[Returnanalytics-commits] r3690 - pkg/Dowd

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

Author: dacharya
Date: 2015-06-22 14:42:12 +0200 (Mon, 22 Jun 2015)
New Revision: 3690

Modified:
   pkg/Dowd/NAMESPACE
Log:
Import "bootstrap" added.

Modified: pkg/Dowd/NAMESPACE
===================================================================
--- pkg/Dowd/NAMESPACE	2015-06-22 12:41:03 UTC (rev 3689)
+++ pkg/Dowd/NAMESPACE	2015-06-22 12:42:12 UTC (rev 3690)
@@ -1,54 +1,54 @@
-# Generated by roxygen2 (4.1.1): do not edit by hand
-
-export(ADTestStat)
-export(AdjustedNormalESHotspots)
-export(AdjustedNormalVaRHotspots)
-export(AdjustedVarianceCovarianceES)
-export(AdjustedVarianceCovarianceVaR)
-export(BinomialBacktest)
-export(BlancoIhleBacktest)
-export(BootstrapES)
-export(BootstrapESConfInterval)
-export(BootstrapESFigure)
-export(BootstrapVaR)
-export(BootstrapVaRConfInterval)
-export(BootstrapVaRFigure)
-export(CdfOfSumUsingGaussianCopula)
-export(CdfOfSumUsingGumbelCopula)
-export(CdfOfSumUsingProductCopula)
-export(ChristoffersenBacktestForIndependence)
-export(ChristoffersenBacktestForUnconditionalCoverage)
-export(CornishFisherES)
-export(CornishFisherVaR)
-export(FrechetES)
-export(FrechetESPlot2DCl)
-export(FrechetVaR)
-export(FrechetVaRPlot2DCl)
-export(GParetoES)
-export(GParetoMEFPlot)
-export(GParetoMultipleMEFPlot)
-export(GParetoVaR)
-export(GaussianCopulaVaR)
-export(GumbelCopulaVaR)
-export(GumbelES)
-export(GumbelESPlot2DCl)
-export(GumbelVaR)
-export(GumbelVaRPlot2DCl)
-export(HSES)
-export(HSVaR)
-export(HSVaRDFPerc)
-export(HSVaRFigure)
-export(HillEstimator)
-export(HillPlot)
-export(HillQuantileEstimator)
-export(InsuranceVaR)
-export(JarqueBeraBacktest)
-export(KSTestStat)
-export(KuiperTestStat)
-export(LopezBacktest)
-export(MEFPlot)
-export(NormalQQPlot)
-export(PickandsEstimator)
-export(PickandsPlot)
-export(ProductCopulaVaR)
-export(TQQPlot)
+# Generated by roxygen2 (4.1.0): do not edit by hand
+
+export(ADTestStat)
+export(AdjustedNormalESHotspots)
+export(AdjustedNormalVaRHotspots)
+export(AdjustedVarianceCovarianceES)
+export(AdjustedVarianceCovarianceVaR)
+export(BinomialBacktest)
+export(BlancoIhleBacktest)
+export(BootstrapES)
+export(BootstrapESConfInterval)
+export(BootstrapESFigure)
+export(BootstrapVaR)
+export(BootstrapVaRConfInterval)
+export(BootstrapVaRFigure)
+export(CdfOfSumUsingGaussianCopula)
+export(CdfOfSumUsingGumbelCopula)
+export(CdfOfSumUsingProductCopula)
+export(ChristoffersenBacktestForIndependence)
+export(ChristoffersenBacktestForUnconditionalCoverage)
+export(CornishFisherES)
+export(CornishFisherVaR)
+export(FrechetES)
+export(FrechetESPlot2DCl)
+export(FrechetVaR)
+export(FrechetVaRPlot2DCl)
+export(GParetoES)
+export(GParetoMEFPlot)
+export(GParetoMultipleMEFPlot)
+export(GParetoVaR)
+export(GaussianCopulaVaR)
+export(GumbelCopulaVaR)
+export(GumbelES)
+export(GumbelESPlot2DCl)
+export(GumbelVaR)
+export(GumbelVaRPlot2DCl)
+export(HSES)
+export(HSVaR)
+export(HSVaRDFPerc)
+export(HSVaRFigure)
+export(HillEstimator)
+export(HillPlot)
+export(HillQuantileEstimator)
+export(JarqueBeraBacktest)
+export(KSTestStat)
+export(KuiperTestStat)
+export(LopezBacktest)
+export(MEFPlot)
+export(NormalQQPlot)
+export(PickandsEstimator)
+export(PickandsPlot)
+export(ProductCopulaVaR)
+export(TQQPlot)
+import(bootstrap)