[Returnanalytics-commits] r3707 - in pkg/Dowd: R man

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

Author: dacharya
Date: 2015-06-22 16:36:41 +0200 (Mon, 22 Jun 2015)
New Revision: 3707

Modified:
   pkg/Dowd/R/AdjustedVarianceCovarianceVaR.R
   pkg/Dowd/man/AdjustedVarianceCovarianceVaR.Rd
Log:
In example, wrongly named parameter was corrected.

Modified: pkg/Dowd/R/AdjustedVarianceCovarianceVaR.R
===================================================================
--- pkg/Dowd/R/AdjustedVarianceCovarianceVaR.R	2015-06-22 14:35:46 UTC (rev 3706)
+++ pkg/Dowd/R/AdjustedVarianceCovarianceVaR.R	2015-06-22 14:36:41 UTC (rev 3707)
@@ -18,7 +18,7 @@
 #' 
 #'    # Variance-covariance for randomly generated portfolio
 #'    vc.matrix <- matrix(rnorm(16),4,4)
-#'    return <- rnorm(4)
+#'    mu <- rnorm(4)
 #'    skew <- .5
 #'    kurtosis <- 1.2
 #'    positions <- c(5,2,6,10)

Modified: pkg/Dowd/man/AdjustedVarianceCovarianceVaR.Rd
===================================================================
--- pkg/Dowd/man/AdjustedVarianceCovarianceVaR.Rd	2015-06-22 14:35:46 UTC (rev 3706)
+++ pkg/Dowd/man/AdjustedVarianceCovarianceVaR.Rd	2015-06-22 14:36:41 UTC (rev 3707)
@@ -27,7 +27,7 @@
 \examples{
 # Variance-covariance for randomly generated portfolio
    vc.matrix <- matrix(rnorm(16),4,4)
-   return <- rnorm(4)
+   mu <- rnorm(4)
    skew <- .5
    kurtosis <- 1.2
    positions <- c(5,2,6,10)