[Returnanalytics-commits] r3851 - pkg/Dowd/R

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

Author: dacharya
Date: 2015-07-24 21:44:44 +0200 (Fri, 24 Jul 2015)
New Revision: 3851

Modified:
   pkg/Dowd/R/KernelESEpanechinikovKernel.R
Log:
value of n corrected to 1000.

Modified: pkg/Dowd/R/KernelESEpanechinikovKernel.R
===================================================================
--- pkg/Dowd/R/KernelESEpanechinikovKernel.R	2015-07-24 19:01:12 UTC (rev 3850)
+++ pkg/Dowd/R/KernelESEpanechinikovKernel.R	2015-07-24 19:44:44 UTC (rev 3851)
@@ -18,9 +18,9 @@
 #' @export
 KernelESEpanechinikovKernel <- function(Ra, cl, plot = TRUE){
   PandL <- as.vector(Ra)
-  n <- 200
+  n <- 1000
   delta.cl <- (1 - cl) / n
-  VaR <- double(199)
+  VaR <- double(999)
   for (i in 1:(n - 1)) {
     if(i<(n-1)){
       VaR[i] <- KernelVaREpanechinikovKernel(PandL, cl + i * delta.cl, FALSE)