[Returnanalytics-commits] r3715 - in pkg/Dowd: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
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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