[Returnanalytics-commits] r3706 - in pkg/Dowd: R man

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

Author: dacharya
Date: 2015-06-22 16:35:46 +0200 (Mon, 22 Jun 2015)
New Revision: 3706

Modified:
   pkg/Dowd/R/AdjustedVarianceCovarianceES.R
   pkg/Dowd/man/AdjustedVarianceCovarianceES.Rd
Log:
In example undefined parameter mu was defined.

Modified: pkg/Dowd/R/AdjustedVarianceCovarianceES.R
===================================================================
--- pkg/Dowd/R/AdjustedVarianceCovarianceES.R	2015-06-22 14:14:59 UTC (rev 3705)
+++ pkg/Dowd/R/AdjustedVarianceCovarianceES.R	2015-06-22 14:35:46 UTC (rev 3706)
@@ -20,6 +20,7 @@
 #' 
 #'    # Variance-covariance ES for randomly generated portfolio
 #'    vc.matrix <- matrix(rnorm(16), 4, 4)
+#'    mu <- rnorm(4)
 #'    skew <- .5
 #'    kurtosis <- 1.2
 #'    positions <- c(5, 2, 6, 10)

Modified: pkg/Dowd/man/AdjustedVarianceCovarianceES.Rd
===================================================================
--- pkg/Dowd/man/AdjustedVarianceCovarianceES.Rd	2015-06-22 14:14:59 UTC (rev 3705)
+++ pkg/Dowd/man/AdjustedVarianceCovarianceES.Rd	2015-06-22 14:35:46 UTC (rev 3706)
@@ -29,6 +29,7 @@
 \examples{
 # Variance-covariance ES for randomly generated portfolio
    vc.matrix <- matrix(rnorm(16), 4, 4)
+   mu <- rnorm(4)
    skew <- .5
    kurtosis <- 1.2
    positions <- c(5, 2, 6, 10)