[Returnanalytics-commits] r3713 - in pkg/Dowd: R man

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

Author: dacharya
Date: 2015-06-22 17:28:13 +0200 (Mon, 22 Jun 2015)
New Revision: 3713

Modified:
   pkg/Dowd/R/GaussianCopulaVaR.R
   pkg/Dowd/man/GaussianCopulaVaR.Rd
Log:
Wrong function name in example corrected.

Modified: pkg/Dowd/R/GaussianCopulaVaR.R
===================================================================
--- pkg/Dowd/R/GaussianCopulaVaR.R	2015-06-22 15:20:07 UTC (rev 3712)
+++ pkg/Dowd/R/GaussianCopulaVaR.R	2015-06-22 15:28:13 UTC (rev 3713)
@@ -21,7 +21,7 @@
 #' @examples
 #' 
 #'    # VaR using bivariate Gumbel for X and Y with given parameters:
-#'    GumbelCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, .95)
+#'    GaussianCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, 50, .95)
 #'
 #' @export
 GaussianCopulaVaR <- function(mu1, mu2, sigma1, sigma2, rho, 
@@ -71,4 +71,4 @@
   cat("Var using bivariate gaussian copula: ", y, "\n")
   cat("Error in Copula VaR Estimate: ", analytical.variance.covariance.VaR-y)
   return(y)
-}
\ No newline at end of file
+}

Modified: pkg/Dowd/man/GaussianCopulaVaR.Rd
===================================================================
--- pkg/Dowd/man/GaussianCopulaVaR.Rd	2015-06-22 15:20:07 UTC (rev 3712)
+++ pkg/Dowd/man/GaussianCopulaVaR.Rd	2015-06-22 15:28:13 UTC (rev 3713)
@@ -31,7 +31,7 @@
 }
 \examples{
 # VaR using bivariate Gumbel for X and Y with given parameters:
-   GumbelCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, .95)
+   GaussianCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, 50, .95)
 }
 \author{
 Dinesh Acharya