[Returnanalytics-commits] r3693 - pkg/Dowd/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jun 22 15:43:47 CEST 2015
Author: dacharya
Date: 2015-06-22 15:43:47 +0200 (Mon, 22 Jun 2015)
New Revision: 3693
Modified:
pkg/Dowd/R/AdjustedVarianceCovarianceES.R
Log:
Typo in "kurtosis" in documentation corrected.
Modified: pkg/Dowd/R/AdjustedVarianceCovarianceES.R
===================================================================
--- pkg/Dowd/R/AdjustedVarianceCovarianceES.R 2015-06-22 13:43:12 UTC (rev 3692)
+++ pkg/Dowd/R/AdjustedVarianceCovarianceES.R 2015-06-22 13:43:47 UTC (rev 3693)
@@ -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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