[Returnanalytics-commits] r3977 - pkg/Dowd/man

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

Author: dacharya
Date: 2015-08-20 10:31:14 +0200 (Thu, 20 Aug 2015)
New Revision: 3977

Modified:
   pkg/Dowd/man/BlancoIhleBacktest.Rd
Log:
Example slightly changed

Modified: pkg/Dowd/man/BlancoIhleBacktest.Rd
===================================================================
--- pkg/Dowd/man/BlancoIhleBacktest.Rd	2015-08-20 08:30:42 UTC (rev 3976)
+++ pkg/Dowd/man/BlancoIhleBacktest.Rd	2015-08-20 08:31:14 UTC (rev 3977)
@@ -23,8 +23,8 @@
 risk measurement model.
 }
 \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