[Returnanalytics-commits] r3708 - pkg/Dowd

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

Author: dacharya
Date: 2015-06-22 16:37:08 +0200 (Mon, 22 Jun 2015)
New Revision: 3708

Removed:
   pkg/Dowd/readme.txt
Log:
"readme.txt" replaced with README.

Deleted: pkg/Dowd/readme.txt
===================================================================
--- pkg/Dowd/readme.txt	2015-06-22 14:36:41 UTC (rev 3707)
+++ pkg/Dowd/readme.txt	2015-06-22 14:37:08 UTC (rev 3708)
@@ -1,28 +0,0 @@
-#
-# General Notes for Modification: 
-#***************************************************************
-# FrechetVaR does not use hp and the remark about return value when it is vector is vaccuous.
-#***************************************************************
-# In Normal/t QQ Plots, dowd code does not work for matrices but the code contains parts that
-# work for matrices. some vectors like pvec are not defined anywhere in his code.
-#***************************************************************
-# Some error is present in GumbelCopulaVaR and needs correction
-#***************************************************************
-# Bootstrap is functional (but HSVaR still does not accept matrix P/L
-# and only still accepts vectors, its needs to be modified)
-#***************************************************************
-# Jarque-Bera Test:
-# It has to be checked Probability of null (H0) or (H1).
-#***************************************************************
-# Christofferson Backtest for Independence:
-# VaR(excess_loss<=0)=[]; Does not make sense. It is still to be checked if it is as intended.
-# if(excess.loss[i-1]<=0) if condition incomplete statement.
-#***************************************************************
-# Tests/Examples for profit.loss distribution and corresponding VaR and ETL
-# still needs to be completed. Around 4 in Backtest do not have examples.
-# It still has to be completed.
-#***************************************************************
-# Lopez Backtest:
-# In Christofferson , excess.loss is defined as -profit.loss-VaR
-# But in Lopez Backtest, profit.loss-VaR is used. It has to be checked.
-#***************************************************************
\ No newline at end of file