[Returnanalytics-commits] r3699 - pkg/Dowd/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jun 22 15:47:35 CEST 2015
Author: dacharya
Date: 2015-06-22 15:47:35 +0200 (Mon, 22 Jun 2015)
New Revision: 3699
Modified:
pkg/Dowd/R/HillEstimator.R
Log:
Mistake in parameter list corrected.
Modified: pkg/Dowd/R/HillEstimator.R
===================================================================
--- pkg/Dowd/R/HillEstimator.R 2015-06-22 13:46:41 UTC (rev 3698)
+++ pkg/Dowd/R/HillEstimator.R 2015-06-22 13:47:35 UTC (rev 3699)
@@ -9,7 +9,6 @@
#' @param Ra Data set
#' @param tail.size Number of observations to be used to estimate the Hill
#' estimator.
-#' @param cl ES confidence level
#' @return Estimated value of Hill Estimator
#'
#' @references Dowd, K. Measuring Market Risk, Wiley, 2007.
More information about the Returnanalytics-commits
mailing list