[Returnanalytics-commits] r3715 - in pkg/Dowd: R man

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Mon Jun 22 18:30:25 CEST 2015


Author: dacharya
Date: 2015-06-22 18:30:25 +0200 (Mon, 22 Jun 2015)
New Revision: 3715

Modified:
   pkg/Dowd/R/GaussianCopulaVaR.R
   pkg/Dowd/man/GaussianCopulaVaR.Rd
Log:
Example parameter slightly changed to change test time.

Modified: pkg/Dowd/R/GaussianCopulaVaR.R
===================================================================
--- pkg/Dowd/R/GaussianCopulaVaR.R	2015-06-22 16:29:03 UTC (rev 3714)
+++ pkg/Dowd/R/GaussianCopulaVaR.R	2015-06-22 16:30:25 UTC (rev 3715)
@@ -21,7 +21,7 @@
 #' @examples
 #' 
 #'    # VaR using bivariate Gumbel for X and Y with given parameters:
-#'    GaussianCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, 50, .95)
+#'    GaussianCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, 10, .95)
 #'
 #' @export
 GaussianCopulaVaR <- function(mu1, mu2, sigma1, sigma2, rho, 

Modified: pkg/Dowd/man/GaussianCopulaVaR.Rd
===================================================================
--- pkg/Dowd/man/GaussianCopulaVaR.Rd	2015-06-22 16:29:03 UTC (rev 3714)
+++ pkg/Dowd/man/GaussianCopulaVaR.Rd	2015-06-22 16:30:25 UTC (rev 3715)
@@ -31,7 +31,7 @@
 }
 \examples{
 # VaR using bivariate Gumbel for X and Y with given parameters:
-   GaussianCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, 50, .95)
+   GaussianCopulaVaR(2.3, 4.1, 1.2, 1.5, .6, 10, .95)
 }
 \author{
 Dinesh Acharya



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