[Returnanalytics-commits] r3692 - pkg/Dowd/R

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Mon Jun 22 15:43:12 CEST 2015


Author: dacharya
Date: 2015-06-22 15:43:12 +0200 (Mon, 22 Jun 2015)
New Revision: 3692

Modified:
   pkg/Dowd/R/AdjustedNormalVaRHotspots.R
Log:
Typo in "kurtosis" in documentation corrected.

Modified: pkg/Dowd/R/AdjustedNormalVaRHotspots.R
===================================================================
--- pkg/Dowd/R/AdjustedNormalVaRHotspots.R	2015-06-22 13:42:06 UTC (rev 3691)
+++ pkg/Dowd/R/AdjustedNormalVaRHotspots.R	2015-06-22 13:43:12 UTC (rev 3692)
@@ -7,7 +7,7 @@
 #' @param vc.matrix Variance covariance matrix for returns
 #' @param mu Vector of expected position returns
 #' @param skew Return skew
-#' @param kurtisos Return kurtosis
+#' @param kurtosis Return kurtosis
 #' @param positions Vector of positions
 #' @param cl Confidence level and is scalar
 #' @param hp Holding period and is scalar



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