[Returnanalytics-commits] r3736 - pkg/Dowd/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 24 20:25:43 CEST 2015
Author: dacharya
Date: 2015-06-24 20:25:43 +0200 (Wed, 24 Jun 2015)
New Revision: 3736
Modified:
pkg/Dowd/R/CdfOfSumUsingGaussianCopula.R
Log:
Missing return added.
Modified: pkg/Dowd/R/CdfOfSumUsingGaussianCopula.R
===================================================================
--- pkg/Dowd/R/CdfOfSumUsingGaussianCopula.R 2015-06-24 07:37:27 UTC (rev 3735)
+++ pkg/Dowd/R/CdfOfSumUsingGaussianCopula.R 2015-06-24 18:25:43 UTC (rev 3736)
@@ -59,6 +59,7 @@
y<- sum(approximate.copula.differential) * dw
+ return(y)
}
GaussianCopula <- function(u, v, rho, number.steps){
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