[Returnanalytics-commits] r3710 - pkg/Dowd/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jun 22 17:09:36 CEST 2015
Author: dacharya
Date: 2015-06-22 17:09:36 +0200 (Mon, 22 Jun 2015)
New Revision: 3710
Modified:
pkg/Dowd/R/BootstrapESConfInterval.R
Log:
Error in accessing element from list while using bootstrap corrected.
Modified: pkg/Dowd/R/BootstrapESConfInterval.R
===================================================================
--- pkg/Dowd/R/BootstrapESConfInterval.R 2015-06-22 14:43:14 UTC (rev 3709)
+++ pkg/Dowd/R/BootstrapESConfInterval.R 2015-06-22 15:09:36 UTC (rev 3710)
@@ -59,8 +59,8 @@
}
# ES estimation
- es <- bootstrap(losses.data, number.resamples, HSES, cl)[1]
+ es <- bootstrap(losses.data, number.resamples, HSES, cl)$thetastar
y <- quantile(es, c(.05, .95))
return(y)
-}
\ No newline at end of file
+}
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