[Returnanalytics-commits] r3697 - pkg/Dowd/R

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

Author: dacharya
Date: 2015-06-22 15:45:09 +0200 (Mon, 22 Jun 2015)
New Revision: 3697

Modified:
   pkg/Dowd/R/BootstrapESFigure.R
   pkg/Dowd/R/BootstrapVaR.R
   pkg/Dowd/R/BootstrapVaRConfInterval.R
   pkg/Dowd/R/BootstrapVaRFigure.R
Log:
Typo in parameters in documentation corrected.

Modified: pkg/Dowd/R/BootstrapESFigure.R
===================================================================
--- pkg/Dowd/R/BootstrapESFigure.R	2015-06-22 13:44:51 UTC (rev 3696)
+++ pkg/Dowd/R/BootstrapESFigure.R	2015-06-22 13:45:09 UTC (rev 3697)
@@ -4,7 +4,7 @@
 #' level and holding period implied by data frequency.
 #'
 #' @param Ra Vector corresponding to profit and loss distribution
-#' @param number.resample Number of samples to be taken in bootstrap procedure
+#' @param number.resamples Number of samples to be taken in bootstrap procedure
 #' @param cl Number corresponding to Expected Shortfall confidence level
 #' 
 #' @references Dowd, K. Measuring Market Risk, Wiley, 2007.

Modified: pkg/Dowd/R/BootstrapVaR.R
===================================================================
--- pkg/Dowd/R/BootstrapVaR.R	2015-06-22 13:44:51 UTC (rev 3696)
+++ pkg/Dowd/R/BootstrapVaR.R	2015-06-22 13:45:09 UTC (rev 3697)
@@ -4,8 +4,9 @@
 #' implied by data frequency.
 #'
 #' @param Ra Vector corresponding to profit and loss distribution
-#' @param number.sample Number of samples to be taken in bootstrap procedure
-#' @return cl Number corresponding to Value at Risk confidence level
+#' @param number.resamples Number of samples to be taken in bootstrap procedure
+#' @param cl Number corresponding to Value at Risk confidence level
+#' @return Bootstrapped VaR
 #' 
 #' @references Dowd, K. Measuring Market Risk, Wiley, 2007.
 #' 

Modified: pkg/Dowd/R/BootstrapVaRConfInterval.R
===================================================================
--- pkg/Dowd/R/BootstrapVaRConfInterval.R	2015-06-22 13:44:51 UTC (rev 3696)
+++ pkg/Dowd/R/BootstrapVaRConfInterval.R	2015-06-22 13:45:09 UTC (rev 3697)
@@ -4,7 +4,7 @@
 #' level and holding period implied by data frequency.
 #'
 #' @param Ra Vector corresponding to profit and loss distribution
-#' @param number.sample Number of samples to be taken in bootstrap procedure
+#' @param number.resamples Number of samples to be taken in bootstrap procedure
 #' @param cl Number corresponding to Value at Risk confidence level
 #' @return 90% Confidence interval for bootstrapped VaR
 #' 

Modified: pkg/Dowd/R/BootstrapVaRFigure.R
===================================================================
--- pkg/Dowd/R/BootstrapVaRFigure.R	2015-06-22 13:44:51 UTC (rev 3696)
+++ pkg/Dowd/R/BootstrapVaRFigure.R	2015-06-22 13:45:09 UTC (rev 3697)
@@ -4,7 +4,7 @@
 #' level and holding period implied by data frequency.
 #'
 #' @param Ra Vector corresponding to profit and loss distribution
-#' @param number.sample Number of samples to be taken in bootstrap procedure
+#' @param number.resamples Number of samples to be taken in bootstrap procedure
 #' @param cl Number corresponding to Value at Risk confidence level
 #' 
 #' @references Dowd, K. Measuring Market Risk, Wiley, 2007.