[Returnanalytics-commits] r3695 - pkg/Dowd/R

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

Author: dacharya
Date: 2015-06-22 15:44:33 +0200 (Mon, 22 Jun 2015)
New Revision: 3695

Modified:
   pkg/Dowd/R/BootstrapES.R
Log:
Typo in parameters in documentation corrected.

Modified: pkg/Dowd/R/BootstrapES.R
===================================================================
--- pkg/Dowd/R/BootstrapES.R	2015-06-22 13:44:03 UTC (rev 3694)
+++ pkg/Dowd/R/BootstrapES.R	2015-06-22 13:44:33 UTC (rev 3695)
@@ -5,7 +5,8 @@
 #'
 #' @param Ra Vector corresponding to profit and loss distribution
 #' @param number.resamples Number of samples to be taken in bootstrap procedure
-#' @return cl Number corresponding to Expected Shortfall confidence level
+#' @param cl Number corresponding to Expected Shortfall confidence level
+#' @return Bootstrapped Expected Shortfall
 #' 
 #' @references Dowd, K. Measuring Market Risk, Wiley, 2007.
 #'