[Returnanalytics-commits] r3671 - in pkg/Dowd: R man

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

Author: dacharya
Date: 2015-06-10 23:12:55 +0200 (Wed, 10 Jun 2015)
New Revision: 3671

Modified:
   pkg/Dowd/R/FrechetES.R
   pkg/Dowd/man/FrechetES.Rd
Log:
Corrected example in FrechetES.

Modified: pkg/Dowd/R/FrechetES.R
===================================================================
--- pkg/Dowd/R/FrechetES.R	2015-06-10 21:08:25 UTC (rev 3670)
+++ pkg/Dowd/R/FrechetES.R	2015-06-10 21:12:55 UTC (rev 3671)
@@ -29,8 +29,8 @@
 #' @author Dinesh Acharya
 #' @examples
 #' 
-#'    # Computes VaR assuming Frechet Distribution for given parameters
-#'    FrechetVaR(3.5, 2.3, 1.6, 10, .95, 30)
+#'    # Computes ES assuming Frechet Distribution for given parameters
+#'    FrechetES(3.5, 2.3, 1.6, 10, .95, 30)
 #'
 #' @export
 FrechetES <- function(mu, sigma, tail.index, n, cl, hp){

Modified: pkg/Dowd/man/FrechetES.Rd
===================================================================
--- pkg/Dowd/man/FrechetES.Rd	2015-06-10 21:08:25 UTC (rev 3670)
+++ pkg/Dowd/man/FrechetES.Rd	2015-06-10 21:12:55 UTC (rev 3671)
@@ -33,8 +33,8 @@
 Note that the long-right-hand tail is fitted to losses, not profits.
 }
 \examples{
-# Computes VaR assuming Frechet Distribution for given parameters
-   FrechetVaR(3.5, 2.3, 1.6, 10, .95, 30)
+# Computes ES assuming Frechet Distribution for given parameters
+   FrechetES(3.5, 2.3, 1.6, 10, .95, 30)
 }
 \author{
 Dinesh Acharya