[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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