
-#'    # Blanco-Ihle Backtest For Independence for given parameters
+#'    # Blanco-Ihle Backtest For Independence for given confidence level.
+#'    # The VaR and ES are randomly generated.
 #'    a <- rnorm(1*100)
 #'    b <- abs(rnorm(1*100))+2
 #'    c <- abs(rnorm(1*100))+2