[Returnanalytics-commits] r3732 - pkg/Dowd/man

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

Author: dacharya
Date: 2015-06-23 23:35:25 +0200 (Tue, 23 Jun 2015)
New Revision: 3732

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

Modified: pkg/Dowd/man/BlancoIhleBacktest.Rd
===================================================================
--- pkg/Dowd/man/BlancoIhleBacktest.Rd	2015-06-23 21:34:57 UTC (rev 3731)
+++ pkg/Dowd/man/BlancoIhleBacktest.Rd	2015-06-23 21:35:25 UTC (rev 3732)
@@ -16,7 +16,7 @@
 \item{cl}{VaR confidence interval}
 }
 \value{
-Something
+First Blanco-Ihle score measure.
 }
 \description{
 Derives the Blanco-Ihle forecast evaluation loss measure for a VaR
@@ -24,7 +24,7 @@
 }
 \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