[Returnanalytics-commits] r3731 - pkg/Dowd/R

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

Author: dacharya
Date: 2015-06-23 23:34:57 +0200 (Tue, 23 Jun 2015)
New Revision: 3731

Modified:
   pkg/Dowd/R/BlancoIhleBacktest.R
Log:
Return value and mistake in example corrected.

Modified: pkg/Dowd/R/BlancoIhleBacktest.R
===================================================================
--- pkg/Dowd/R/BlancoIhleBacktest.R	2015-06-23 21:33:59 UTC (rev 3730)
+++ pkg/Dowd/R/BlancoIhleBacktest.R	2015-06-23 21:34:57 UTC (rev 3731)
@@ -7,7 +7,7 @@
 #' @param Rb Vector of corresponding VaR forecasts
 #' @param Rc Vector of corresponding Expected Tailed Loss forecasts
 #' @param cl VaR confidence interval
-#' @return Something
+#' @return First Blanco-Ihle score measure.
 #' 
 #' @references Dowd, Kevin. Measuring Market Risk, Wiley, 2007.
 #' 
@@ -18,7 +18,7 @@
 #' @examples
 #'    
 #'    # Has to be modified with appropriate data:
-#'    # Christoffersen Backtest For Independence for given parameters
+#'    # Blanco-Ihle Backtest For Independence for given parameters
 #'    a <- rnorm(1*100)
 #'    b <- abs(rnorm(1*100))+2
 #'    c <- abs(rnorm(1*100))+2