[Returnanalytics-commits] r3694 - pkg/Dowd/R

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

Author: dacharya
Date: 2015-06-22 15:44:03 +0200 (Mon, 22 Jun 2015)
New Revision: 3694

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

Modified: pkg/Dowd/R/AdjustedVarianceCovarianceVaR.R
===================================================================
--- pkg/Dowd/R/AdjustedVarianceCovarianceVaR.R	2015-06-22 13:43:47 UTC (rev 3693)
+++ pkg/Dowd/R/AdjustedVarianceCovarianceVaR.R	2015-06-22 13:44:03 UTC (rev 3694)
@@ -5,7 +5,7 @@
 #' @param vc.matrix Assumed variance covariance matrix for returns
 #' @param mu Vector of expected position returns
 #' @param skew Portfolio return skewness
-#' @param kurtisos Portfolio return kurtosis
+#' @param kurtosis Portfolio return kurtosis
 #' @param positions Vector of positions
 #' @param cl Confidence level and is scalar or vector
 #' @param hp Holding period and is scalar or vector