[Returnanalytics-commits] r3665 - pkg/Dowd/man

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

Author: dacharya
Date: 2015-06-09 11:52:29 +0200 (Tue, 09 Jun 2015)
New Revision: 3665

Added:
   pkg/Dowd/man/BootstrapVaRConfInterval.Rd
Removed:
   pkg/Dowd/man/BootstrapVarConfInterval.Rd
Log:
Edit File Name for manual.

Added: pkg/Dowd/man/BootstrapVaRConfInterval.Rd
===================================================================
--- pkg/Dowd/man/BootstrapVaRConfInterval.Rd	                        (rev 0)
+++ pkg/Dowd/man/BootstrapVaRConfInterval.Rd	2015-06-09 09:52:29 UTC (rev 3665)
@@ -0,0 +1,36 @@
+% Generated by roxygen2 (4.1.1): do not edit by hand
+% Please edit documentation in R/BootstrapVaRConfInterval.R
+\name{BootstrapVaRConfInterval}
+\alias{BootstrapVaRConfInterval}
+\title{Bootstrapped VaR Confidence Interval}
+\usage{
+BootstrapVaRConfInterval(Ra, number.resamples, cl)
+}
+\arguments{
+\item{Ra}{Vector corresponding to profit and loss distribution}
+
+\item{cl}{Number corresponding to Value at Risk confidence level}
+
+\item{number.sample}{Number of samples to be taken in bootstrap procedure}
+}
+\value{
+90% Confidence interval for bootstrapped VaR
+}
+\description{
+Estimates the 90% confidence interval for bootstrapped VaR, for confidence
+level and holding period implied by data frequency.
+}
+\examples{
+# To be modified with appropriate data.
+   # Estimates 90\% confidence interval for bootstrapped Var for 95\%
+   # confidence interval
+   Ra <- rnorm(1000)
+   BootstrapVaRConfInterval(Ra, 500, 0.95)
+}
+\author{
+Dinesh Acharya
+}
+\references{
+Dowd, K. Measuring Market Risk, Wiley, 2007.
+}
+

Deleted: pkg/Dowd/man/BootstrapVarConfInterval.Rd
===================================================================
--- pkg/Dowd/man/BootstrapVarConfInterval.Rd	2015-06-08 22:03:05 UTC (rev 3664)
+++ pkg/Dowd/man/BootstrapVarConfInterval.Rd	2015-06-09 09:52:29 UTC (rev 3665)
@@ -1,36 +0,0 @@
-% Generated by roxygen2 (4.1.1): do not edit by hand
-% Please edit documentation in R/BootstrapVaRConfInterval.R
-\name{BootstrapVaRConfInterval}
-\alias{BootstrapVaRConfInterval}
-\title{Bootstrapped VaR Confidence Interval}
-\usage{
-BootstrapVaRConfInterval(Ra, number.resamples, cl)
-}
-\arguments{
-\item{Ra}{Vector corresponding to profit and loss distribution}
-
-\item{cl}{Number corresponding to Value at Risk confidence level}
-
-\item{number.sample}{Number of samples to be taken in bootstrap procedure}
-}
-\value{
-90% Confidence interval for bootstrapped VaR
-}
-\description{
-Estimates the 90% confidence interval for bootstrapped VaR, for confidence
-level and holding period implied by data frequency.
-}
-\examples{
-# To be modified with appropriate data.
-   # Estimates 90\% confidence interval for bootstrapped Var for 95\%
-   # confidence interval
-   Ra <- rnorm(1000)
-   BootstrapVarConfInterval(Ra, 500, 0.95)
-}
-\author{
-Dinesh Acharya
-}
-\references{
-Dowd, K. Measuring Market Risk, Wiley, 2007.
-}
-