[Returnanalytics-commits] r3780 - pkg/Dowd

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

Author: dacharya
Date: 2015-07-05 22:33:52 +0200 (Sun, 05 Jul 2015)
New Revision: 3780

Modified:
   pkg/Dowd/NAMESPACE
Log:
KernelVaR and KernelES for Box Kernel, and PCAPrelim added.

Modified: pkg/Dowd/NAMESPACE
===================================================================
--- pkg/Dowd/NAMESPACE	2015-07-05 20:33:01 UTC (rev 3779)
+++ pkg/Dowd/NAMESPACE	2015-07-05 20:33:52 UTC (rev 3780)
@@ -49,9 +49,11 @@
 export(InsuranceVaR)
 export(JarqueBeraBacktest)
 export(KSTestStat)
+export(KernelESBoxKernel)
 export(KernelESEpanechinikovKernel)
 export(KernelESNormalKernel)
 export(KernelESTriangleKernel)
+export(KernelVaRBoxKernel)
 export(KernelVaREpanechinikovKernel)
 export(KernelVaRNormalKernel)
 export(KernelVaRTriangleKernel)
@@ -61,10 +63,13 @@
 export(NormalQQPlot)
 export(PCAES)
 export(PCAESPlot)
+export(PCAPrelim)
 export(PCAVaR)
 export(PCAVaRPlot)
 export(PickandsEstimator)
 export(PickandsPlot)
 export(ProductCopulaVaR)
 export(TQQPlot)
+import(MASS)
 import(bootstrap)
+import(expm)