[Returnanalytics-commits] r3991 - pkg/Dowd/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Aug 31 23:51:15 CEST 2015


Author: dacharya
Date: 2015-08-31 23:51:15 +0200 (Mon, 31 Aug 2015)
New Revision: 3991

Modified:
   pkg/Dowd/man/CdfOfSumUsingGaussianCopula.Rd
   pkg/Dowd/man/GaussianCopulaVaR.Rd
   pkg/Dowd/man/GumbelCopulaVaR.Rd
Log:
Functions modified to reduce run time of example.

Modified: pkg/Dowd/man/CdfOfSumUsingGaussianCopula.Rd
===================================================================
--- pkg/Dowd/man/CdfOfSumUsingGaussianCopula.Rd	2015-08-31 21:50:24 UTC (rev 3990)
+++ pkg/Dowd/man/CdfOfSumUsingGaussianCopula.Rd	2015-08-31 21:51:15 UTC (rev 3991)
@@ -2,7 +2,7 @@
 % Please edit documentation in R/CdfOfSumUsingGaussianCopula.R
 \name{CdfOfSumUsingGaussianCopula}
 \alias{CdfOfSumUsingGaussianCopula}
-\title{Derives prob ( X + Y < quantile) using Gumbel copula}
+\title{Derives prob ( X + Y < quantile) using Gaussian copula}
 \usage{
 CdfOfSumUsingGaussianCopula(quantile, mu1, mu2, sigma1, sigma2, rho,
   number.steps.in.copula)

Modified: pkg/Dowd/man/GaussianCopulaVaR.Rd
===================================================================
--- pkg/Dowd/man/GaussianCopulaVaR.Rd	2015-08-31 21:50:24 UTC (rev 3990)
+++ pkg/Dowd/man/GaussianCopulaVaR.Rd	2015-08-31 21:51:15 UTC (rev 3991)
@@ -30,7 +30,7 @@
 for normal marginals.
 }
 \examples{
-# VaR using bivariate Gumbel for X and Y with given parameters:
+# VaR using bivariate Gaussian for X and Y with given parameters:
    GaussianCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, 10, .95)
 }
 \author{

Modified: pkg/Dowd/man/GumbelCopulaVaR.Rd
===================================================================
--- pkg/Dowd/man/GumbelCopulaVaR.Rd	2015-08-31 21:50:24 UTC (rev 3990)
+++ pkg/Dowd/man/GumbelCopulaVaR.Rd	2015-08-31 21:51:15 UTC (rev 3991)
@@ -28,7 +28,7 @@
 }
 \examples{
 # VaR using bivariate Gumbel for X and Y with given parameters:
-   GumbelCopulaVaR(2.3, 4.1, 1.2, 1.5, 1.2, .95)
+   GumbelCopulaVaR(1.1, 3.1, 1.2, 1.5, 1.1, .95)
 }
 \author{
 Dinesh Acharya



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