[Returnanalytics-commits] r3687 - pkg/Dowd/R

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

Author: dacharya
Date: 2015-06-22 14:09:17 +0200 (Mon, 22 Jun 2015)
New Revision: 3687

Modified:
   pkg/Dowd/R/BootstrapES.R
   pkg/Dowd/R/BootstrapESConfInterval.R
   pkg/Dowd/R/BootstrapESFigure.R
   pkg/Dowd/R/BootstrapVaR.R
   pkg/Dowd/R/BootstrapVaRConfInterval.R
   pkg/Dowd/R/BootstrapVaRFigure.R
Log:
Unnecessary line library(bootstrap) removed.

Modified: pkg/Dowd/R/BootstrapES.R
===================================================================
--- pkg/Dowd/R/BootstrapES.R	2015-06-22 12:06:40 UTC (rev 3686)
+++ pkg/Dowd/R/BootstrapES.R	2015-06-22 12:09:17 UTC (rev 3687)
@@ -52,8 +52,6 @@
     stop("Number of resamples must be at least 0")
   }
   
-  # Load bootstrap package
-  library(bootstrap)
   # ES estimation
   es <- bootstrap(losses.data, number.resamples, HSES, cl)$thetastar
   y <- mean(es)

Modified: pkg/Dowd/R/BootstrapESConfInterval.R
===================================================================
--- pkg/Dowd/R/BootstrapESConfInterval.R	2015-06-22 12:06:40 UTC (rev 3686)
+++ pkg/Dowd/R/BootstrapESConfInterval.R	2015-06-22 12:09:17 UTC (rev 3687)
@@ -55,9 +55,7 @@
   if (number.resamples <= 0){
     stop("Number of resamples must be at least 0")
   }
-  
-  library(bootstrap)
-  
+ 
   # ES estimation
   es <- bootstrap(losses.data, number.resamples, HSES, cl)[1]
   y <- quantile(es, c(.05, .95))

Modified: pkg/Dowd/R/BootstrapESFigure.R
===================================================================
--- pkg/Dowd/R/BootstrapESFigure.R	2015-06-22 12:06:40 UTC (rev 3686)
+++ pkg/Dowd/R/BootstrapESFigure.R	2015-06-22 12:09:17 UTC (rev 3687)
@@ -55,8 +55,6 @@
     stop("Number of resamples must be at least 0")
   }
   
-  library(bootstrap)
-  
   # ES Estimation
   es <- bootstrap(losses.data, number.resamples, HSES, cl)$thetastar
   mean.es <- mean(es)

Modified: pkg/Dowd/R/BootstrapVaR.R
===================================================================
--- pkg/Dowd/R/BootstrapVaR.R	2015-06-22 12:06:40 UTC (rev 3686)
+++ pkg/Dowd/R/BootstrapVaR.R	2015-06-22 12:09:17 UTC (rev 3687)
@@ -52,8 +52,6 @@
     stop("Number of resamples must be at least 0")
   }
   
-  # Load bootstrap package
-  library(bootstrap)
   # ES estimation
   VaR <- bootstrap(losses.data, number.resamples, HSVaR, cl)$thetastar
   y <- mean(VaR)

Modified: pkg/Dowd/R/BootstrapVaRConfInterval.R
===================================================================
--- pkg/Dowd/R/BootstrapVaRConfInterval.R	2015-06-22 12:06:40 UTC (rev 3686)
+++ pkg/Dowd/R/BootstrapVaRConfInterval.R	2015-06-22 12:09:17 UTC (rev 3687)
@@ -56,8 +56,6 @@
     stop("Number of resamples must be at least 0")
   }
   
-  library(bootstrap)
-  
   # VaR estimation
   VaR <- bootstrap(losses.data, number.resamples, HSVaR, cl)$thetastar
   y <- quantile(VaR, c(.05, .95))

Modified: pkg/Dowd/R/BootstrapVaRFigure.R
===================================================================
--- pkg/Dowd/R/BootstrapVaRFigure.R	2015-06-22 12:06:40 UTC (rev 3686)
+++ pkg/Dowd/R/BootstrapVaRFigure.R	2015-06-22 12:09:17 UTC (rev 3687)
@@ -55,8 +55,6 @@
     stop("Number of resamples must be at least 0")
   }
   
-  library(bootstrap)
-  
   # ES Estimation
   VaR <- bootstrap(losses.data, number.resamples, HSVaR, cl)$thetastar
   mean.VaR <- mean(VaR)